Advances in Derivative Estimation:: Ranked Data, Quantiles, and Options

Advances in Derivative Estimation: Ranked Data, Quantiles, and Options

W.M. Volk-Makarewicz

Research output: PhD Thesis › PhD-Thesis - Research and graduation internal

346 Downloads (Pure)

Original language	English
Qualification	PhD
Awarding Institution	Vrije Universiteit Amsterdam
Supervisors/Advisors	Heidergott, Bernd, Supervisor
Award date	6 Oct 2014
Place of Publication	Amsterdam
Publisher	Amsterdam Business Research Institute
Publication status	Published - 2014

CoverFinal published version, 14.4 KB
Title pageFinal published version, 34 KB
Abstract dutchFinal published version, 31.5 KB
Abstract englishFinal published version, 47.4 KB
Table of contentsFinal published version, 66.5 KB
Chapter 1: IntroductionFinal published version, 257 KB
Chapter 2: An Investigation into the Derivative Estimation of Ranked-Data StatisticsFinal published version, 530 KB
Chapter 3: Supplemental Analysis of MVD Ranked-Data EstimatorsFinal published version, 659 KB
Chapter 4: A Distributional approach for Quantile Derivative EstimationFinal published version, 331 KB
Chapter 5: Extrinsic Greeks of OptionsFinal published version, 3.22 MB
Chapter BibliographyFinal published version, 96.5 KB
Chapter AcknowledgementsFinal published version, 32.4 KB
End matterFinal published version, 40.5 KB
Appendix Technical AppendicesFinal published version, 179 KB