Christian Bayer – författare
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5 produkter
Rough Volatility
Av Christian Bayer, Peter K. Friz m. fl.
Häftad, 2024
1034 kr
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Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, …
Signature Methods in Finance
An Introduction with Computational Applications
Av Goncalo Dos Reis, Christian Bayer m. fl.
Häftad, 2025
442 kr
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This Open Access volume offers an accessible entry point into the fast-growing field of signature methods in finance. It is written for early-career researchers and quantitatively minded practitioners—quant analysts and applied researchers—seeking a clear, practical introduction. It highlights …
Teje: Die Den Herrn Beider Lander Mit Ihrer Schonheit Erfreut: Eine Ikonographische Studie Zur Konigin Teje
Inbunden
1456 kr
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