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Mathematical economics
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331	DELFT UNIVERSITY OF TECHNOLOGY REPORTAn Equity-Interest Rate Hybrid Model With Stochastic Volatility And The Interest Rate Smile Lech A. Grzelak, Cornelis W. Oosterlee Add to Reading List Source URL: www.ewi.tudelft.nl Language: English - Date: 2011-05-11 08:16:58 Finance Hull–White model LIBOR market model Heston model Stochastic volatility Local volatility Short-rate model Forward measure Cox–Ingersoll–Ross model Mathematical finance Financial economics Statistics
332	Papers (Edited in English) “Multiple Equilibria in Two-Sector Monetary Economies: An Interplay between Preferences and the Timing for Money,” (with Stefano Bosi and Alain Venditti), Journal of Mathematical Economics, Add to Reading List Source URL: www.rieti.go.jp Language: English - Date: 2011-08-05 04:35:04 General equilibrium theory Academia Richard M. Goodwin Frank Hahn Fellows of the Econometric Society Bengali people Sugata Marjit
333	ACKNOWLEDGING MISSPECIFICATION IN MACROECONOMIC THEORY LARS PETER HANSEN AND THOMAS J. SARGENT We explore methods for confronting model misspecication in macroeconomics. We construct dynamic equilibria in which private Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:20 Statistics New classical macroeconomics Thomas J. Sargent Rational expectations Economic model Lars Peter Hansen Macroeconomic model Bayesian probability Mathematical model Macroeconomics Fellows of the Econometric Society Economics
334	International Journal of Education and Research Vol. 3 No. 2 February 2015 The Application of Three-Factor Pricing Model in LQ45 Index Add to Reading List Source URL: www.ijern.com Language: English - Date: 2015-03-06 05:56:32 Mathematical finance Financial markets Investment Financial risk Capital asset pricing model Quantitative analyst Modern portfolio theory Portfolio Beta Financial economics Finance Economics
335	Are High Frequency Traders Prudent and Temperate? R/Finance Chicago 2015 Jerzy Pawlowski NYU Polytechnic School of Engineering May 28, 2015 Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2015-06-04 06:20:20 Financial markets Open-high-low-close chart Stock market Technical analysis Pawlowski Volatility Skew Trading strategy Investment Statistics Mathematical finance Financial economics
336	TRUSTING THE STOCK MARKET LUIGI GUISO, PAOLA SAPIENZA, and LUIGI ZINGALES∗ ABSTRACT We study the effect that a general lack of trust can have on stock market participation. In deciding whether to buy stocks, investors Add to Reading List Source URL: faculty.chicagobooth.edu Language: English - Date: 2011-11-23 17:27:05 Actuarial science Decision theory Economics Funds Mathematical finance Ambiguity aversion Investor Trust Risk-neutral measure Ethics Financial economics Behavioral finance
337	The case for gold in optimal portfolio allocation Alistair Hewitt \| Director, Market Intelligence Group April 2015 Gold: an important building block in a portfolio Add to Reading List Source URL: www.dpmc.ae Language: English - Date: 2015-04-16 03:00:40 Investment Mathematical finance Financial risk Inflation Gold as an investment Security Volatility United States dollar Real interest rate Financial economics Economics Finance
338	How Equilibrium Prices Reveal Information in a Time Series Model with Disparately Informed, Competitive Traders∗ Todd B. Walker† January 2007 Abstract. Accommodating asymmetric information in a dynamic asset pricing Add to Reading List Source URL: pages.iu.edu Language: English - Date: 2009-09-27 20:58:46 Rational choice theory Rational expectations Sunspots Economic model Macroeconomic model Mathematical optimization Economic equilibrium Macroeconomics Economics New classical macroeconomics
339	STRATEGY 101 \| CANADA Low Volatility Indexing in Canada THE LOW VOLATILITY ANOMALY CONTRIBUTORS Fei Mei Chan Add to Reading List Source URL: www.spindices.com Language: English - Date: 2015-06-04 13:20:56 Dow Jones & Company Investment Technical analysis Volatility Index Dow Jones Industrial Average S&P 500 Inverse exchange-traded fund Fundamentally based indexes Economics Mathematical finance Financial economics
340	Market Prices of Risk with Diverse Beliefs, Learning, and Catastrophes By Timothy Cogley, Thomas J. Sargent and Viktor Tsyrennikov We compare market prices of risk in economies with identical patterns of endowments, prio Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:07 Ethics General equilibrium theory Incomplete markets Bond Futures contract Volatility Interest rate Risk Mathematical finance Economics Management

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