Mathematical finance

Results: 9164



#Item
821Education / Euthenics / Knowledge sharing / Educational technology / Educational psychology / Analytics / Big data / Business intelligence / Mathematical finance / Massive open online course / Modularity / Coupling

PDF Document

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Source URL: josilber.scripts.mit.edu

Language: English - Date: 2014-08-15 14:38:28
822Public finance / Welfare economics / Technical analysis / Volatility / Monetary policy / Inflation / Economic growth / Fiscal policy / Interest rate / Macroeconomics / Economics / Mathematical finance

Policy Volatility, Institutions and Economic Growth Antonio Fat´ as and Ilian Mihov∗ INSEAD and CEPR

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Source URL: faculty.insead.edu

Language: English - Date: 2013-03-15 21:26:26
823Markov chain / Vector autoregression / Volatility / Value at risk / Stock market / Share price / Statistics / Mathematical finance / Mathematical sciences

Microsoft Word - Endpage 037.doc

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Source URL: www.wiwiss.fu-berlin.de

Language: English - Date: 2012-11-16 08:23:54
824Technical analysis / Volatility / Finance / Welfare economics / Macroeconomic model / Economic growth / Tobin tax / Mathematical finance / Macroeconomics / Economics

Trade Openness and Volatility∗ Julian di Giovanni International Monetary Fund Andrei A. Levchenko University of Chicago GSB &

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Source URL: alevchenko.com

Language: English - Date: 2008-01-30 13:45:32
825Estimation theory / Mathematical finance / Statistical inference / M-estimators / Capital asset pricing model / Beta / Fama–French three-factor model / Estimator / Maximum likelihood / Statistics / Financial economics / Economics

Using Stocks or Portfolios in Tests of Factor Models∗ Andrew Ang† Columbia University and NBER Jun Liu‡ CKGSB, SWUFE, and UCSD

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Source URL: www.jasonhsu.org

Language: English - Date: 2012-05-28 17:49:11
826Technical analysis / Stochastic processes / Volatility / Poisson process / Neoclassical growth model / Real business cycle theory / Statistics / Macroeconomics / Mathematical finance

On the link between volatility and growth Olaf Posch(a) and Klaus W¨alde(b) (a) Aarhus University and CREATES, CESifo (b) University of Mainz, CESifo, and UCL Louvain la Neuve∗

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Source URL: www.oposch.com

Language: English - Date: 2011-08-19 03:20:38
827Mathematical sciences / Hull–White model / Heath–Jarrow–Morton framework / Normal distribution / LIBOR market model / Short-rate model / Forward measure / Heston model / Stochastic volatility / Mathematical finance / Statistics / Financial economics

DELFT UNIVERSITY OF TECHNOLOGY REPORTOn Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates Lech A. Grzelak, Cornelis W. Oosterlee

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Source URL: www.ewi.tudelft.nl

Language: English - Date: 2011-05-11 08:16:59
828Monetary policy / Interest rates / Mathematical finance / Central bank / Real interest rate / Inflation / Exchange rate / Euro / Debt / Economics / International economics / Macroeconomics

Discussion of Valentina Bruno and Hyun Song Shin, “Capital Flows and the Risk-Taking Channel of Monetary Policy” * Lars E.O. Svensson Sveriges Riksbank and Stockholm University July 2012 Valentina Bruno and Hyun Song

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Source URL: larseosvensson.se

Language: English - Date: 2013-07-17 18:50:30
829Mathematical finance / Behavioral finance / Interest rates / Actuarial science / Monetary policy / Hyperbolic discounting / Intertemporal choice / Exponential discounting / Time preference / Economics / Financial economics / Finance

Non-Exponential Discounting: A Direct Test And Perhaps A New Puzzle

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Source URL: econ.ucsb.edu

Language: English - Date: 2012-09-17 18:44:15
830Investment / Stock market / Mathematical finance / Futures exchanges / Deutsche Börse / Eurex / Electronic trading / Frankfurt Stock Exchange / High-frequency trading / Financial markets / Financial economics / Finance

e u r e x circularDate: 30 SeptemberRecipients:

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Source URL: www.eurexchange.com

Language: English - Date: 2014-11-13 08:47:03
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