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Dr. Balazs Cserna

Analysis of Financial Market Models - Estimation, Pricing, and Efficiency

Estimation, Pricing, and Efficiency
• Buch (Gebunden) • Dissertation • Deutsch • Softcover (Paperback) • 21,0 x 14,8 cm (DIN A5) • 106 Seiten • Neu (eingschweißt in Folie)
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  • 9783941274884
  • 978-3-941274-88-4
Zeitstetige stochastische Prozesse werden seit Jahrzehnten in zahlreichen Finanzmarktmodellen... mehr

Zeitstetige stochastische Prozesse werden seit Jahrzehnten in zahlreichen Finanzmarktmodellen verwendet. In dieser Arbeit werden in erster Linie wichtige Aspekte zur Anwendung - im Hinblick auf Schätzung von Parametern, Bewertung von Finanzmarktkontrakten und Erfassung der Effizienz von Kapitalmärkten - anhand von ausgewählten Beispielen verdeutlicht und im Anschluss mögliche Lösungs- bzw. Erklärungsansätze präsentiert.

Titel: Analysis of Financial Market Models
Untertitel: Estimation, Pricing, and Efficiency
Autor: Dr. Balazs Cserna
Erschienen: 1. Aufl. 05.09.2011
Fachbereich: Wirtschaftswissenschaft
Produkttyp: Buch (Gebunden)
Produktart: Dissertation
Sprache: Deutsch
Einband: Softcover (Paperback)
Maße: 21,0 x 14,8 cm (DIN A5)
Umfang: 106 Seiten
Zustand: Neu (eingschweißt in Folie)
Keywords: Arbitrage, Barrier Reverse Convertibles, Bewertungsmodelle, BRCs, CDS-Markt, CDS Prämien, Continuous-Time Models, Effizienzerfassung, Empirical Results, Estimation Techniques, Finanzmarkt, Finanzmarktkontrakte, Finanzmarktmodelle, Kapitalmarkt, lineare Diffusionsmodelle, Market Spreads, Model Spreads, Monte Carlo-Simulationen, Monte Carlo Results, Pricing Models, Sharpe Ratios, Stochastik, Swap Markets, Transaction Costs, Ökonometrie
Details "Analysis of Financial Market Models - Estimation, Pricing, and Efficiency"
Titel: Analysis of Financial Market Models
Untertitel: Estimation, Pricing, and Efficiency
Autor: Dr. Balazs Cserna
Erschienen: 1. Aufl. 05.09.2011
Fachbereich: Wirtschaftswissenschaft
Produkttyp: Buch (Gebunden)
Produktart: Dissertation
Sprache: Deutsch
Einband: Softcover (Paperback)
Maße: 21,0 x 14,8 cm (DIN A5)
Umfang: 106 Seiten
Zustand: Neu (eingschweißt in Folie)
Keywords: Arbitrage, Barrier Reverse Convertibles, Bewertungsmodelle, BRCs, CDS-Markt, CDS Prämien, Continuous-Time Models, Effizienzerfassung, Empirical Results, Estimation Techniques, Finanzmarkt, Finanzmarktkontrakte, Finanzmarktmodelle, Kapitalmarkt, lineare Diffusionsmodelle, Market Spreads, Model Spreads, Monte Carlo-Simulationen, Monte Carlo Results, Pricing Models, Sharpe Ratios, Stochastik, Swap Markets, Transaction Costs, Ökonometrie
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