標(biāo)題: Titlebook: Advances in Finance and Stochastics; Essays in Honour of Klaus Sandmann,Philipp J. Sch?nbucher Book 2002 Springer-Verlag Berlin Heidelberg [打印本頁] 作者: ALOOF 時間: 2025-3-21 17:07
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書目名稱Advances in Finance and Stochastics被引頻次
書目名稱Advances in Finance and Stochastics被引頻次學(xué)科排名
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書目名稱Advances in Finance and Stochastics讀者反饋
書目名稱Advances in Finance and Stochastics讀者反饋學(xué)科排名
作者: 遷移 時間: 2025-3-21 23:04
Book 2002cs that are currently in the focus of interest of both academics and practitioners. The topics span risk management, portfolio theory and multi-asset derivatives, market imperfections, interest-rate modelling and exotic options.作者: 連系 時間: 2025-3-22 00:32
ghly distinguished authors on research topics that are currently in the focus of interest of both academics and practitioners. The topics span risk management, portfolio theory and multi-asset derivatives, market imperfections, interest-rate modelling and exotic options.978-3-642-07792-0978-3-662-04790-3作者: Exploit 時間: 2025-3-22 08:20 作者: 載貨清單 時間: 2025-3-22 10:48 作者: 強(qiáng)行引入 時間: 2025-3-22 13:03
Die Gewinnung der tierischen Fettedynamics. The filter solution is computed via a further spatial discretization (quantization) and the convergence of the latter to its continuous counterpart is discussed in detail. The method is applied to simulated data and is found to give a reasonable estimate of the conditional density function and to be not too demanding computationally.作者: STING 時間: 2025-3-22 18:49 作者: 欲望小妹 時間: 2025-3-22 22:29
https://doi.org/10.1007/978-3-642-85883-3just his portfolio so as to leave a fixed proportion of wealth in the risky asset. We establish an asymptotic expansion of the solution in two slightly different formulations of the problem, which allows us to deduce that the ‘cost of liquidity’ is (to first order) inversely proportional to the intensity of the Poisson process.作者: euphoria 時間: 2025-3-23 03:11
was opened by Black, Scholes and Merton in 1973. .Advances in . .Finance and Stochastics. contains a collection of original articles by a number of highly distinguished authors on research topics that are currently in the focus of interest of both academics and practitioners. The topics span risk ma作者: 裂口 時間: 2025-3-23 09:22 作者: Nefarious 時間: 2025-3-23 13:17 作者: 涂掉 時間: 2025-3-23 17:16 作者: 吞下 時間: 2025-3-23 18:49 作者: 確定 時間: 2025-3-24 01:15 作者: 騎師 時間: 2025-3-24 05:09
https://doi.org/10.1007/978-3-662-04790-3Arbitrage; Finance; Hedging; Measure; Probability space; Stochastic Processes; disorder problem; modeling; s作者: 沒收 時間: 2025-3-24 09:13
978-3-642-07792-0Springer-Verlag Berlin Heidelberg 2002作者: 奴才 時間: 2025-3-24 13:29 作者: 加入 時間: 2025-3-24 15:57
http://image.papertrans.cn/a/image/148046.jpg作者: 固執(zhí)點(diǎn)好 時間: 2025-3-24 22:03 作者: Aviary 時間: 2025-3-25 01:50
,übersicht der deutschen Patente,s applications in insurance, finance, reliability and computational biology (see, for instance, [6; 13]). In contrast to existing surveys, we do not restrict ourselves to any particular method but provide an overview of different approaches.作者: ALLAY 時間: 2025-3-25 06:11 作者: Benign 時間: 2025-3-25 11:05
Die Fabrikation des Knochenleims,o define such measures on the space of all random variables. We also give examples that relates the theory of coherent risk measures to game theory and to distorted probability measures. The mathematics are based on the characterisation of closed convex sets . of probability measures that satisfy th作者: concentrate 時間: 2025-3-25 12:19
Die Fabrikation des Knochenleims,hey are closely related to a robust extension of the Savage representation of preferences on a space of financial positions which is due to Gilboa and Schmeidler. We discuss the problem of computing the monetary measure of risk induced by the subjective loss functional which appears in the robust Sa作者: 短程旅游 時間: 2025-3-25 18:51 作者: Mystic 時間: 2025-3-25 21:21
Die Fabrikation des Knochenleims,mon feature that expected returns of a possibly large number of securities satisfy a linear relationship with measures of sensitivity of returns to few common factors. In the CAPM, there is a single factor — the market return — and the pricing relation is exact. In the APT, there are multiple factor作者: overture 時間: 2025-3-26 00:50 作者: 不理會 時間: 2025-3-26 04:52
,übersicht der deutschen Patente,ks. Averaging across the pool of investors we obtain a market asset pricing model that reflects market risk exposures. It is observed on invoking a law of large numbers applied to an infinite population of investors that many personally relevant risk considerations can be eliminated from the market 作者: indenture 時間: 2025-3-26 11:32 作者: 宮殿般 時間: 2025-3-26 14:49
https://doi.org/10.1007/978-3-642-85883-3son process. This models in a simplified way liquidity constraints faced in the real world. The agent is trying to maximise the expected discounted utility of consumption, where the utility is CRRA; this is the objective in the classical Merton problem. Unlike that problem, there is no closed-form s作者: myalgia 時間: 2025-3-26 19:45 作者: Glutinous 時間: 2025-3-27 00:22
