The following pages link to Handbook of Computational Finance (Q3112450):
Displayed 26 items.
- Computational Finance: An Introduction (Q3112451) (← links)
- Modeling Asset Prices (Q3112452) (← links)
- Diffusion Models of Asset Prices (Q3112453) (← links)
- Jump-Diffusion Models Driven by Lévy Processes (Q3112454) (← links)
- Multivariate Time Series Models for Asset Prices (Q3112455) (← links)
- Option Data and Modeling BSM Implied Volatility (Q3112456) (← links)
- Interest Rate Derivatives Pricing with Volatility Smile (Q3112457) (← links)
- Volatility Investing with Variance Swaps (Q3112458) (← links)
- Evaluation of Asset Pricing Models Using Two-Pass Cross-Sectional Regressions (Q3112459) (← links)
- Parametric Estimation of Risk Neutral Density Functions (Q3112461) (← links)
- Value at Risk Estimation (Q3112463) (← links)
- Volatility Estimation Based on High-Frequency Data (Q3112466) (← links)
- Identifying Jumps in Asset Prices (Q3112467) (← links)
- Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
- Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
- Numerical Methods for Nonlinear PDEs in Finance (Q3112471) (← links)
- Numerical Solution of Stochastic Differential Equations in Finance (Q3112472) (← links)
- Lattice Approach and Implied Trees (Q3112473) (← links)
- Efficient Options Pricing Using the Fast Fourier Transform (Q3112474) (← links)
- Dynamic Programming and Hedging Strategies in Discrete Time (Q3112475) (← links)
- Approximation of Dynamic Programs (Q3112476) (← links)
- Computational Issues in Stress Testing (Q3112477) (← links)
- Portfolio Optimization (Q3112478) (← links)
- Introduction to Support Vector Machines and Their Applications in Bankruptcy Prognosis (Q3112481) (← links)
- MATLAB® as a Tool in Computational Finance (Q3112482) (← links)
- R as a Tool in Computational Finance (Q3112483) (← links)