Monografie
On the Numerics of Estimating Generalized HyperbolicDistributions
- Sprache
-
Englisch
- Identifier
-
1207642304
Beteiligte Personen und Organisationen
Wang, Congcong
Härdle, Wolfgang
Härdle, Wolfgang
- DOI
-
10.18452/14055
- URN
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
26.01.2023, 13:55 MEZ
Objekttyp
- Monografie
Beteiligte
- Wang, Congcong
- Härdle, Wolfgang
Ähnliche Objekte (12)
Estimating State Price Densities via Local Polynomials
Feasibility test
QuantNet
Multi-Asset Equity Options
Robust adaptive estimation of dimension reduction space
Risk Management with Copulae
Measuring risk with expectile based expected shortfall estimates
Scaling properties of financial time series
Rating Migrations
The Dynamics of Pricing Kernels and Relative Risk Aversion
e-learning/e-teaching
Application of Smoothing Techniques to Implied Volatility
Estimating State Price Densities via Local Polynomials
Feasibility test
QuantNet
Multi-Asset Equity Options
Robust adaptive estimation of dimension reduction space
Risk Management with Copulae
Measuring risk with expectile based expected shortfall estimates
Scaling properties of financial time series
Rating Migrations
The Dynamics of Pricing Kernels and Relative Risk Aversion
e-learning/e-teaching
Application of Smoothing Techniques to Implied Volatility
Estimating State Price Densities via Local Polynomials
Feasibility test
QuantNet
Multi-Asset Equity Options
Robust adaptive estimation of dimension reduction space
Risk Management with Copulae
Measuring risk with expectile based expected shortfall estimates
Scaling properties of financial time series
Rating Migrations
The Dynamics of Pricing Kernels and Relative Risk Aversion
e-learning/e-teaching