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1.

電子ブック

EB
by Silvestru Sever Dragomir
出版情報: New York, NY : Silvestru Sever Dragomir, 2012
シリーズ名: SpringerBriefs in Mathematics ;
オンライン: http://dx.doi.org/10.1007/978-1-4614-1779-8
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2.

電子ブック

EB
by Archil Gulisashvili
出版情報: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012
シリーズ名: Springer Finance ;
オンライン: http://dx.doi.org/10.1007/978-3-642-31214-4
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Preface
Aknowledgements
1.Volatility Processes
2.Stock Price Models with Stochastic Volatility
3.Realized Volatility and Mixing Distributions
4.Integral Transforms of Distribution Densities
5.Asymptotic Analysis of Mixing Distributions
6.Asymptotic Analysis of Stock Price Distributions
7.Regularly Varying Functions and Pareto Type Distributions
8.Asymptotic Analysis of Option Pricing Functions
9.Asymptotic Analysis of Implied Volatility
10.More Formulas for Implied Volatility
11.Implied Volatility in Models Without Moment Explosions
Bibliography
Index
Preface
Aknowledgements
1.Volatility Processes
3.

電子ブック

EB
by Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank Fabozzi
出版情報: New York, NY : Springer New York : Imprint: Springer, 2013
オンライン: http://dx.doi.org/10.1007/978-1-4614-4869-3
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Main directions in the theory of probability metrics
Probability distances and probability metrics: Definitions
Primary, simple and compound probability distances, and minimal and maximal distances and norms
A structural classification of probability distances.-Monge-Kantorovich mass transference problem, minimal distances and minimal norms
Quantitative relationships between minimal distances and minimal norms
K-Minimal metrics
Relations between minimal and maximal distances
Moment problems related to the theory of probability metrics: Relations between compound and primary distances
Moment distances
Uniformity in weak and vague convergence
Glivenko-Cantelli theorem and Bernstein-Kantorovich invariance principle
Stability of queueing systems.-Optimal quality usage
Ideal metrics with respect to summation scheme for i.i.d. random variables
Ideal metrics and rate of convergence in the CLT for random motions
Applications of ideal metrics for sums of i.i.d. random variables to the problems of stability and approximation in risk theory
How close are the individual and collective models in risk theory?- Ideal metric with respect to maxima scheme of i.i.d. random elements
Ideal metrics and stability of characterizations of probability distributions
Positive and negative de nite kernels and their properties
Negative definite kernels and metrics: Recovering measures from potential
Statistical estimates obtained by the minimal distances method
Some statistical tests based on N-distances
Distances defined by zonoids
N-distance tests of uniformity on the hypersphere.-
Main directions in the theory of probability metrics
Probability distances and probability metrics: Definitions
Primary, simple and compound probability distances, and minimal and maximal distances and norms