Hochschulschrift
Some asymptotic results on non-standard likelihood ratio tests and Cox process modeling in finance
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Dimensions
-
30 cm
- Extent
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II, 106 S.
- Language
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Englisch
- Notes
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graph. Darst.
Bonn, Univ., Diss., 2002 (Nicht für den Austausch)
- Keyword
-
Statistischer Test
ARCH-Modell
Theorie
Heteroskedastizität
Mean Reversion
Optionspreistheorie
Stochastischer Prozess
Unternehmensanleihe
Risikoprämie
Kreditrisiko
CAPM
Theorie
Aktienoption
Statistischer Test
Finanzmathematik
Stochastisches Modell
Gütefunktion
Parametertest
Signifikanzniveau
Statistischer Test
Testtheorie
ARCH-Prozess
GARCH-Prozess
Heteroskedastizität
Autokorrelation
Optionspreistheorie
Stochastischer Prozess
Industrieobligation
Risikoprämie
Kreditrisiko
Capital-Asset-Pricing-Modell
Aktienoption
Aktienoptionshandel
Aktienoptionsplan
- Contributor
-
Szimayer, Alexander
- Table of contents
- Rights
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Last update
-
11.06.2025, 2:21 PM CEST
Data provider
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Object type
- Hochschulschrift
Associated
- Szimayer, Alexander
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