Verfügbarkeit: Handbook of computational finance

Handbook of computational finance:

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Bibliographische Detailangaben
Weitere Verfasser:	Duan, Jin-Chuan (HerausgeberIn)
Format:	Buch
Sprache:	English
Veröffentlicht:	Heidelberg [u.a.] Springer 2012
Schriftenreihe:	Springer handbooks of computational statistics
Schlagworte:	Kreditmarkt Computerunterstütztes Verfahren Financial Engineering Portfolio Selection
Online-Zugang:	Inhaltstext Inhaltsverzeichnis
Beschreibung:	XI, 804 S. graph. Darst. 235 mm x 155 mm
ISBN:	9783642172533

Internformat

MARC


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Datensatz im Suchindex

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adam_text	IMAGE 1 CONTENTS PART I INTRODUCTION 1 COMPUTATIONAL FINANCE: AN INTRODUCTION 3 JIN-CHUAN DUAN, JAMES E. GENTLE, AND WOLFGANG KARL HARDIE PART II ASSET PRICING MODELS 2 MODELING ASSET PRICES 15 JAMES E. GENTLE AND WOLFGANG KARL HARDIE 3 DIFFUSION MODELS OF ASSET PRICES 35 JEROME DETEMPLE AND MARCEL RINDISBACHER 4 JUMP-DIFFUSION MODELS DRIVEN BY LEVY PROCESSES 61 JOSE E. FIGUEROA-LOPEZ 5 MULTIVARIATE TIME SERIES MODELS FOR ASSET PRICES 89 CHRISTIAN M. HAFNER AND HANS MANNER 6 OPTION DATA AND MODELING BSM IMPLIED VOLATILITY 117 MATTHIAS R. FENGLER 7 INTEREST RATE DERIVATIVES PRICING WITH VOLATILITY SMILE 143 HAITAO LI 8 VOLATILITY INVESTING WITH VARIANCE SWAPS 203 WOLFGANG KARL HARDIE AND ELENA SILYAKOVA PART III STATISTICAL INFERENCE IN FINANCIAL MODELS 9 EVALUATION OF ASSET PRICING MODELS USING TWO-PASS CROSS-SECTIONAL REGRESSIONS 223 RAYMOND KAN AND CESARE ROBOTTI V BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/1007589566 DIGITALISIERT DURCH IMAGE 2 CONTENTS 10 PARAMETRIC ESTIMATION OF RISK NEUTRAL DENSITY FUNCTIONS 253 MARIA GRITH AND VOLKER KRAETSCHMER 11 NONPARAMETRIC ESTIMATION OF RISK-NEUTRAL DENSITIES 277 MARIA GRITH, WOLFGANG KARL HARDIE, AND MELANIE SCHIENLE 12 VALUE AT RISK ESTIMATION 307 YING CHEN AND JUN LU 13 VOLATILITY ESTIMATION BASED ON HIGH-FREQUENCY DATA 335 CHRISTIAN PIGORSCH, UTA PIGORSCH, AND IVAYLO POPOV 14 IDENTIFYING JUMPS IN ASSET PRICES 371 JOHAN BJURSELL AND JAMES E. GENTLE 15 SIMULATION-BASED ESTIMATION METHODS FOR FINANCIAL TIME SERIES MODELS 401 JUNYU PART IV COMPUTATIONAL METHODS 16 FILTERING METHODS 439 ANDRAS FULOP 17 FITTING HIGH-DIMENSIONAL COPULAE TO DATA 469 OSTAP OKHRIN 18 NUMERICAL METHODS FOR NONLINEAR PDES IN FINANCE 503 PETER A. FORSYTH AND KENNETH R. VETZAL 19 NUMERICAL SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATIONS IN FINANCE 529 TIMOTHY SAUER 20 LATTICE APPROACH AND IMPLIED TREES 551 RUEDIGER U. SEYDEL 21 EFFICIENT OPTIONS PRICING USING THE FAST FOURIER TRANSFORM 579 YUE KUEN KWOK, KWAI SUN LEUNG, AND HOI YING WONG 22 DYNAMIC PROGRAMMING AND HEDGING STRATEGIES IN DISCRETE TIME . 605 SHIH-FENG HUANG AND MEIHUI GUO 23 APPROXIMATION OF DYNAMIC PROGRAMS 633 MICHELE BRETON AND JAVIER DE FRUTOS 24 COMPUTATIONAL ISSUES IN STRESS TESTING 65 1 LUDGER OVERBECK 25 PORTFOLIO OPTIMIZATION 675 JEROME DETEMPLE AND MARCEL RINDISBACHER IMAGE 3 CONTENTS 26 LOW-DISCREPANCY SIMULATION 703 HARALD NIEDERREITER 27 INTRODUCTION TO SUPPORT VECTOR MACHINES AND THEIR APPLICATIONS IN BANKRUPTCY PROGNOSIS 731 YUH-JYE LEE, YI-REN YEH, AND HSING-KUO PAO PART V SOFTWARE TOOLS 28 MATLAB AS A TOOL IN COMPUTATIONAL FINANCE 765 JAMES E. GENTLE AND ANGEL MARTINEZ 29 RAS A TOOL IN COMPUTATIONAL FINANCE 781 JOHN P. NOLAN
any_adam_object	1
author2	Duan, Jin-Chuan
author2_role	edt
author2_variant	j c d jcd
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author_facet	Duan, Jin-Chuan
building	Verbundindex
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dewey-full	332.60285
dewey-hundreds	300 - Social sciences
dewey-ones	332 - Financial economics
dewey-raw	332.60285
dewey-search	332.60285
dewey-sort	3332.60285
dewey-tens	330 - Economics
discipline	Mathematik Wirtschaftswissenschaften
format	Book
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title	Handbook of computational finance
title_auth	Handbook of computational finance
title_exact_search	Handbook of computational finance
title_full	Handbook of computational finance Jin-Chuan Duan... eds.
title_fullStr	Handbook of computational finance Jin-Chuan Duan... eds.
title_full_unstemmed	Handbook of computational finance Jin-Chuan Duan... eds.
title_short	Handbook of computational finance
title_sort	handbook of computational finance
topic	Kreditmarkt (DE-588)4073788-3 gnd Computerunterstütztes Verfahren (DE-588)4139030-1 gnd Financial Engineering (DE-588)4208404-0 gnd Portfolio Selection (DE-588)4046834-3 gnd
topic_facet	Kreditmarkt Computerunterstütztes Verfahren Financial Engineering Portfolio Selection
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