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Stochastic investment model
Results: 56

#	Item
31	Evaluating Feedback Links Between the Financial and Real Sectors in a Small Open Economy Tomáš Konečný Czech National Bank Add to Reading List Source URL: www.cnb.cz Language: English - Date: 2014-08-17 06:14:09 Econometrics Time series analysis Dynamic stochastic general equilibrium Vector autoregression Bayesian VAR Value at risk Statistical hypothesis testing Investment Economic model Statistics Economics Macroeconomics
32	Optimal Pricing of Insurance and Determining of Optimal Investment Portfolio Add to Reading List Source URL: www.aria.org Language: English - Date: 2014-11-13 04:26:46 Systems theory Optimal control Equations Stochastic processes Stochastic control Hamilton–Jacobi–Bellman equation Insurance Reinsurance Economic model Statistics Control theory Mathematical optimization
33	CDI ADVISORS LLC Sent via e-mail to [removed] July 8, 2013 AGENCY: Employee Benefits Security Administration, Add to Reading List Source URL: www.dol.gov Language: English - Date: 2013-07-12 05:57:37 Economics Financial economics Investment Financial services Personal finance Retirement Economic model Stochastic modelling Simulation Actuarial science Statistical randomness Statistics
34	An Intertemporal CAPM with Stochastic Volatility John Y. Campbell, Stefano Giglio, Christopher Polk, and Robert Turley1 First draft: October 2011 This version: April 2014 Add to Reading List Source URL: scholar.harvard.edu Language: English - Date: 2014-04-22 10:40:31 Investment Volatility Stochastic volatility Beta Capital asset pricing model Intertemporal CAPM VIX Implied volatility Mathematical finance Financial economics Finance
35	Understanding Index Option Returns Mark Broadie, Mikhail Chernov, and Michael Johannes∗ First Draft: September 2006 This Revision: June 18, 2008 Abstract Add to Reading List Source URL: www.columbia.edu Language: English - Date: 2008-06-18 09:50:50 Investment Implied volatility Black–Scholes Volatility Capital asset pricing model Beta Option Valuation of options Stochastic volatility Mathematical finance Financial economics Finance
36	Calibration of the Volatility Surface Erik Nilsson [removed[removed]June 12, 2008 Add to Reading List Source URL: www.algorithmica.se Language: English - Date: 2008-06-30 03:46:20 Finance Investment Stochastic processes Implied volatility Stochastic volatility Volatility Heston model Local volatility Black–Scholes Mathematical finance Financial economics Options
37	Non linear filtering and optimal investment under partial information for stochastic volatility models Dalia Ibrahim; Frédéric Abergel∗; July 6, 2014 hal[removed], version[removed]Jul 2014 Add to Reading List Source URL: hal.archives-ouvertes.fr Language: English - Date: 2014-07-07 02:50:00 Filtering problem Brownian motion Black–Scholes Wiener process Heston model Girsanov theorem Malliavin calculus Martingale Kalman filter Statistics Stochastic processes Stochastic differential equation
38	Managing Volatility Risk Innovation of Financial Derivatives, Stochastic Models and Their Analytical Implementation Chenxu Li Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2013-01-26 16:47:24 Finance Investment Timer Call VIX Black–Scholes Volatility Heston model Valuation of options Stochastic volatility Mathematical finance Financial economics Options
39	Microsoft Word - NDC_Stability.9.doc Add to Reading List Source URL: www.nber.org Language: English - Date: 2007-01-12 10:21:08 Investment Pension Mathematical finance Employment compensation PAYGO Defined benefit pension plan Economic model Stochastic calculus Macroeconomic model Economics Financial economics Financial services
40	INVESTMENT SHOCKS AND THE RELATIVE PRICE OF INVESTMENT ALEJANDRO JUSTINIANO, GIORGIO E. PRIMICERI, AND ANDREA TAMBALOTTI Abstract. We estimate a New-Neoclassical Synthesis business cycle model with two investment shocks. Add to Reading List Source URL: faculty.wcas.northwestern.edu Language: English - Date: 2010-08-24 06:20:47 New classical macroeconomics Economic growth Capital Dynamic stochastic general equilibrium Capital accumulation General equilibrium theory Investment goods Business cycle Economics Macroeconomics Microeconomics

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