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Hier finden Sie Materalien, die von Prof. Dr. Hermann Singer (i.R.) und seinem Team entwickelt bzw. verwendet wurden.

• Interaktive Experiment
• Online-Übungen
• Finance
• Economics
• Statistics
• Links zum Download von EViews11

• Relative Häufigkeiten
• Bivariate Normalverteilung
• Eindimensionaler Wiener Prozess
• Zweidimensionaler Wiener Prozess
• Dreidimensionaler Wiener Prozess
• Spurious Correlation
• Bonferroni-t
• Chi-Quadrat-Verteilung
• F-Verteilung
• Normalverteilung
• Student-t-Verteilung
• Mengen
• Beta-Fehler
• Gütefunktion
• Dichtefunktion
• Ladung3D
• SimultaneKI
• Varianzzerlegung

• Aufgabentrainer Lineare Algebra Modul 31821 KE 1
• Ein- und Zweistichprobenprobleme Modul 31821 KE 2
• Rechner zur Bestimmung von Determinanten, Inversen und Eigensystemen

• American Call and Put Option
• Asset Allocation
• Basic Option Trading Strategies
• Binomial Option Pricing Model
• Credit Risk
• European Option Greeks
• Expected Returns of the DowIndustrials Fama French Model
• Exploring the Black Scholes Formula
• Implied and Local Volatility Dynamics in the SABR Model
• Interest Rate Swap
• Markov Volatility Random Walks
• Mean Reverting Random Walks
• Mertons Jump Diffusion Model
• Modeling Return Distributions
• Monte Carlo Valuation of an Option
• Pricing a European-Style Arithmetic Asian Option: Comparing Bootstrap and Simulation Approaches
• Risk Premiums
• Stock Price Simulation Using Stable Random Variables
• Tail Conditional Expectations
• Three-Asset Efficient Frontier
• Two-Asset Markowitz Feasible Set
• Valuation and Management of Bonds
• Volatility Surface in the Heston Model

• An Example of a Production Function
• Cobb-Douglas Production Functions
• Constant Elasticity of Substitution Production
• Country Ranking Maps
• Income and Substitution Effects
• Monopoly and Natural Monopoly
• Nash Equilibria in 3x3 Games
• Profit Maximization in Perfect Competition
• Solow Growth Model
• The Edgeworth Box
• The Keynesian IS-LM Model
• Walrasian Equilibrium or Disequilibrium

• Autoregressive Moving-Average Simulation (First Order)
• AutoRegressive Simulation (Second Order)
• Brownian Bridge
• Confidence Intervals: Confidence Level, Sample Size, and Margin of Error
• Confidence Intervals for a Mean
• Convergence of the Empirical Distribution Function of a Sample
• Data Smoothing
• Decisions Based on P-Values and Significance Levels
• Hypothesis Tests about a Population Mean
• Kernel Density Estimation
• Least Squares Criteria for the Least Squares Regression Line
• Line Plots, Histograms, and Stem-and-Leaf Plots
• Lorenz Curves and the Gini Coefficient
• Markov Chain Monte Carlo Simulation Using the Metropolis Algorithm
• Maximum Likelihood Estimation For Coin Tosses
• Maximum Likelihood Estimators with Normally Distributed Error
• Ordinary Regression and Orthogonal Regression in the Plane
• Pairwise Axes Rotations in Factor Analysis
• Probit and Logit Models with Normal Errors
• Sample Size Calculation-Means
• Sample versus Theoretical Distribution
• Sampling Distribution of the Sample Mean
• Student's t-Distribution
• The Bivariate Normal and Conditional Distributions
• The Bivariate Normal Distribution
• Bell Curves
• The Chi-Squared Distribution
• The Bivariate Normal Distribution
• Bell Curves
• The Chi-Squared Distribution
• The F-Ratio Distribution
• The Log Normal Distribution

• EViews 11 Getting Started (pdf)
• Download 32- und 64-bit Installer

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Weitere Applets (Wolfram Demonstrations Project) sind auf der Wolfram-Homepage erhältlich.