Mathematical economics

Results: 7992



#Item
761Financial risk / Economics / Mathematical sciences / Econometrics / Autoregressive conditional heteroskedasticity / Time series analysis / RiskMetrics / Stochastic volatility / Value at risk / Statistics / Mathematical finance / Actuarial science

Proceedings of the 2005 International Conference on Simulation and Modelling V. Kachitvichyanakul, U. Purintrapiban, and P. Uthayopas, eds. MODELLING AND FORECASTING DYNAMIC VAR THRESHOLDS FOR RISK MANAGEMENT AND REGULAT

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 22:01:18
762Mathematical finance / Econometrics / Technical analysis / Volatility / Autoregressive conditional heteroskedasticity / Option / Financial econometrics / Economic model / Valuation / Economics / Finance / Financial economics

Joint Seminar The Hong Kong University of Science and Technology Department of Information Systems, Business Statistics and Operations Management Department of Finance Exploring Time-Varying Jump Intensities: Evidence f

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Source URL: www.bm.ust.hk

Language: English - Date: 2009-04-13 22:52:32
763Statistics / Stochastic volatility / Volatility / Autoregressive conditional heteroskedasticity / Local volatility / Volatility smile / Mathematical finance / Financial economics / Finance

Hong Kong University of Science and Technology

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Source URL: www.bm.ust.hk

Language: English - Date: 2009-02-03 23:13:22
764Fellows of the Econometric Society / Gérard Debreu / Economic methodology / Guggenheim Fellows / General equilibrium theory / Consumer theory / Kenneth Arrow / Mathematical economics / Lionel W. McKenzie / Economics / Academia / Science

Essays of an Information Scientist, Vol:8, p.68-76, 1985 Current Contents, #8, p.3-11, February 25, 1985 EUGENE GARFIELD INSTITUTE FOR SCIENTIFIC INFORMATION* 3501 MA,RKET ST., PHI LAOELPHIA. PA 19104

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Source URL: garfield.library.upenn.edu

Language: English - Date: 1999-10-01 16:45:25
765Differential calculus / United States housing bubble / Bonds / Funds / Structured finance / Collateralized debt obligation / Dense subgraph / Derivative / Copula / Mathematical analysis / Financial economics / Mathematics

Computational Complexity and Information Asymmetry in Financial Products (Working paper) Sanjeev Arora∗

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Source URL: www.boazbarak.org

Language: English - Date: 2011-10-10 23:50:01
766Microeconomics / Mathematical finance / Human behavior / Normality / Preference / Convexity / Convex function / Mathematical analysis / Mathematics / Economics / Convex geometry / Consumer theory

Vouchers, equality and competition

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Source URL: www.princeton.edu

Language: English - Date: 2012-05-09 17:05:35
767Business / Mathematical finance / Risk / Interest rate / Bank / Interest / Banque de France / Central bank / Credit risk / Actuarial science / Financial risk / Economics

MARKET RISK MANAGEMENT IN A CENTRAL BANK Banque de France’s Seminar in collaboration with Bank Al Maghrib 4-6 MAY 2015 Objective This seminar aims at presenting the keys risks faced by central banks and supervisory aut

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Source URL: www.banque-france.fr

Language: English - Date: 2015-03-16 12:12:48
768Mathematical finance / Investment / Pricing / Financial accounting / Collective investment scheme / Valuation / Financial risk / Income tax / Mortgage loan / Finance / Financial economics / Economics

with Australian Unity Personal Financial Services e-Newsletter April 2015 Ongoing stimulus gives markets cause for optimism by Jeff Mitchell, Head of Investment Research, Australian Unity Personal Financial Services

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Source URL: www.australianunitypfs.com.au

Language: English - Date: 2015-04-21 22:31:02
769Economics / First-price sealed-bid auction / Auction / Bid price / Auctioneering / Auction theory / Business

Virtual Robust Implementation and Strategic Revealed Preference Dirk Bergemann and Stephen Morris Workshop of Mathematical Economics Celebrating the 60th birthday of Aloisio Araujo IMPA Rio de Janeiro

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Source URL: www.princeton.edu

Language: English - Date: 2007-01-03 13:51:42
770Economics / Volatility / Implied volatility / Modern portfolio theory / Rate of return / Volatility smile / Volatility arbitrage / Mathematical finance / Financial economics / Finance

This article was translated by the author and reprinted from the August 2011 issue of the Securities Analysts Journal® with the  permission of the Securities Analysts Association of Japan(SAAJ)

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Source URL: www.saa.or.jp

Language: English - Date: 2012-10-16 00:54:44
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