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Computational Finance

With the availability of new and more comprehensive financial market data, making headlines of massive public interest due to recent periods of extreme volatility and crashes, the field of computational finance is evolving ever faster thanks to significant advances made theoretically, and to the mas...

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Gardado en:
Formato: Online
Idioma:inglés
Publicado: MDPI - Multidisciplinary Digital Publishing Institute 2021
Subjects:
insurance
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&amp
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
thema EDItEUR::K Economics, Finance, Business and Management
Acceso en liña:ONIX_20210501_9783039369669_864
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