Articoli correlati a Handbook of Computational and Numerical Methods in...
Sinossi
1 Skewness and Kurtosis Trades.- 2 Valuation of a Credit Spread Put Option: The Stable Paretian model with Copulas.- 3 GARCH-Type Processes in Modeling Energy Prices.- 4 Malliavin Calculus in Finance.- 5 Bootstrap Unit Root Tests for Heavy-Tailed Time Series.- 6 Optimal Portfolio Selection and Risk Management: A Comparison between the Stable Paretian Approach and the Gaussian One.- 7 Optimal Quantization Methods and Applications to Numerical Problems in Finance.- 8 Numerical Methods for Stable Modeling in Financial Risk Management.- 9 Modern Heuristics for Finance Problems: A Survey of Selected Methods and Applications.- 10 On Relation Betweeen Expected Regret and Conditional Value-at-Risk.- 11 Estimation, Adjustment and Application of Transition Matrices in Credit Risk Models.- 12 Numerical Analysis of Stochastic Differential Systems and its Applications in Finance.- List of Contributors.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.