grateful
发表于 2025-3-21 16:15:37
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cardiopulmonary
发表于 2025-3-21 22:21:38
https://doi.org/10.1007/978-3-642-54539-9ARIMA; Copulae; Credit Risk; Discrete Time Dynamics; Exotic Options; Financial Time Series; Neural Network
dry-eye
发表于 2025-3-22 01:27:00
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构想
发表于 2025-3-22 05:47:25
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mutineer
发表于 2025-3-22 12:05:23
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cocoon
发表于 2025-3-22 15:59:13
Non-parametric and Flexible Time Series EstimatorsWith the analysis of (financial) time series, one of the most important goals is to produce forecasts. Using past data one can argue about the future mean, the future volatility, and so on, however a flexible method of producing such estimates will be introduced in this chapter.
纵火
发表于 2025-3-22 18:51:51
Value-at-Risk and BacktestingThe Value-at-Risk (VaR) is probably the most known measure for quantifying and controlling the risk of a portfolio. The establishment of VaR is of central importance to a credit institute, since it is the basis for a regulatory notification technique and for required equity investments.
弹药
发表于 2025-3-22 21:45:37
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异端
发表于 2025-3-23 01:43:02
Springer-Verlag GmbH Germany, part of Springer Nature 2015
commute
发表于 2025-3-23 06:51:47
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