Universitext - Statistics of Financial Markets
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Published By Springer Berlin Heidelberg

9783642545382, 9783642545399
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Credit Risk Management and Credit Derivatives

2014 ◽  
pp. 499-522
Author(s):  
Jürgen Franke ◽  
Wolfgang Karl Härdle ◽  
Christian Matthias Hafner
Keyword(s):  
Risk Management ◽  
Credit Risk ◽  
Credit Derivatives ◽  
Credit Risk Management

American Options

2014 ◽  
pp. 133-145
Author(s):  
Jürgen Franke ◽  
Wolfgang Karl Härdle ◽  
Christian Matthias Hafner
Keyword(s):  
American Options

Long Memory Time Series

2014 ◽  
pp. 317-337
Author(s):  
Jürgen Franke ◽  
Wolfgang Karl Härdle ◽  
Christian Matthias Hafner
Keyword(s):  
Time Series ◽  
Long Memory ◽  
Memory Time

Introduction: Definitions and Concepts

2014 ◽  
pp. 199-235
Author(s):  
Jürgen Franke ◽  
Wolfgang Karl Härdle ◽  
Christian Matthias Hafner

Exotic Options

2014 ◽  
pp. 147-159
Author(s):  
Jürgen Franke ◽  
Wolfgang Karl Härdle ◽  
Christian Matthias Hafner
Keyword(s):  
Exotic Options

Black–Scholes Option Pricing Model

2014 ◽  
pp. 75-119
Author(s):  
Jürgen Franke ◽  
Wolfgang Karl Härdle ◽  
Christian Matthias Hafner
Keyword(s):  
Option Pricing ◽  
Pricing Model ◽  
Black Scholes ◽  
Option Pricing Model

Stochastic Integrals and Differential Equations

2014 ◽  
pp. 59-74
Author(s):  
Jürgen Franke ◽  
Wolfgang Karl Härdle ◽  
Christian Matthias Hafner
Keyword(s):  
Differential Equations ◽  
Stochastic Integrals

Stochastic Processes in Discrete Time

2014 ◽  
pp. 49-58
Author(s):  
Jürgen Franke ◽  
Wolfgang Karl Härdle ◽  
Christian Matthias Hafner
Keyword(s):  
Stochastic Processes ◽  
Discrete Time

Introduction to Option Management

2014 ◽  
pp. 11-35
Author(s):  
Jürgen Franke ◽  
Wolfgang Karl Härdle ◽  
Christian Matthias Hafner

Non-parametric and Flexible Time Series Estimators

2014 ◽  
pp. 339-356
Author(s):  
Jürgen Franke ◽  
Wolfgang Karl Härdle ◽  
Christian Matthias Hafner
Keyword(s):  
Time Series ◽  
Non Parametric
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