E-Book, Englisch, 541 Seiten, eBook
Reihe: Springer Finance
ISBN: 978-1-84628-696-4
Verlag: Springer
Format: PDF
Kopierschutz: Wasserzeichen (»Systemvoraussetzungen)
Zielgruppe
Professional/practitioner
Autoren/Hrsg.
Weitere Infos & Material
Financial Markets and Financial Time Series.- Statistical Properties of Financial Market Data.- Functioning of Financial Markets and Theoretical Models for Returns.- Econometric Modeling of Asset Returns.- Modeling Volatility.- Modeling Higher Moments.- Modeling Correlation.- Extreme Value Theory.- Applications of Non-Gaussian Econometrics.- Risk Management and VaR.- Portfolio Allocation.- Option Pricing with Non-Gaussian Returns.- Fundamentals of Option Pricing.- Non-structural Option Pricing.- Structural Option Pricing.- Appendices on Option Pricing Mathematics.- Brownian Motion and Stochastic Calculus.- Martingale and Changing Measure.- Characteristic Functions and Fourier Transforms.- Jump Processes.- Lévy Processes.