Mathematical and Statistical Methods for Actuarial Sciences and Finance
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Published By Springer International Publishing

9783319024981, 9783319024998
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Firm’s Volatility Risk Under Microstructure Noise

2014 ◽  
pp. 55-67
Author(s):  
Flavia Barsotti ◽  
Simona Sanfelici
Keyword(s):  
Microstructure Noise ◽  
Volatility Risk

A Behavioural Approach to the Pricing of European Options

2014 ◽  
pp. 219-230 ◽  
Author(s):  
Martina Nardon ◽  
Paolo Pianca
Keyword(s):  
European Options ◽  
Behavioural Approach

Bifactorial Pricing Models: Light and Shadows in Correlation Role

2014 ◽  
pp. 99-110
Author(s):  
Rosa Cocozza ◽  
Antonio De Simone
Keyword(s):  
Pricing Models

Threshold Structures in Economic and Financial Time Series

2014 ◽  
pp. 231-241
Author(s):  
Marcella Niglio ◽  
Cosimo Damiano Vitale
Keyword(s):  
Time Series ◽  
Financial Time Series ◽  
Financial Time

Investment Rankings via an Objective Measure of Riskiness: A Case Study

2014 ◽  
pp. 195-204
Author(s):  
Maria Erminia Marina ◽  
Marina Resta
Keyword(s):  
Objective Measure

Portfolio Allocation Using Omega Function: An Empirical Analysis

2014 ◽  
pp. 179-193
Author(s):  
Asmerilda Hitaj ◽  
Francesco Martinelli ◽  
Giovanni Zambruno
Keyword(s):  
Empirical Analysis ◽  
Portfolio Allocation
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