Universitext - Statistics of Financial Markets
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Published By Springer Berlin Heidelberg

9783540216759, 9783662100264
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American Options

2004 ◽  
pp. 107-119
Author(s):  
Jürgen Franke ◽  
Wolfgang Härdle ◽  
Christian M. Hafner
Keyword(s):  
American Options

Stochastic Integrals and Differential Equations

2004 ◽  
pp. 53-65
Author(s):  
Jürgen Franke ◽  
Wolfgang Härdle ◽  
Christian M. Hafner
Keyword(s):  
Differential Equations ◽  
Stochastic Integrals

Stochastic Processes in Discrete Time

2004 ◽  
pp. 43-52
Author(s):  
Jürgen Franke ◽  
Wolfgang Härdle ◽  
Christian M. Hafner
Keyword(s):  
Stochastic Processes ◽  
Discrete Time

Statistics of Extreme Risks

2004 ◽  
pp. 311-337
Author(s):  
Jürgen Franke ◽  
Wolfgang Härdle ◽  
Christian M. Hafner
Keyword(s):  
Extreme Risks

Value at Risk and Backtesting

2004 ◽  
pp. 287-299
Author(s):  
Jürgen Franke ◽  
Wolfgang Härdle ◽  
Christian M. Hafner
Keyword(s):  
At Risk ◽  
Value At Risk

Valuing Options with Flexible Volatility Estimators

2004 ◽  
pp. 269-285
Author(s):  
Jürgen Franke ◽  
Wolfgang Härdle ◽  
Christian M. Hafner

Derivatives

2004 ◽  
pp. 3-10
Author(s):  
Jürgen Franke ◽  
Wolfgang Härdle ◽  
Christian M. Hafner

Exotic Options and Interest Rate Derivatives

2004 ◽  
pp. 121-133
Author(s):  
Jürgen Franke ◽  
Wolfgang Härdle ◽  
Christian M. Hafner
Keyword(s):  
Interest Rate ◽  
Exotic Options ◽  
Interest Rate Derivatives

Volatility Risk of Option Portfolios

2004 ◽  
pp. 369-381
Author(s):  
Jürgen Franke ◽  
Wolfgang Härdle ◽  
Christian M. Hafner
Keyword(s):  
Volatility Risk

Copulas and Value-at-Risk

2004 ◽  
pp. 301-310
Author(s):  
Jürgen Franke ◽  
Wolfgang Härdle ◽  
Christian M. Hafner
Keyword(s):  
At Risk ◽  
Value At Risk
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