semiparametric modeling implied volatility di fengler matthias (15 risultati)

Paperback. Condizione: Very Good. 2005. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.

Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,450grams, ISBN:9783540262343.

Condizione: New. In.

Condizione: New.

Paperback. Condizione: New.

Condizione: New. pp. 244.

Taschenbuch. Condizione: Neu. Neuware -Yet that weakness is also its greatest strength. People like the model because they can easily understand its assumptions. The model is often good as a rst approximation, and if you can see the holes in the assumptions you can use the model in more sophisticated ways. Black (1992) Expected volatility as a measure of risk involved in economic decision making isakeyingredientinmodern nancialtheory:therational,risk-averseinvestor will seek to balance the tradeo between the risk he bears and the return he expects. The more volatile the asset is, i.e. the more it is prone to exc- sive price uctuations, the higher will be the expected premium he demands. Markowitz (1959), followed by Sharpe (1964) and Lintner (1965), were among the rst to quantify the idea of the simple equation ¿more risk means higher return¿ in terms of equilibrium models. Since then, the analysis of volatility and price uctuations has sparked a vast literature in theoretical and quan- tative nance that re nes and extends these early models. As the most recent climax of this story, one may see the Nobel prize in Economics granted to Robert Engle in 2003 for his path-breaking work on modeling time-dependent volatility.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 240 pp. Englisch.

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Yet that weakness is also its greatest strength. People like the model because they can easily understand its assumptions. The model is often good as a rst approximation, and if you can see the holes in the assumptions you can use the model in more sophisticated ways. Black (1992) Expected volatility as a measure of risk involved in economic decision making isakeyingredientinmodern nancialtheory:therational,risk-averseinvestor will seek to balance the tradeo between the risk he bears and the return he expects. The more volatile the asset is, i.e. the more it is prone to exc- sive price uctuations, the higher will be the expected premium he demands. Markowitz (1959), followed by Sharpe (1964) and Lintner (1965), were among the rst to quantify the idea of the simple equation 'more risk means higher return' in terms of equilibrium models. Since then, the analysis of volatility and price uctuations has sparked a vast literature in theoretical and quan- tative nance that re nes and extends these early models. As the most recent climax of this story, one may see the Nobel prize in Economics granted to Robert Engle in 2003 for his path-breaking work on modeling time-dependent volatility.

paperback. Condizione: New. In shrink wrap. Looks like an interesting title!

Condizione: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher.

Paperback. Condizione: Like New. Like New. book.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Yet that weakness is also its greatest strength. People like the model because they can easily understand its assumptions. The model is often good as a rst approximation, and if you can see the holes in the assumptions you can use the model in more sophisticated ways. Black (1992) Expected volatility as a measure of risk involved in economic decision making isakeyingredientinmodern nancialtheory:therational,risk-averseinvestor will seek to balance the tradeo between the risk he bears and the return he expects. The more volatile the asset is, i.e. the more it is prone to exc- sive price uctuations, the higher will be the expected premium he demands. Markowitz (1959), followed by Sharpe (1964) and Lintner (1965), were among the rst to quantify the idea of the simple equation 'more risk means higher return' in terms of equilibrium models. Since then, the analysis of volatility and price uctuations has sparked a vast literature in theoretical and quan- tative nance that re nes and extends these early models. As the most recent climax of this story, one may see the Nobel prize in Economics granted to Robert Engle in 2003 for his path-breaking work on modeling time-dependent volatility. 240 pp. Englisch.

Kartoniert / Broschiert. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Fills a gap in the financial literature by incorporating both recent theoretical advances in implied volatility and refined semiparametric estimation strategies, and dimension reduction methods for functional surfacesOffers a concise presentation .

Condizione: New. Print on Demand pp. 244 Illus.

Condizione: New. PRINT ON DEMAND pp. 244.