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Mathematical model
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191	© 2015 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new Add to Reading List Source URL: www.eeh.ee.ethz.ch Language: English - Date: 2015-12-22 08:58:47 Chemistry Computational science Building engineering Nature Control theory Cybernetics Model predictive control Power system simulation HVAC Mathematical optimization Constraint algorithm Heat transfer
192	¨ DES SAARLANDES UNIVERSITAT FR 6.2 – Informatik Christoph Weidenbach Lecture “Automated Reasoning II” Add to Reading List Source URL: resources.mpi-inf.mpg.de Language: English - Date: 2013-08-19 07:30:22 Logic Logical truth Mathematical logic Theoretical computer science Model theory Automated theorem proving Logic programming Philosophy of logic Satisfiability Substitution Boolean satisfiability problem
193	Course: Dynamic General Equilibrium Macroeconomics Faculty: Add to Reading List Source URL: idea.uab.es Language: English - Date: 2016-07-20 06:21:59 Economics Macroeconomic model General equilibrium theory Macroeconomics Economic model New classical macroeconomics Fellows of the Econometric Society Mathematical economics
194	Financial Analysts Journal Volume 62 • Number 2 ©2006, CFA Institute Trimability and Fast Optimization of Long–Short Portfolios Add to Reading List Source URL: www.jlem.com Language: English - Date: 2012-02-06 14:13:03 Finance Money Economy Mathematical finance Financial economics Financial risk Investment Covariance and correlation Harry Markowitz Modern portfolio theory Portfolio optimization Capital asset pricing model
195	doi:S0927 Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2007-12-06 11:00:14 Statistics Mathematical finance Probability Mathematical analysis Kurtosis Volatility Laplace distribution Heavy-tailed distribution BlackScholes model Normal distribution Capital asset pricing model Probability distribution
196	The derivation of the basic Black-Scholes options pricing equation follows from imposing the condition that a riskless por tfolio made up of stock and options must return the same interest rate as other riskless assets, Add to Reading List Source URL: www.econterms.com Language: English - Date: 2005-11-27 20:20:53 Mathematical finance Economy Finance Money BlackScholes equation BlackScholes model Option Volatility Quantitative analyst Futures contract Geometric Brownian motion Stochastic volatility
197	Modelling in Science, Technology, Engineering and Mathematics using Cabri Geometry Adrian Oldknow University of Chichester _ _www.adrianoldknow.org.uk_ 1. Background Remember the original Apple Add to Reading List Source URL: www.adrianoldknow.org.uk Language: English - Date: 2008-01-15 13:19:03 Geometry Polyhedra Mathematics Cabri Geometry Frustum 3D modeling TI-92 series Pyramid Physical model Mathematical model Scale model Guimbal Cabri G2
198	D:/Sebastian/MODELBASE/MONFISPOL REPORTS/Delivarables/deliverable_512/text/MMB_user_manual.dvi Add to Reading List Source URL: www.monfispol.eu Language: English - Date: 2011-11-16 06:32:25 Software Array programming languages Cross-platform software Numerical software Linear algebra MATLAB Mathematical software Macroeconomic model Economic model Conceptual model Command-line interface Menu
199	The Consumption Risk of Bonds and Stocks Svetlana Bryzgalova∗ Christian Julliard† November 18, 2015 Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 00:01:36 Economy Money Finance Mathematical finance Equity premium puzzle Beta Risk-free interest rate Risk premium Rare disasters Interest rate Consumption-based capital asset pricing model Quantitative analyst
200	A Foundation for Flow-Based Program Matching Using Temporal Logic and Model Checking Julien Brunel Damien Doligez Add to Reading List Source URL: coccinelle.lip6.fr Language: English Temporal logic Logic in computer science Mathematical logic Logic Computation tree logic Mathematics Witness Linear temporal logic CTL*

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