Resultaten voor 'dominique guegan'
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The Financial Industry 4.0
€ 104,50 -
Risk Measurement
From Quantitative Measures to Management DecisionsStarting with the traditional Value at Risk (VaR) model and its limitations, the book discusses concepts like the expected shortfall, the spectral measure, the use of the spectrum, and the distortion risk measures from both a univariate and a multivariate perspective.
€ 109,95 -
A Time Series Approach to Option Pricing
Models, Methods and Empirical PerformancesThe Black Scholes framework is introduced and by underlining its shortcomings, an alternative approach is presented that has emerged over the past ten years of academic research, an approach that is much more grounded on a realistic statistical analysis of data rather than on ad hoc tractable continuous time option pricing models.
€ 60,50 -
A Time Series Approach to Option Pricing
Models, Methods and Empirical PerformancesThe Black Scholes framework is introduced and by underlining its shortcomings, an alternative approach is presented that has emerged over the past ten years of academic research, an approach that is much more grounded on a realistic statistical analysis of data rather than on ad hoc tractable continuous time option pricing models.
€ 60,50 -
Future Perspectives in Risk Models and Finance
Theoretically, financial risks models are models of a real and a financial “uncertainty”, based on both common and private information and economic theories defining the rules that financial markets comply to.
€ 120,95 -
Future Perspectives in Risk Models and Finance
Theoretically, financial risks models are models of a real and a financial “uncertainty”, based on both common and private information and economic theories defining the rules that financial markets comply to.
€ 120,95