Statistics of Financial Markets
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Published By Springer Berlin Heidelberg

9783642111334, 9783642111341

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Volatility Risk of Option Portfolios

Statistics of Financial Markets ◽

10.1007/978-3-642-11134-1_17 ◽

2010 ◽

pp. 213-219

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López Cabrera

Keyword(s):

Volatility Risk

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Copulae and Value at Risk

Statistics of Financial Markets ◽

10.1007/978-3-642-11134-1_15 ◽

2010 ◽

pp. 185-189

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López Cabrera

Keyword(s):

At Risk ◽

Value At Risk

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Value at Risk and Backtesting

Statistics of Financial Markets ◽

10.1007/978-3-642-11134-1_14 ◽

2010 ◽

pp. 171-183

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López Cabrera

Keyword(s):

At Risk ◽

Value At Risk

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Black-Scholes Option Pricing Model

Statistics of Financial Markets ◽

10.1007/978-3-642-11134-1_6 ◽

2010 ◽

pp. 61-80

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López Cabrera

Keyword(s):

Option Pricing ◽

Pricing Model ◽

Black Scholes ◽

Option Pricing Model

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Binomial Model for European Options

Statistics of Financial Markets ◽

10.1007/978-3-642-11134-1_7 ◽

2010 ◽

pp. 81-92

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López Cabrera

Keyword(s):

Binomial Model ◽

European Options

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Derivatives

Statistics of Financial Markets ◽

10.1007/978-3-642-11134-1_1 ◽

2010 ◽

pp. 3-11

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López Cabrera

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Financial Time Series Models

Statistics of Financial Markets ◽

10.1007/978-3-642-11134-1_11 ◽

2010 ◽

pp. 123-133

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López Cabrera

Keyword(s):

Time Series ◽

Financial Time Series ◽

Time Series Models ◽

Financial Time

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Exotic Options

Statistics of Financial Markets ◽

10.1007/978-3-642-11134-1_9 ◽

2010 ◽

pp. 103-109

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López Cabrera

Keyword(s):

Exotic Options

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American Options

Statistics of Financial Markets ◽

10.1007/978-3-642-11134-1_8 ◽

2010 ◽

pp. 93-102

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López Cabrera

Keyword(s):

American Options

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Basic Concepts of Probability Theory

Statistics of Financial Markets ◽

10.1007/978-3-642-11134-1_3 ◽

2010 ◽

pp. 27-36

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López Cabrera

Keyword(s):

Probability Theory ◽

Basic Concepts

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