Levy Processes in Finance: Pricing Financial Derivatives (Wiley Series in Probability and Statistics) ~ Wim Schoutens Product DescriptionFinancial mathematics has recently enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of Lévy processes has also seen many exciting developments. These powerful modelling tools allow the user to model more complex phenomena, and are commonly applied to problems in finance. Lévy Processes in Finance: Pricing Financial Derivatives takes a practical approach to describing the theory of Lévy-based models, and features many examples of how they may be used to solve problems in finance. Provides an introduction to the use of Lévy processes in finance. Features many examples using real market data, with emphasis on the pricing of financial derivatives. Covers a number of key topics, including option pricing, Monte Carlo simulations, stochastic volatility, exotic options and interest rate modelling. Includes many figures to illustrate the theory and examples discussed. Avoids unnecessary mathematical formalities. The book is primarily aimed at researchers and postgraduate students of mathematical finance, economics and finance. The range of examples ensures the book will make a valuable reference source for practitioners from the finance industry including risk managers and financial product developers. From the Back CoverFinancial mathematics has recently enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of Lévy processes has also seen many exciting developments. These powerful modelling tools allow the user to model more complex phenomena, and are commonly applied to problems in finance. Lévy Processes in Finance: Pricing Financial Derivatives takes a practical approach to describing the theory of Lévy-based models, and features many examples of how they may be used to solve problems in finance. Provides an introduction to the use of Lévy processes in finance. Features many examples using real market data, with emphasis on the pricing of financial derivatives. Covers a number of key topics, including option pricing, Monte Carlo simulations, stochastic volatility, exotic options and interest rate modelling. Includes many figures to illustrate the theory and examples discussed. Avoids unnecessary mathematical formalities. The book is primarily aimed at researchers and postgraduate students of mathematical finance, economics and finance. The range of examples ensures the book will make a valuable reference source for practitioners from the finance industry including risk managers and financial product developers.
PART III Multivariate Models A Multivariate Regression: 1. Seemingly Unrelated Regression /SUR 2 SEM and its Reduced form 3 VAR: Stationarity condition, Estimation and Causality 4 VAR: Impulse Response. 5 Cointegration and ECM. B Multivariate GARCH 1. VEC and DVEC 2. BEKK and DBEKK 3. Dynamic Conditional Correlation (DCC)
PART I: Modeling the Mean Equation A. Basic time series models 1. Trend, Seasonality and Stationary fluctuations 2. White noise and Autocorrelations; Weak Stationatiry. 3. AR(p), MA(q) and ARMA(p,q); stationarity and invertibility. B. Integrated Time series and Unit root tests 1. I(1) Series, Unit root process 2. ADF and PP Tests for a unit root. 3. Nonstationarity due to Break C. Time Series Regression 1 Conditional mean and OLS 2 OLS, t and F statistics 3 Traps in Nonstationary time series regression: Spurious Regression vs cointegration regression. 4 Diagnostics: Serial correlation and DW statistics 5 A Useful linear model: ADL regression
【独家发布】 【2013】Straight to the Top Series I II https://bbs.pinggu.org/thread-3656319-1-1.html ①【2006】 Straight to the Top I : Becoming a World-Class CIO ②【2013】 Straight to the Top II: CIO Leadership in a Mobile, Social, and Cloud-Based World 声明： 本资源仅供学术研究参考之用，发布者不负任何法律责任，敬请下载者支持购买正版。 提倡免费分享！ 我发全部免费的，分文不收 来看看 ... 你也可关注我 https://bbs.pinggu.org/z_guanzhu.php?action=addfuid=3727866 请加入 【KYCHAN文库】 https://bbs.pinggu.org/forum.php?mod=collectionaction=viewctid=2819 【KYCHAN文库】 是kychan贡献上传的大量书籍， 用户免费下载 速度执行：立刻，现在，马上欢迎订阅 想要实时获取免费的书籍，请在我的头像下方点 "加关注" 哟！
【2012】3D Programming Book Series ② https://bbs.pinggu.org/thread-3652599-1-1.html ①【2012】 Professional WebGL Programming: Developing 3D Graphics for the Web ②【2012】 Introduction to 3D Game Programming with DirectX 11 ③【2012】 Mathematics for 3D game programming and computer graphics 声明： 本资源仅供学术研究参考之用，发布者不负任何法律责任，敬请下载者支持购买正版。 提倡免费分享！ 我发全部免费的，分文不收 来看看 ... 你也可关注我 https://bbs.pinggu.org/z_guanzhu.php?action=addfuid=3727866 请加入 【KYCHAN文库】 https://bbs.pinggu.org/forum.php?mod=collectionaction=viewctid=2819 【KYCHAN文库】 是kychan贡献上传的大量书籍， 用户免费下载 速度执行：立刻，现在，马上欢迎订阅 想要实时获取免费的书籍，请在我的头像下方点 "加关注" 哟！
