Catálogo de publicaciones - libros

Palabras clave – provistas por la editorial

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& 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