Mathematical finance

Results: 9164



#Item
521Investment / Valuation / Financial markets / Mathematical finance / Stock market / Stock valuation / Value investing / Rate of return / Stock

2015 q1 FrankValueFund letter

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Source URL: frankfunds.com

Language: English - Date: 2015-04-19 11:51:15
522Actuarial science / Financial risk / Mathematical finance / Value at risk / Shortest path problem / Risk / Expected shortfall / Coherent risk measure / Sobhi Mahmassani

Routing Hazardous Materials on Time-Dependent Networks using Conditional Value-at-Risk Changhyun Kwon∗ Iakovos Toumazis

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Source URL: www.chkwon.net

Language: English - Date: 2016-08-04 11:55:32
523Bank account / Mathematical finance / Savings account / Deposit account / Interest / Transaction account

A. Update on Deposits Pricing Please be advised that effective March 3, 2014, updated pricing on Deposit Products is as follows: Savings and Checking Accounts - Balance Requirements and Interest Rates Type of Deposit Acc

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Source URL: www.bpidirect.com

Language: English - Date: 2014-02-24 23:24:42
524Financial ratios / Dividends / Investment / Mathematical finance / Financial markets / Dividend yield / Dividend / Rate of return / Volatility / Ex-dividend date / Short / Dividend future

International stock return correlation: real or financial integration? A structural present-value approach∗ Alberto Plazzi UCLA Anderson School† *** JOB MARKET PAPER ***

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2010-01-18 07:38:04
525Mathematical finance / Options / Fixed income analysis / Interest rates / HeathJarrowMorton framework / Stochastic volatility / Volatility / Interest rate cap and floor / Compound Poisson process / Black model / Short-rate model / LIBOR market model

Mathematical Finance, Vol. 13, No. 3 (July 2003), 383–410 THE TERM STRUCTURE OF SIMPLE FORWARD RATES WITH JUMP RISK PAUL GLASSERMAN Graduate School of Business, Columbia University, New York

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Source URL: www.rmi.nus.edu.sg

Language: English - Date: 2003-10-31 13:22:54
526Interest rates / Mathematical finance / Monetary policy / Financial markets / Zero lower bound / Risk-neutral measure / Real interest rate / Risk premium / Risk / Macroeconomics / Yield curve / Arbitrage

Ane Term Structure Modeling and Macroeconomic Risks at the Zero Lower Bound Guillaume Roussellet∗

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 02:30:00
527Mathematical finance / Forward contract / Normal distribution / Forward volatility / Forward price / Electricity market / Futures contract

Real Options Approach to Gas Plant Valuation

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:47:22
528Mathematical finance / Options / United States housing bubble / Technical analysis / Corporate finance / Credit default swap / High-yield debt / BlackScholes model / Volatility / Stochastic volatility / Corporate bond / Capital structure

CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK

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Source URL: www.rmi.nus.edu.sg

Language: English - Date: 2009-07-06 16:20:34
529Mathematical finance / Options / BlackScholes model / Volatility / Implied volatility / Moneyness / Binary option / Putcall parity / Risk-neutral measure / Local volatility / VIX

Option Pricing on Cash Mergers Victor H. Martinez, Ioanid Ro¸su and C. Alan Bester∗ September 30, 2009 Abstract When a cash merger is announced but not completed, there are two main sources

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Source URL: www.hec.unil.ch

Language: English - Date: 2010-01-22 04:26:14
530Investment / Financial services / Financial ratios / Funds / Mathematical finance / Investment fund / Investment management / Beta / MSCI / Sharpe ratio / Rate of return / Long-Term Capital Management

OPEN ENDED FUND – JULYAberdeen Global - Chinese Equity Fund Class A - 2 Acc Performance Data and Analytics to 30 June 2016

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Source URL: aberdeen.kurtosysweb.com

Language: English - Date: 2016-07-15 03:14:30
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