Share

Nonlinear Models in Mathematical Finance

2008 Mathematics
Download Nonlinear Models in Mathematical Finance PDF Online Free

Author :
Release : 2008
Genre : Mathematics
Kind : eBook
Book Rating : 315/5 ( reviews)

GET EBOOK


Book Synopsis Nonlinear Models in Mathematical Finance by : Matthias Ehrhardt

Download or read book Nonlinear Models in Mathematical Finance written by Matthias Ehrhardt. This book was released on 2008. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an overview on the current state-of-the-art research on non-linear option pricing. Non-linear models are becoming more and more important since they take into account many effects that are not included in the linear model. However, in practice (i.e. in banks) linear models are still used, giving rise to large errors in computing the fair price of options. Hence, there exists a noticeable need for non-linear modelling of financial products. This book will help to foster the usage of non-linear Black-Scholes models in practice.

Non-Linear Time Series Models in Empirical Finance

2000-07-27 Business & Economics
Download Non-Linear Time Series Models in Empirical Finance PDF Online Free

Author :
Release : 2000-07-27
Genre : Business & Economics
Kind : eBook
Book Rating : 416/5 ( reviews)

GET EBOOK


Book Synopsis Non-Linear Time Series Models in Empirical Finance by : Philip Hans Franses

Download or read book Non-Linear Time Series Models in Empirical Finance written by Philip Hans Franses. This book was released on 2000-07-27. Available in PDF, EPUB and Kindle. Book excerpt: This 2000 volume reviews non-linear time series models, and their applications to financial markets.

Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models

2010-12-21 Business & Economics
Download Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models PDF Online Free

Author :
Release : 2010-12-21
Genre : Business & Economics
Kind : eBook
Book Rating : 223/5 ( reviews)

GET EBOOK


Book Synopsis Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models by : G. Gregoriou

Download or read book Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models written by G. Gregoriou. This book was released on 2010-12-21. Available in PDF, EPUB and Kindle. Book excerpt: This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes.

Nonlinear Option Pricing

2013-12-19 Business & Economics
Download Nonlinear Option Pricing PDF Online Free

Author :
Release : 2013-12-19
Genre : Business & Economics
Kind : eBook
Book Rating : 342/5 ( reviews)

GET EBOOK


Book Synopsis Nonlinear Option Pricing by : Julien Guyon

Download or read book Nonlinear Option Pricing written by Julien Guyon. This book was released on 2013-12-19. Available in PDF, EPUB and Kindle. Book excerpt: New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research-including Risk magazine's 2013 Quant of the Year-Nonlinear Option Pricing compares various numerical methods for solving hi

Recent Advances in Estimating Nonlinear Models

2017-04-30 Business & Economics
Download Recent Advances in Estimating Nonlinear Models PDF Online Free

Author :
Release : 2017-04-30
Genre : Business & Economics
Kind : eBook
Book Rating : 595/5 ( reviews)

GET EBOOK


Book Synopsis Recent Advances in Estimating Nonlinear Models by : Jun Ma

Download or read book Recent Advances in Estimating Nonlinear Models written by Jun Ma. This book was released on 2017-04-30. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear models have been used extensively in the areas of economics and finance. Recent literature on the topic has shown that a large number of series exhibit nonlinear dynamics as opposed to the alternative--linear dynamics. Incorporating these concepts involves deriving and estimating nonlinear time series models, and these have typically taken the form of Threshold Autoregression (TAR) models, Exponential Smooth Transition (ESTAR) models, and Markov Switching (MS) models, among several others. This edited volume provides a timely overview of nonlinear estimation techniques, offering new methods and insights into nonlinear time series analysis. It features cutting-edge research from leading academics in economics, finance, and business management, and will focus on such topics as Zero-Information-Limit-Conditions, using Markov Switching Models to analyze economics series, and how best to distinguish between competing nonlinear models. Principles and techniques in this book will appeal to econometricians, finance professors teaching quantitative finance, researchers, and graduate students interested in learning how to apply advances in nonlinear time series modeling to solve complex problems in economics and finance.

You may also like...