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Modeling Correlation

BOOK CHAPTER published in Springer Finance

Modeling Higher Moments

BOOK CHAPTER published in Springer Finance

13 Financial applications of stable distributions

BOOK CHAPTER published 1996 in Handbook of Statistics

Authors: J. Huston McCulloch

Introduction

BOOK CHAPTER published in Springer Finance

Stable scaling distributions in finance

BOOK CHAPTER published 22 September 2003 in Financial Market Risk

Portfolio Allocation

BOOK CHAPTER published in Springer Finance

Jump Processes

BOOK CHAPTER published in Springer Finance

Lévy Processes

BOOK CHAPTER published in Springer Finance

Extreme Value Theory

BOOK CHAPTER published in Springer Finance

Structural Option Pricing

BOOK CHAPTER published in Springer Finance

Portfolio Management with Heavy-Tailed Distributions in Islamic Finance

JOURNAL ARTICLE published 2015 in Journal of Islamic Economics Banking and Finance

Authors: Mahmoud Bekri | Aaron Kim

Financial Economics, Fat-Tailed Distributions

BOOK CHAPTER published 2009 in Complex Systems in Finance and Econometrics

Authors: Markus Haas | Christian Pigorsch

Modeling of Insurance Data through Two Heavy Tailed Distributions: Computations of Some of Their Actuarial Quantities through Simulation from Their Equilibrium Distributions and the Use of Their Convolutions

JOURNAL ARTICLE published 2016 in Journal of Mathematical Finance

Authors: Dilip C. Nath | Jagriti Das

Martingale and Changing Measure

BOOK CHAPTER published in Springer Finance

Risk Management and VaR

BOOK CHAPTER published in Springer Finance

Fundamentals of Option Pricing

BOOK CHAPTER published in Springer Finance

Non-structural Option Pricing

BOOK CHAPTER published in Springer Finance

Characteristic Functions and Fourier Transforms

BOOK CHAPTER published in Springer Finance

Brownian Motion and Stochastic Calculus

BOOK CHAPTER published in Springer Finance

Introduction

BOOK CHAPTER published March 2019 in Handbook of Heavy-Tailed Distributions in Asset Management and Risk Management