Universitext - Statistics of Financial Markets
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TOTAL DOCUMENTS

22

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1

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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

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-54539-9_22 ◽

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

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-54539-9_8 ◽

2014 ◽

pp. 133-145

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

American Options

Long Memory Time Series

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-54539-9_14 ◽

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

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-54539-9_11 ◽

2014 ◽

pp. 199-235

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Exotic Options

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-54539-9_9 ◽

2014 ◽

pp. 147-159

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

Exotic Options

Black–Scholes Option Pricing Model

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-54539-9_6 ◽

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

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-54539-9_5 ◽

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

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-54539-9_4 ◽

2014 ◽

pp. 49-58

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

Stochastic Processes ◽

Discrete Time

Introduction to Option Management

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-54539-9_2 ◽

2014 ◽

pp. 11-35

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Non-parametric and Flexible Time Series Estimators

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-54539-9_15 ◽

2014 ◽

pp. 339-356

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

Time Series ◽

Non Parametric