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Handbook of Computational and Numerical Methods in Finance
Editor
- Svetlozar T. Rachev(University of California, Department of Statistics and Applied Probability
Universität Karlsruhe, Department of Economics and Business Engineering)
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-0-8176-8180-7
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Book Chapters
The following chapters of this book are listed in IDEAS- Oliver J. Blaskowitz & Wolfgang K. Härdle & Peter Schmidt, 2004. "Skewness and Kurtosis Trades," Springer Books, in: Svetlozar T. Rachev (ed.), Handbook of Computational and Numerical Methods in Finance, chapter 1, pages 1-14, Springer.
- Dylan D’Souza & Key van Amir-Atefi & Borjana Racheva-Jotova, 2004. "Valuation of a Credit Spread Put Option: The Stable Paretian model with Copulas," Springer Books, in: Svetlozar T. Rachev (ed.), Handbook of Computational and Numerical Methods in Finance, chapter 2, pages 15-69, Springer.
- Irina Khindanova & Zauresh Atakhanova & Svetlozar Rachev, 2004. "GARCH-Type Processes in Modeling Energy Prices," Springer Books, in: Svetlozar T. Rachev (ed.), Handbook of Computational and Numerical Methods in Finance, chapter 3, pages 71-110, Springer.
- Arturo Kohatsu-Higa & Miquel Montero, 2004. "Malliavin Calculus in Finance," Springer Books, in: Svetlozar T. Rachev (ed.), Handbook of Computational and Numerical Methods in Finance, chapter 4, pages 111-174, Springer.
- Piotr Kokoszka & Andrejus Parfionovas, 2004. "Bootstrap Unit Root Tests for Heavy-Tailed Time Series," Springer Books, in: Svetlozar T. Rachev (ed.), Handbook of Computational and Numerical Methods in Finance, chapter 5, pages 175-195, Springer.
- Sergio Ortobelli & Svetlozar Rachev & Isabella Huber & Almira Biglova, 2004. "Optimal Portfolio Selection and Risk Management: A Comparison between the Stable Paretian Approach and the Gaussian One," Springer Books, in: Svetlozar T. Rachev (ed.), Handbook of Computational and Numerical Methods in Finance, chapter 6, pages 197-252, Springer.
- Gilles Pagès & Huyên Pham & Jacques Printems, 2004. "Optimal Quantization Methods and Applications to Numerical Problems in Finance," Springer Books, in: Svetlozar T. Rachev (ed.), Handbook of Computational and Numerical Methods in Finance, chapter 7, pages 253-297, Springer.
- Stoyan Stoyanov & Borjana Racheva-Jotova, 2004. "Numerical Methods for Stable Modeling in Financial Risk Management," Springer Books, in: Svetlozar T. Rachev (ed.), Handbook of Computational and Numerical Methods in Finance, chapter 8, pages 299-329, Springer.
- Frank Schlottmann & Detlef Seese, 2004. "Modern Heuristics for Finance Problems: A Survey of Selected Methods and Applications," Springer Books, in: Svetlozar T. Rachev (ed.), Handbook of Computational and Numerical Methods in Finance, chapter 9, pages 331-359, Springer.
- Carlos E. Testuri & Stanislav Uryasev, 2004. "On Relation Betweeen Expected Regret and Conditional Value-at-Risk," Springer Books, in: Svetlozar T. Rachev (ed.), Handbook of Computational and Numerical Methods in Finance, chapter 10, pages 361-372, Springer.
- Stefan Trück & Emrah Özturkmen, 2004. "Estimation, Adjustment and Application of Transition Matrices in Credit Risk Models," Springer Books, in: Svetlozar T. Rachev (ed.), Handbook of Computational and Numerical Methods in Finance, chapter 11, pages 373-402, Springer.
- Ziyu Zheng, 2004. "Numerical Analysis of Stochastic Differential Systems and its Applications in Finance," Springer Books, in: Svetlozar T. Rachev (ed.), Handbook of Computational and Numerical Methods in Finance, chapter 12, pages 403-429, Springer.
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