Mathematical finance

Results: 9164



#Item
501Mathematical finance / Options / Volatility smile / Implied volatility / Local volatility / BlackScholes model / Volatility / Stochastic volatility / Valuation of options / Binomial options pricing model / Lattice model

PRICING OPTIONS USING IMPLIED TREES: EVIDENCE FROM FTSE-100 OPTIONS KIAN GUAN LIM* DA ZHI

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Source URL: www3.nd.edu

Language: English - Date: 2008-06-18 10:37:34
502Mathematical finance / Financial risk / Actuarial science / Expected shortfall / Risk measure / Portfolio optimization / Coherent risk measure / Mathematical optimization / Value at risk

Risk and performance optimization for portfolios of bonds and stocks Tom Fischer Darmstadt University of Technology∗ Armin Roehrl Approximity GmbH†

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Source URL: www.statistik-mathematik.uni-wuerzburg.de

Language: English - Date: 2016-01-19 07:11:42
503Financial markets / Financial economics / Investment / Mathematical finance / Rate of return / Valuation / Fundamental analysis / Yield / Free cash flow / Inflation / Fixed income / Financial capital

2012 q4 FrankValueFund letter

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Source URL: frankfunds.com

Language: English - Date: 2013-01-07 16:18:44
504Payment systems / Personal finance / Interest rates / Mathematical finance / Credit / Credit card / Annual percentage rate / Visa Inc. / Credit history / Credit score / Credit card interest / Credit card balance transfer

PDF Document

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Source URL: www.navyfederal.org

Language: English - Date: 2016-03-14 15:35:01
505Mathematical finance / Volatility / Futures contract / Theory of storage / Stochastic volatility

Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans Martin Richter Danske Bank A/S Denmark

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:47:02
506Mathematical finance / Financial markets / Investment / Financial economics / Financial ratios / Capital asset pricing model / Efficient-market hypothesis / Rate of return / Arbitrage pricing theory / Beta / Dividend / Stock market index

Reprinted with permission from — The International Newspaper of Money Management March 7, 1988 PORTFOLIO MANAGEMENT

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Source URL: www.jlem.com

Language: English - Date: 2008-10-02 08:14:22
507Alternative investment management companies / Institutional investors / Mathematical finance / Financial markets / Investment banking / Hedge fund / Risk / Quantitative analyst / Finance / Algorithmic trading / Financial engineering

UCLA Anderson School of Management Class of 2014

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Source URL: www.anderson.ucla.edu

Language: English - Date: 2016-08-07 12:50:10
508Mathematical finance / Fixed income analysis / Interest rates / Stochastic processes / Actuarial science / CoxIngersollRoss model / Vasicek model / Bond valuation / Yield curve / BlackDermanToy model / Discounting / Time value of money

TERM STRUCTURE OF INTEREST RATES Term Structure of Interest Rates This is the first of two articles on the term structure. In it, the authors discuss some term structure fundamentals and the measurement of the current t

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Source URL: pluto.mscc.huji.ac.il

Language: English - Date: 2014-02-02 05:57:49
509Investment / Financial ratios / Mathematical finance / Financial markets / Beta / Fundamental analysis / Investment strategy / Rate of return / Stock market index

All Equity Portfolio Strategy Objective Logistics Our primary objective is to participate in market gains, but to avoid significant losses. Our research

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Source URL: toewscorp.com

Language: English - Date: 2016-07-21 12:09:21
510Time series analysis / Statistical tests / Econometrics / Mathematical finance / Cointegration / Error correction model / Likelihood-ratio test / Unit root / Augmented DickeyFuller test / Middle East Policy Council

Testing the Market Integration in Regional Cantaloupe & Mellon Markets between the U.S. and Mexico: An Application of Error Correction Model Yan Xia, Dwi Susanto, & Parr Rosson Department of AgEcon

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Source URL: cnas.tamu.edu

Language: English - Date: 2012-09-11 15:29:39
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