<--- Back to Details
First PageDocument Content
Stochastic processes / Mathematical finance / Martingale / Brownian motion / Markov chain / Markov process / Wiener process / Stochastic / Probability / Stopping time / Financial modeling / Markov property
Date: 2013-09-27 05:05:16
Stochastic processes
Mathematical finance
Martingale
Brownian motion
Markov chain
Markov process
Wiener process
Stochastic
Probability
Stopping time
Financial modeling
Markov property

Microsoft Word - orbs7270.doc

Add to Reading List

Source URL: www.math.hkbu.edu.hk

Download Document from Source Website

File Size: 34,57 KB

Share Document on Facebook

Similar Documents

INSIGHTS | P E R S P E C T I V E S C O M P L E X SYST E M S Complexity theory and financial regulation Economic policy needs interdisciplinary network analysis and behavioral modeling

DocID: 1vaU9 - View Document

Data  Science  as  a  Service Eureqa®: Point-and-Click Modeling for Financial Analysis Nutonian  is  the  Machine  Intelligence™  company.  Its  Eureqa  applica

DocID: 1uH3y - View Document

DETROIT ECONOMIC GROWTH CORPORATION: MODELING & CAPTURING THE FINANCIAL IMPACT OF THE DOWNTOWN MISSION ENTERPRISE PROGRAM IVONA BILBILOVSKA | SAHAR DAWI | BRADLEY LASTMAN JEREMY MILLER | AYAT NIZAM

DocID: 1tWil - View Document

Financial Risk Modeling Software & Services JANUARY 2013 Applicable to property/casualty, life/pension, health, and multi-sector insurers and reinsurers, Conning’s software and advisory services

DocID: 1rBxP - View Document

Expected utility / Financial risk / Economy / Probability / Game theory / Philosophy / Choice modelling / Actuarial science / Expected utility hypothesis / Utility / Risk / Hyperbolic absolute risk aversion

Web Appendix for “Reference-Dependent Consumption Plans” by Botond K˝oszegi and Matthew Rabin Appendix A: Modeling Rational Reference-Dependent Behavior Throughout the paper, we have used the PPE solution concept to

DocID: 1rosK - View Document