| 000 | 01211nam a2200121Ia 4500 | ||
|---|---|---|---|
| 008 | 220615s9999||||xx |||||||||||||| ||und|| | ||
| 245 | 0 | _aComputational Finance | |
| 546 | _aEnglish[eng] | ||
| 650 | _ainsurance||Solvency II||risk-neutral models||computational finance||asset pricing models||overnight price gaps||financial econometrics||mean-reversion||statistical arbitrage||high-frequency data||jump-diffusion model||instantaneous volatility||directional-change||seasonality||forex||bitcoin||S&||P500||risk management||drawdown||safe assets||securitisation||dealer behaviour||liquidity||bid–ask spread||least-squares Monte Carlo||put-call symmetry||regression||simulation||algorithmic trading||market quality||defined contribution plan||probability of shortfall||quadratic shortfall||dynamic asset allocation||resampled backtests||stochastic covariance||4/2 model||option pricing||risk measures||American options||exercise boundary||Monte Carlo||multiple exercise options||dynamic programming||stochastic optimal control||asset pricing||calibration||derivatives||hedging||multivariate models||volatility | ||
| 700 | _aStentoft, Lars | ||
| 856 | _uhttps://mdpi.com/books/pdfview/book/2890 | ||
| 942 | _cEB | ||
| 999 |
_c8468 _d8468 |
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