Universitext - Statistics of Financial Markets
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Published By Springer Berlin Heidelberg

9783540216759, 9783662100264

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

American Options

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-662-10026-4_8 ◽

2004 ◽

pp. 107-119

Author(s):

Jürgen Franke ◽

Wolfgang Härdle ◽

Christian M. Hafner

Keyword(s):

American Options

Stochastic Integrals and Differential Equations

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-662-10026-4_5 ◽

2004 ◽

pp. 53-65

Author(s):

Jürgen Franke ◽

Wolfgang Härdle ◽

Christian M. Hafner

Keyword(s):

Differential Equations ◽

Stochastic Integrals

Stochastic Processes in Discrete Time

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-662-10026-4_4 ◽

2004 ◽

pp. 43-52

Author(s):

Jürgen Franke ◽

Wolfgang Härdle ◽

Christian M. Hafner

Keyword(s):

Stochastic Processes ◽

Discrete Time

Statistics of Extreme Risks

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-662-10026-4_17 ◽

2004 ◽

pp. 311-337

Author(s):

Jürgen Franke ◽

Wolfgang Härdle ◽

Christian M. Hafner

Keyword(s):

Extreme Risks

Value at Risk and Backtesting

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-662-10026-4_15 ◽

2004 ◽

pp. 287-299

Author(s):

Jürgen Franke ◽

Wolfgang Härdle ◽

Christian M. Hafner

Keyword(s):

At Risk ◽

Value At Risk

Valuing Options with Flexible Volatility Estimators

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-662-10026-4_14 ◽

2004 ◽

pp. 269-285

Author(s):

Jürgen Franke ◽

Wolfgang Härdle ◽

Christian M. Hafner

Derivatives

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-662-10026-4_1 ◽

2004 ◽

pp. 3-10

Author(s):

Jürgen Franke ◽

Wolfgang Härdle ◽

Christian M. Hafner

Exotic Options and Interest Rate Derivatives

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-662-10026-4_9 ◽

2004 ◽

pp. 121-133

Author(s):

Jürgen Franke ◽

Wolfgang Härdle ◽

Christian M. Hafner

Keyword(s):

Interest Rate ◽

Exotic Options ◽

Interest Rate Derivatives

Volatility Risk of Option Portfolios

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-662-10026-4_19 ◽

2004 ◽

pp. 369-381

Author(s):

Jürgen Franke ◽

Wolfgang Härdle ◽

Christian M. Hafner

Keyword(s):

Volatility Risk

Copulas and Value-at-Risk

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-662-10026-4_16 ◽

2004 ◽

pp. 301-310

Author(s):

Jürgen Franke ◽

Wolfgang Härdle ◽

Christian M. Hafner

Keyword(s):

At Risk ◽

Value At Risk