Handbook of Computational and Numerical Methods in Finance

Edited by Svetlozar T. Rachev

in Springer Books from Springer

Date: 2004
ISBN: 978-0-8176-8180-7
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Chapters in this book:

Ch 1 Skewness and Kurtosis Trades

Oliver J. Blaskowitz, Wolfgang K. Härdle and Peter Schmidt

Ch 2 Valuation of a Credit Spread Put Option: The Stable Paretian model with Copulas

Dylan D’Souza, Key van Amir-Atefi and Borjana Racheva-Jotova

Ch 3 GARCH-Type Processes in Modeling Energy Prices

Irina Khindanova, Zauresh Atakhanova and Svetlozar Rachev

Ch 4 Malliavin Calculus in Finance

Arturo Kohatsu-Higa and Miquel Montero

Ch 5 Bootstrap Unit Root Tests for Heavy-Tailed Time Series

Piotr Kokoszka and Andrejus Parfionovas

Ch 6 Optimal Portfolio Selection and Risk Management: A Comparison between the Stable Paretian Approach and the Gaussian One

Sergio Ortobelli, Svetlozar Rachev, Isabella Huber and Almira Biglova

Ch 7 Optimal Quantization Methods and Applications to Numerical Problems in Finance

Gilles Pagès, Huyên Pham and Jacques Printems

Ch 8 Numerical Methods for Stable Modeling in Financial Risk Management

Stoyan Stoyanov and Borjana Racheva-Jotova

Ch 9 Modern Heuristics for Finance Problems: A Survey of Selected Methods and Applications

Frank Schlottmann and Detlef Seese

Ch 10 On Relation Betweeen Expected Regret and Conditional Value-at-Risk

Carlos E. Testuri and Stanislav Uryasev

Ch 11 Estimation, Adjustment and Application of Transition Matrices in Credit Risk Models

Stefan Trück and Emrah Özturkmen

Ch 12 Numerical Analysis of Stochastic Differential Systems and its Applications in Finance

Ziyu Zheng

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DOI: 10.1007/978-0-8176-8180-7

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