Financial models with Lévy processes and volatility clustering

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

Empirical perspectives in capital asset pricing
出版: (2007)

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

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

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

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

Forecasting volatility in the financial markets
出版: (2007)

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

Asset pricing
出版: (2003)

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

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

Stochastic volatility selected readings /
出版: (2005)

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

Asset prices and monetary policy
出版: (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 /
由: Rao, Ramesh K. S.
出版: (2007)

Principles of financial economics
由: LeRoy, Stephen F.
出版: (2001)

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

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

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

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

Lévy processes and stochastic calculus
由: Applebaum, David, 1956-
出版: (2004)

Lévy processes in Lie groups
由: Liao, Ming
出版: (2004)

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

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

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

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

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

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

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

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

Modelling financial time series
由: Taylor, Stephen (Stephen J.)
出版: (2008)

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

Fourier transform methods in finance
出版: (2010)

Indifference pricing theory and applications /
出版: (2009)

Financial modeling /
由: Benninga, Simon
出版: (2008)

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