Universitext - Statistics of Financial Markets
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Published By Springer Berlin Heidelberg

9783642339288, 9783642339295

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Derivatives

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-33929-5_1 ◽

2012 ◽

pp. 3-12

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López-Cabrera

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Binomial Model for European Options

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-33929-5_7 ◽

2012 ◽

pp. 79-89

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López-Cabrera

Keyword(s):

Binomial Model ◽

European Options

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Stochastic Integrals and Differential Equations

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-33929-5_5 ◽

2012 ◽

pp. 43-58

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López-Cabrera

Keyword(s):

Differential Equations ◽

Stochastic Integrals

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Portfolio Credit Risk

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-33929-5_18 ◽

2012 ◽

pp. 231-241

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López-Cabrera

Keyword(s):

Credit Risk ◽

Portfolio Credit Risk

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Volatility Risk of Option Portfolios

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-33929-5_17 ◽

2012 ◽

pp. 223-230

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López-Cabrera

Keyword(s):

Volatility Risk

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Statistics of Extreme Risks

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-33929-5_16 ◽

2012 ◽

pp. 197-221

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López-Cabrera

Keyword(s):

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Time Series with Stochastic Volatility

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-33929-5_13 ◽

2012 ◽

pp. 163-174

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López-Cabrera

Keyword(s):

Time Series ◽

Stochastic Volatility

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Financial Time Series Models

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-33929-5_11 ◽

2012 ◽

pp. 131-141

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López-Cabrera

Keyword(s):

Time Series ◽

Financial Time Series ◽

Time Series Models ◽

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Models for the Interest Rate and Interest Rate Derivatives

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-33929-5_10 ◽

2012 ◽

pp. 119-128

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López-Cabrera

Keyword(s):

Interest Rate ◽

Interest Rate Derivatives ◽

The Interest Rate

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Introduction to Option Management

Universitext - Statistics of Financial Markets ◽

10.1007/978-3-642-33929-5_2 ◽

2012 ◽

pp. 13-24

Author(s):

Szymon Borak ◽

Wolfgang Karl Härdle ◽

Brenda López-Cabrera

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