Lecture Notes in Economics and Mathematical Systems - Financial Pricing Models in Continuous Time and Kalman Filtering
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Published By Springer Berlin Heidelberg

9783540423645, 9783662219010

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Parameter Estimation

Lecture Notes in Economics and Mathematical Systems - Financial Pricing Models in Continuous Time and Kalman Filtering ◽

10.1007/978-3-662-21901-0_5 ◽

2001 ◽

pp. 29-33

Author(s):

B. Philipp Kellerhals

Keyword(s):

Parameter Estimation

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Filtering Algorithms

Lecture Notes in Economics and Mathematical Systems - Financial Pricing Models in Continuous Time and Kalman Filtering ◽

10.1007/978-3-662-21901-0_4 ◽

2001 ◽

pp. 15-27

Author(s):

B. Philipp Kellerhals

Keyword(s):

Filtering Algorithms

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Summary and Conclusions

Lecture Notes in Economics and Mathematical Systems - Financial Pricing Models in Continuous Time and Kalman Filtering ◽

10.1007/978-3-662-21901-0_20 ◽

2001 ◽

pp. 221-222

Author(s):

B. Philipp Kellerhals

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Electricity Pricing Model

Lecture Notes in Economics and Mathematical Systems - Financial Pricing Models in Continuous Time and Kalman Filtering ◽

10.1007/978-3-662-21901-0_18 ◽

2001 ◽

pp. 189-199

Author(s):

B. Philipp Kellerhals

Keyword(s):

Electricity Pricing ◽

Pricing Model

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Calibration to Standard Instruments

Lecture Notes in Economics and Mathematical Systems - Financial Pricing Models in Continuous Time and Kalman Filtering ◽

10.1007/978-3-662-21901-0_15 ◽

2001 ◽

pp. 147-173

Author(s):

B. Philipp Kellerhals

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Risk Management and Derivatives Pricing

Lecture Notes in Economics and Mathematical Systems - Financial Pricing Models in Continuous Time and Kalman Filtering ◽

10.1007/978-3-662-21901-0_14 ◽

2001 ◽

pp. 129-145

Author(s):

B. Philipp Kellerhals

Keyword(s):

Risk Management ◽

Derivatives Pricing

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Introduction

Lecture Notes in Economics and Mathematical Systems - Financial Pricing Models in Continuous Time and Kalman Filtering ◽

10.1007/978-3-662-21901-0_11 ◽

2001 ◽

pp. 87-96

Author(s):

B. Philipp Kellerhals

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Implications for Investment Strategies

Lecture Notes in Economics and Mathematical Systems - Financial Pricing Models in Continuous Time and Kalman Filtering ◽

10.1007/978-3-662-21901-0_9 ◽

2001 ◽

pp. 71-81

Author(s):

B. Philipp Kellerhals

Keyword(s):

Investment Strategies

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Valuation Model

Lecture Notes in Economics and Mathematical Systems - Financial Pricing Models in Continuous Time and Kalman Filtering ◽

10.1007/978-3-662-21901-0_7 ◽

2001 ◽

pp. 43-53

Author(s):

B. Philipp Kellerhals

Keyword(s):

Valuation Model

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Stochastic Environment

Lecture Notes in Economics and Mathematical Systems - Financial Pricing Models in Continuous Time and Kalman Filtering ◽

10.1007/978-3-662-21901-0_2 ◽

2001 ◽

pp. 7-9

Author(s):

B. Philipp Kellerhals

Keyword(s):

Stochastic Environment

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Lecture Notes in Economics and Mathematical Systems - Financial Pricing Models in Continuous Time and Kalman FilteringLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Parameter Estimation

Filtering Algorithms

Summary and Conclusions

Electricity Pricing Model

Calibration to Standard Instruments

Risk Management and Derivatives Pricing

Introduction

Implications for Investment Strategies

Valuation Model

Stochastic Environment

Lecture Notes in Economics and Mathematical Systems - Financial Pricing Models in Continuous Time and Kalman Filtering
Latest Publications