Die Gewinnung der tierischen Fetteap rates, can be constructed initially in a discrete tenor framework. Interpolating interest rates between maturities in the discrete tenor structure is equivalent to extending the model to continuous tenor. The present paper sets forth an alternative way of performing this extension; one which pres作者: 天賦 時間: 2025-3-27 03:05 作者: Harbor 時間: 2025-3-27 09:04
Wasserstoff und die unendlichen Weiten,ransform of .. Applying these results to certain first passage times gives explicit formulae for moments of suprema of Bessel processes as well as strictly stable Lévy processes having no positive jumps.作者: Assignment 時間: 2025-3-27 12:03 作者: ticlopidine 時間: 2025-3-27 14:05 作者: vocation 時間: 2025-3-27 21:04
https://doi.org/10.1007/978-3-7091-5905-7A Bermudan option is an American-style option with a restricted set of possible exercise dates. We show how to price and hedge such options by superreplication and use these results for a systematic analysis of the rollover option.作者: 踉蹌 時間: 2025-3-27 23:00 作者: 吊胃口 時間: 2025-3-28 05:54
Estimation in Models of the Instantaneous Short Term Interest Rate by Use of a Dynamic Bayesian Alg978-3-540-34035-5作者: essential-fats 時間: 2025-3-28 07:26
,The Fair Premium of an Equity—Linked Life and Pension Insurance,978-3-540-35331-7作者: 捐助 時間: 2025-3-28 13:09 作者: 嘲弄 時間: 2025-3-28 17:46 作者: outer-ear 時間: 2025-3-28 19:35
A Simple Model of Liquidity Effects, of the end of the Tsar’s state visit to France in 1896 reads like a romance: ‘We simultaneously moved towards each other and embraced. At this moment the Emperor, deeply moved, said to me: “It is for always, isn’t it?” Deeply moved myself, I replied: “Yes, sire, for always”.’作者: Harpoon 時間: 2025-3-29 02:18
A Barrier Version of the Russian Option,nduits entre 1968 et 2002 incluant un total de 12 734 patients a montré que, si les bras expérimentaux et de référence étaient identiques en termes de survie (OR = 1,01 ; IC 95 % : 0,96-1,07 ; p = 0,50), la mortalité liée au traitement était significativement supérieure dans les bras expérimentaux (OR = 1,76 ; IC 95 % : 1,01-3,07 ; . = 0,008)[1].作者: 描繪 時間: 2025-3-29 03:41
Front Matterraphy. Inaddition, a practical approach to the risk stratification of thyroid nodules is proposed. The book concludes with a resumé of the main challenges and pitfalls in thyroid ultrasound.978-3-030-14453-1978-3-030-14451-7作者: right-atrium 時間: 2025-3-29 07:17 作者: PHIL 時間: 2025-3-29 11:38
Risk Management for Derivatives in Illiquid Markets: A Simulation Study,ylaxis programs should be adapted to the actual salt intake of the population by increasing iodine concentration of iodized salt, when necessary, and by promoting the use of iodized salt in processed food production.作者: Affiliation 時間: 2025-3-29 19:29
Laplace Transforms and Suprema of Stochastic Processes,prolongée (., .). En 2007, elle semble devoir être réservée aux patients de bon pronostic. Malgré une prise en charge médicochirurgicale des CRM métastatiques, la survie globale médiane reste limitée à 10–12 mois (.), et le taux de survie à 5 ans est inférieur à 10% (.).作者: 漫步 時間: 2025-3-29 21:58 作者: 整頓 時間: 2025-3-30 00:03
Incomplete Diversification and Asset Pricing,h GD. We present a case that highlights management options in patients with resistant thyrotoxicosis. Radioactive iodine and surgery are definitive modes of treatment, while beta-blockers, glucocorticoids, Lugol’s solution, and cholestyramine can be used for rapid preoperative preparation in patients with resistant GD and to achieve euthyroidism.作者: 泰然自若 時間: 2025-3-30 06:59
Long Head-Runs and Long Match Patterns,f inusing this technique. Particular attention is paid to using ultrasoundin conjunction with FNA biopsy. New technology such asthree-dimensional ultrasound, color-flow Doppler, and percutaneousinjection of cysts and nodules are discussed and demonstrated.Numerous ultrasound examples are used to sho作者: Left-Atrium 時間: 2025-3-30 10:33
Arbitrage-Free Interpolation in Models of Market Observable Interest Rates,efondue de?l‘édition de 1967.?.The Elements of Mathematics of Nicolas Bourbaki have?the goal of giving a rigorous and systematic presentation of mathematics starting from the foundations, without prerequisites. The book of Spectral Theories is devoted to the study of normed algebras and their applic作者: Immunoglobulin 時間: 2025-3-30 15:19 作者: CLAIM 時間: 2025-3-30 17:25
Solving the Poisson Disorder Problem,sculaires de manière à améliorer et fiabiliser ces techniques et réduire les complications ;.- de dépasser les limites habituelles de certaines thérapeutiques par la promotion de techniques en cours d’expérimentation..Destiné aux radiologues, chirurgiens et médecins vasculaires, ce livre intéressera作者: 陶瓷 時間: 2025-3-30 23:51 作者: goodwill 時間: 2025-3-31 03:45
Coherent Risk Measures on General Probability Spaces,sted vision is limited to electromagnetic waves in the spectrum of visible light. Humans require technology and an understanding of physics to use sound to create a picture. This chapter will explore how man has developed a technique for creating a visual image from sound waves (1)..Sound is transmi作者: 身心疲憊 時間: 2025-3-31 08:10
Long Head-Runs and Long Match Patterns,-10 MHz transducers, and color-flowDoppler. This makes ultrasound unsurpassed in its ability to providevery accurate images of the thyroid gland quickly, inexpensively, andsafely. However, in spite of these advances, ultrasound remainsdrastically underutilized by endocrinologists. In part, this is d作者: 傾聽 時間: 2025-3-31 12:35
