Financial models with Lévy processes and volatility clustering

Financial asset pricing theory, global policy and dynamics /
出版事項: (2011)

Empirical perspectives in capital asset pricing
出版事項: (2007)

Asset pricing a structural theory and its applications /
著者:: Cheng, Bing
出版事項: (2008)

Credit securitisations and derivatives challenges for the global markets /
著者:: Rosch, Daniel
出版事項: (2013)

Expectations and the structure of share prices
著者:: Cragg, J. G.
出版事項: (1982)

Forecasting volatility in the financial markets
出版事項: (2007)

Evaluating the effectiveness of the capital asset pricing model (CAPM) in the Kenyan capital market /
著者:: Muitherero, Edwin Kibuthu
出版事項: (2006)

Risk, capital asset pricing, and accounting numbers
出版事項: (2007)

Asset pricing
出版事項: (2003)

Why the world economy needs a financial crash and other critical essays on finance and financial economics
著者:: Toporowski, Jan
出版事項: (2010)

Dark markets asset pricing and information transmission in over-the-counter markets /
著者:: Duffie, Darrell
出版事項: (2012)

Stochastic volatility selected readings /
出版事項: (2005)

Commodities and the market price of risk /
著者:: Roache, Shaun K.
出版事項: (2008)

Asset prices and monetary policy
出版事項: (2008)

A theory of the firm's cost of capital how debt affects the firm's risk, value, tax rate, and the government's tax claim /
著者:: Rao, Ramesh K. S.
出版事項: (2007)

Principles of financial economics
著者:: LeRoy, Stephen F.
出版事項: (2001)

Modern portfolio theory /
著者:: O'Brien, John, 1950-
出版事項: (1995)

Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
著者:: Svishchuk, A. V. (Anatoliĭ Vitalʹevich)
出版事項: (2013)

Investors and markets portfolio choices, asset prices, and investment advice /
著者:: Sharpe, William F.
出版事項: (2008)

Lévy processes and stochastic calculus
著者:: Applebaum, David, 1956-
出版事項: (2004)

Lévy processes in Lie groups
著者:: Liao, Ming
出版事項: (2004)

Monetary and macroprudential policy rules in a model with house price booms
著者:: Kannan, Prakash
出版事項: (2009)

Stock trader's almanac 2014 /
出版事項: (2014)

The Black-Scholes model
著者:: Capi�nski, Marek, 1951-
出版事項: (2012)

Nonlinear models in mathematical finance new research trends in option pricing /
出版事項: (2008)

Option trading pricing and volatility strategies and techniques /
著者:: Sinclair, Euan, 1969-
出版事項: (2010)

Mathematical methods for finance : tools for asset and risk management /
著者:: Focardi, Sergio M.
出版事項: (2013)

Multi-factor models and signal processing techniques application to quantitative finance /
著者:: Darolles, Serge
出版事項: (2013)

Option pricing and estimation of financial models with R
著者:: Iacus, Stefano M. (Stefano Maria)
出版事項: (2011)

Commodity modeling and pricing methods for analyzing resource market behavior /
著者:: Schaeffer, Peter V.
出版事項: (2008)

Modelling financial time series
著者:: Taylor, Stephen (Stephen J.)
出版事項: (2008)

The Fisher model and financial markets
著者:: MacMinn, Richard D.
出版事項: (2005)

Fourier transform methods in finance
出版事項: (2010)

Indifference pricing theory and applications /
出版事項: (2009)

Financial modeling /
著者:: Benninga, Simon
出版事項: (2008)

Fundamental models in financial theory /
著者:: Peleg, Doron, 1952-
出版事項: (2014)