书目详细信息
： Simulating security returns :
书目信息 机读格式(MARC)
| ISBN： | 9781137465542 (hardback) |
|---|---|
| 编目源： | DLC DLC |
| 题名： | Simulating security returns : a filtered historical simulation approach / [edited by] Giovanni Barone Adesi Professor, University of Italian Switzerland. |
| 索书号： | F830.9/B265E |
| 载体形态： | xi, 111 pages ; illustrations : 23 cm. |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | Machine generated contents note: -- 1. Introduction: Simulating Security Returns; Giovanni Barone Adesi2. VaR Without Correlations for Portfolios of Derivative Securities; Giovanni Barone Adesi, Kostas Giannopoulos, Les Vosper3. Backtesting Derivative Portfolios with FHS; Giovanni Barone Adesi, Kostas Giannopoulos, Les Vosper4. A GARCH Option Pricing Model with Filtered Historical Simulation; Giovanni Barone Adesi, Robert F. Engle. |