Universitext - Statistics of Financial Markets
Latest Publications

TOTAL DOCUMENTS

23

(FIVE YEARS 0)

H-INDEX

1

(FIVE YEARS 0)

Published By Springer International Publishing

9783030137502, 9783030137519

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Volatility Risk of Option Portfolios

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-030-13751-9_20 ◽

2019 ◽

pp. 497-509

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

Volatility Risk

Download Full-text

Exotic Options

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-030-13751-9_9 ◽

2019 ◽

pp. 145-157

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

Exotic Options

Download Full-text

Value at Risk and Backtesting

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-030-13751-9_16 ◽

2019 ◽

pp. 365-379

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

At Risk ◽

Value At Risk

Download Full-text

ARIMA Time Series Models

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-030-13751-9_12 ◽

2019 ◽

pp. 237-262

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

Time Series ◽

Time Series Models

Download Full-text

Binomial Model for European Options

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-030-13751-9_7 ◽

2019 ◽

pp. 119-130

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

Binomial Model ◽

European Options

Download Full-text

Time Series with Stochastic Volatility

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-030-13751-9_13 ◽

2019 ◽

pp. 263-319

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

Time Series ◽

Stochastic Volatility

Download Full-text

American Options

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-030-13751-9_8 ◽

2019 ◽

pp. 131-143

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

American Options

Download Full-text

Credit Risk Management and Credit Derivatives

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-030-13751-9_22 ◽

2019 ◽

pp. 519-543

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

Risk Management ◽

Credit Risk ◽

Credit Derivatives ◽

Credit Risk Management

Download Full-text

Neural Networks and Deep Learning

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-030-13751-9_19 ◽

2019 ◽

pp. 459-495 ◽

Cited By ~ 1

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Keyword(s):

Neural Networks ◽

Deep Learning

Download Full-text

Derivatives

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-030-13751-9_1 ◽

2019 ◽

pp. 3-10

Author(s):

Jürgen Franke ◽

Wolfgang Karl Härdle ◽

Christian Matthias Hafner

Download Full-text