E-Book, Englisch, 229 Seiten, eBook
Reihe: Universitext
Exercises and Solutions
E-Book, Englisch, 229 Seiten, eBook
Reihe: Universitext
ISBN: 978-3-642-11134-1
Verlag: Springer
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
Zielgruppe
Graduate
Autoren/Hrsg.
Weitere Infos & Material
Option Pricing.- Derivatives.- to Option Management.- Basic Concepts of Probability Theory.- Stochastic Processes in Discrete Time.- Stochastic Integrals and Differential Equations.- Black-Scholes Option Pricing Model.- Binomial Model for European Options.- American Options.- Exotic Options.- Models for the Interest Rate and Interest Rate Derivatives.- Statistical Model of Financial Time Series.- Financial Time Series Models.- ARIMA Time Series Models.- Time Series with Stochastic Volatility.- Selected Financial Applications.- Value at Risk and Backtesting.- Copulae and Value at Risk.- Statistics of Extreme Risks.- Volatility Risk of Option Portfolios.- Portfolio Credit Risk.