Hochschulschrift
Stochastic dependencies in derivative pricing: Decoupled BNS-volatility, sequential modeling of jumps, and extremal WWR
- Alternative title
-
Stochastische Abhängigkeiten in der Derivatebewertung: Entkoppelte BNS-Volatilität, sequentielles Modellieren von Sprüngen, und extremes WWR
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
München, Technische Universität München, Dissertation, 2017
- Classification
-
Mathematik
Management
- Event
-
Veröffentlichung
- (where)
-
München
- (who)
-
Universitätsbibliothek der TU München
- (when)
-
2017
- Creator
- Contributor
-
Scherer, Matthias
Deelstra, Griselda
Werner, Ralf
- URN
-
urn:nbn:de:bvb:91-diss-20171025-1363151-1-3
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:55 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Object type
- Hochschulschrift
Associated
- Schulz, Thorsten
- Scherer, Matthias
- Deelstra, Griselda
- Werner, Ralf
- Universitätsbibliothek der TU München
Time of origin
- 2017
Other Objects (12)
Extremal colorings and extremal satisfiability
Volatility, Jumps and Predictability of Returns: a Sequential Analysis
Modelling extremal dependence
Extremal discriminant analysis
Extremal Processes, III
1/4 Extremal correlators
2/4 Extremal correlators
3/4 Extremal correlators
4/4 Extremal correlators
Extremal self-dual codes
On problems in Extremal Combinatorics
Extremal Configurations of Polygonal Linkages
Extremal colorings and extremal satisfiability
Volatility, Jumps and Predictability of Returns: a Sequential Analysis
Modelling extremal dependence
Extremal discriminant analysis
Extremal Processes, III
1/4 Extremal correlators
2/4 Extremal correlators
3/4 Extremal correlators
4/4 Extremal correlators
Extremal self-dual codes
On problems in Extremal Combinatorics
Extremal Configurations of Polygonal Linkages
Extremal colorings and extremal satisfiability
Volatility, Jumps and Predictability of Returns: a Sequential Analysis
Modelling extremal dependence
Extremal discriminant analysis
Extremal Processes, III
1/4 Extremal correlators
2/4 Extremal correlators
3/4 Extremal correlators
4/4 Extremal correlators
Extremal self-dual codes
On problems in Extremal Combinatorics