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The authors reconsider the problem of parametrically specifying distribution suitable for asset--ret;...
Vergelijkbare producten zoals Stable Paretian Models in Finance
changes and asset returns. Therefore we suggest the introduction of stable Paretian models to yield more realistic credit spreads;
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The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible inf;...
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A comprehensive introduction to various numerical methods used in computational finance today Quanti;...
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stable Paretian distribution and fast calculation of the noncentral Student's t. An entire chapter is dedicated to optimization, including;
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functions, and Bessel functions.* Presents full derivation and numerous computational methods of the stable Paretian and the singly and doubly non;
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State-space models as an important mathematical tool has been widely used in many different fields. ;...
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State-space models as an important mathematical tool has been widely used in many different fields. ;...
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Nonlinear models have been used extensively in the areas of economics and finance. Recent literature;...
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Handbook of Empirical Economics and Finance explores the latest developments in the analysis and mod;...
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Handbook of Empirical Economics and Finance explores the latest developments in the analysis and mod;...
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This book reports initial efforts in providing some useful extensions in - nancial modeling; further;...
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This best-selling textbook addresses the need for an introduction to econometrics specifically writt;...
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Computational finance is increasingly important in the financial industry, as a necessary instrument;...
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Computational finance is increasingly important in the financial industry, as a necessary instrument;...
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This book examines cost-of-capital models and their application in the context of managerial finance;...
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Development financial bonds and assets are the natural next step in providing stable funding for dev;...
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An in-depth guide to global and risk finance based on financial models and data-based issues that co;...
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Ten years after the global financial crisis of 2008/09 there is widespread scepticism about the abil;...
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This book presents and discusses current research in the study of finance. Topics discussed include ;...
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