Handbook of Computational and Numerical Methods in Finance
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12

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Published By Birkhäuser Boston

9781461264767, 9780817681807

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Modern Heuristics for Finance Problems: A Survey of Selected Methods and Applications

Handbook of Computational and Numerical Methods in Finance ◽

10.1007/978-0-8176-8180-7_9 ◽

2004 ◽

pp. 331-359 ◽

Author(s):

Frank Schlottmann ◽

Detlef Seese

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Valuation of a Credit Spread Put Option: The Stable Paretian model with Copulas

Handbook of Computational and Numerical Methods in Finance ◽

10.1007/978-0-8176-8180-7_2 ◽

2004 ◽

pp. 15-69

Author(s):

Dylan D’Souza ◽

Key van Amir-Atefi ◽

Borjana Racheva-Jotova

Keyword(s):

Credit Spread ◽

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Estimation, Adjustment and Application of Transition Matrices in Credit Risk Models

Handbook of Computational and Numerical Methods in Finance ◽

10.1007/978-0-8176-8180-7_11 ◽

2004 ◽

pp. 373-402 ◽

Author(s):

Stefan Trück ◽

Emrah Özturkmen

Keyword(s):

Credit Risk ◽

Transition Matrices ◽

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Optimal Quantization Methods and Applications to Numerical Problems in Finance

Handbook of Computational and Numerical Methods in Finance ◽

10.1007/978-0-8176-8180-7_7 ◽

2004 ◽

pp. 253-297 ◽

Author(s):

Gilles Pagès ◽

Huyên Pham ◽

Jacques Printems

Keyword(s):

Optimal Quantization

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GARCH-Type Processes in Modeling Energy Prices

Handbook of Computational and Numerical Methods in Finance ◽

10.1007/978-0-8176-8180-7_3 ◽

2004 ◽

pp. 71-110

Author(s):

Irina Khindanova ◽

Zauresh Atakhanova ◽

Svetlozar Rachev

Keyword(s):

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Numerical Analysis of Stochastic Differential Systems and its Applications in Finance

Handbook of Computational and Numerical Methods in Finance ◽

10.1007/978-0-8176-8180-7_12 ◽

2004 ◽

pp. 403-429

Author(s):

Ziyu Zheng

Keyword(s):

Numerical Analysis ◽

Differential Systems

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Optimal Portfolio Selection and Risk Management: A Comparison between the Stable Paretian Approach and the Gaussian One

Handbook of Computational and Numerical Methods in Finance ◽

10.1007/978-0-8176-8180-7_6 ◽

2004 ◽

pp. 197-252 ◽

Author(s):

Sergio Ortobelli ◽

Svetlozar Rachev ◽

Isabella Huber ◽

Almira Biglova

Keyword(s):

Risk Management ◽

Portfolio Selection ◽

Optimal Portfolio ◽

Optimal Portfolio Selection

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Skewness and Kurtosis Trades

Handbook of Computational and Numerical Methods in Finance ◽

10.1007/978-0-8176-8180-7_1 ◽

2004 ◽

pp. 1-14 ◽

Author(s):

Oliver J. Blaskowitz ◽

Wolfgang K. Härdle ◽

Peter Schmidt

Keyword(s):

Skewness And Kurtosis

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Numerical Methods for Stable Modeling in Financial Risk Management

Handbook of Computational and Numerical Methods in Finance ◽

10.1007/978-0-8176-8180-7_8 ◽

2004 ◽

pp. 299-329 ◽

Author(s):

Stoyan Stoyanov ◽

Borjana Racheva-Jotova

Keyword(s):

Risk Management ◽

Numerical Methods ◽

Financial Risk ◽

Financial Risk Management

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Bootstrap Unit Root Tests for Heavy-Tailed Time Series

Handbook of Computational and Numerical Methods in Finance ◽

10.1007/978-0-8176-8180-7_5 ◽

2004 ◽

pp. 175-195 ◽

Author(s):

Piotr Kokoszka ◽

Andrejus Parfionovas

Keyword(s):

Time Series ◽

Unit Root ◽

Unit Root Tests ◽

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