【独家发布】6-IN-1书籍 Academic Writing Series by Stephen Bailey https://bbs.pinggu.org/thread-3638781-1-1.html ①Academic Writing Handbook for International Students 1 2004 ②Academic Writing Handbook for International Students 2 2006 ③Academic Writing Handbook for International Students 3 2011 ④Academic Writing Handbook for International Students 4 2014 ⑤Academic Writing for International Students 1 2011 ⑥Academic Writing for International Students 2 2015 声明： 本资源仅供学术研究参考之用，发布者不负任何法律责任，敬请下载者支持购买正版。 提倡免费分享！ 我发全部免费的，分文不收 来看看 ... 你也可关注我 https://bbs.pinggu.org/z_guanzhu.php?action=addfuid=3727866 请加入 【KYCHAN文库】 https://bbs.pinggu.org/forum.php?mod=collectionaction=viewctid=2819 【KYCHAN文库】 是kychan贡献上传的大量书籍， 用户免费下载 速度执行：立刻，现在，马上欢迎订阅 想要实时获取免费的书籍，请在我的头像下方点 "加关注" 哟！
【2014】3D Programming Book Series https://bbs.pinggu.org/thread-3636630-1-1.html ①【2014】Programming 3D Applications with HTML5 and WebGL: 3D Animation and Visualization for Web Pages ②【2014】 C# Game Programming Cookbook for Unity 3D ③【2014】 Learn Unity 3D Programming with UnityScript 声明： 本资源仅供学术研究参考之用，发布者不负任何法律责任，敬请下载者支持购买正版。 提倡免费分享！ 我发全部免费的，分文不收 来看看 ... 你也可关注我 https://bbs.pinggu.org/z_guanzhu.php?action=addfuid=3727866 请加入 【KYCHAN文库】 https://bbs.pinggu.org/forum.php?mod=collectionaction=viewctid=2819 【KYCHAN文库】 是kychan贡献上传的大量书籍， 用户免费下载 速度执行：立刻，现在，马上欢迎订阅 想要实时获取免费的书籍，请在我的头像下方点 "加关注" 哟！
【2015新书】Modem Programming Book Series https://bbs.pinggu.org/thread-3636581-1-1.html ①【2015新书】Programming Chrome Apps ②【2014新书】Programming Windows Store Apps with C# ③【2014新书】 Embedded c programming : techniques and applications of c and pic mcus 声明： 本资源仅供学术研究参考之用，发布者不负任何法律责任，敬请下载者支持购买正版。 提倡免费分享！ 我发全部免费的，分文不收 来看看 ... 你也可关注我 https://bbs.pinggu.org/z_guanzhu.php?action=addfuid=3727866 请加入 【KYCHAN文库】 https://bbs.pinggu.org/forum.php?mod=collectionaction=viewctid=2819 【KYCHAN文库】 是kychan贡献上传的大量书籍， 用户免费下载 速度执行：立刻，现在，马上欢迎订阅 想要实时获取免费的书籍，请在我的头像下方点 "加关注" 哟！
http://jupiter.math.nctu.edu.tw/~gychen/ https://sites.google.com/site/marcelocmedeiros/Home/codes A Nonlinear Time Series Workshop: A Toolkit for Detecting and Identifying Nonlinear Serial Dependence --------- Integral, Measure and Derivative: A Unified Approach Efficient and Adaptive Estimation for Semiparametric Models --------------- http://www.icoding.co/2013/06/machine-learning-2-linear-regression-with-one-variable http://www.csie.ntu.edu.tw/~d98922012/matlab/index.html http://www.csie.ntu.edu.tw/~d98922012/CFinal/index.html ------------ A concrete approach to classical analysis ----------- http://ch-hsieh.blogspot.tw/search/label/%E6%A9%9F%E7%8E%87%E8%AB%96 --------------------------- http://link.springer.com/search/page/3?query=empirical+processes handbook of statistics, vol30:Time Series Analysis: Methods and Applications --------------- Seminar on Empirical Processes EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR DEPENDENT DURATION DATA A new test for linear inequality constraints when the variance–covariance matrix depends on the unknown parameters On asymptotic efficiency of tests of fit based on the Deheuvels empirical process ----------------------------------------------------------------------------------------------- https://sites.google.com/site/ntueconometrictheory/ http://www.sciencedirect.com/science/journal/03044076/170/2 http://www.sciencedirect.com/science/journal/03783758/143/7 Mehmet Caner: http://www4.ncsu.edu/~mcaner/ http://www.uoguelph.ca/~yisun/Publication.html ------------------------------------------------------------------------------------------------------ Sun, Yiguo and Qi Li, 2014. Nonparametric and Semiparametric Analysis of Nonstationary Time Series ---------------------- http://www.setsunan.ac.jp/~hirukawa/ http://www.stat.missouri.edu/~zhangxiany/Research.html http://www.journals.elsevier.com/journal-of-econometrics/recent-articles/ http://iportal.ntnu.edu.tw/ntnu/ -------------------------------------------------------------------- On empirical likelihood statistical functions Estimation with overidentifying inequality moment restrictions Nonparametric Quantile Regression Estimation for Functional Dependent Data Local Polynomial Fitting Based on Empirical Likelihood An Empirical Likelihood-based Local Estimation On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models ------------------------------------------ Three essays on robust inference for linear panel models with many time periods Economic Modeling and Inference Bent Jesper Christensen Nicholas M. Kiefer
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