標(biāo)題: Titlebook: Mathematical Finance; Workshop of the Math Michael Kohlmann,Shanjian Tang Conference proceedings 2001 Springer Basel AG 2001 Finite.Mathema [打印本頁(yè)] 作者: 弄混 時(shí)間: 2025-3-21 19:18
書目名稱Mathematical Finance影響因子(影響力)
書目名稱Mathematical Finance影響因子(影響力)學(xué)科排名
書目名稱Mathematical Finance網(wǎng)絡(luò)公開度
書目名稱Mathematical Finance網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Mathematical Finance被引頻次
書目名稱Mathematical Finance被引頻次學(xué)科排名
書目名稱Mathematical Finance年度引用
書目名稱Mathematical Finance年度引用學(xué)科排名
書目名稱Mathematical Finance讀者反饋
書目名稱Mathematical Finance讀者反饋學(xué)科排名
作者: 四目在模仿 時(shí)間: 2025-3-21 23:25
Demand Heterogeneity and Price Volatility,tion of heterogeneity is connected to the volatility of aggregate excess demand for the risky asset. We also indicate how heterogeneity and volatility in excess demand can be transmitted to that of the risky asset price, possibly providing another framework for modeling asset price volatility and its statistical estimation.作者: Gossamer 時(shí)間: 2025-3-22 03:54 作者: FLIC 時(shí)間: 2025-3-22 08:13 作者: Tempor 時(shí)間: 2025-3-22 11:25 作者: LUT 時(shí)間: 2025-3-22 16:05
Stochastic Volatility and Epsilon-Martingale Decomposition,olatility and the associated market price of risk. For European derivatives it is given by explicit formulas which involve parsimonous parameters directly calibrated from the implied volatility surface. The method presented here is based on a martingale decomposition result which enables us to treat nonMarkovian models as well.作者: Culpable 時(shí)間: 2025-3-22 19:09
Mutual Debts Compensation as Graph Theory Problem, the set of vertices V represents the firms and the set of edges E represents the creditor—debtor relationship. Function y assigns positive value of debt to each of the edges. The role of ministry of finance in mutual debts compensation process is discussed in the article.作者: 平項(xiàng)山 時(shí)間: 2025-3-22 21:34 作者: 走路左晃右晃 時(shí)間: 2025-3-23 04:14
Passport Options Outside the Black Scholes World,re not sufficient. We first consider equity passport options using a stochastic volatility model and second, provide a new class of hedging strategies for commodity producers, using passport options on forward contracts. Both cases are illustrated with numerical results and these are compared to the Black Scholes style world.作者: Budget 時(shí)間: 2025-3-23 07:28 作者: visceral-fat 時(shí)間: 2025-3-23 10:27
,Option Pricing and Hedging Under Regular Lévy Processes of Exponential Type,l type and EMM to data, derive an explicit formula for a locally risk-minimizing hedging ratio and show that it is H?lder continuous for options at the money, at expiry date. We derive pricing formulas for some American and barrier options, show that in some cases the principle of the smooth fit fails, and suggest a substitute for it.作者: chance 時(shí)間: 2025-3-23 13:59 作者: 表狀態(tài) 時(shí)間: 2025-3-23 19:57 作者: Expressly 時(shí)間: 2025-3-23 22:58
Fractional Calculus and Continuous-Time Finance III : the Diffusion Limit,A proper transition to the so-called diffusion or hydrodynamic limit is discussed for continuous time random walks. It turns out that the probability density function for the limit process obeys a fractional diffusion equation. The relevance of these results for financial applications is briefly discussed.作者: sperse 時(shí)間: 2025-3-24 02:49
978-3-0348-9506-4Springer Basel AG 2001作者: 折磨 時(shí)間: 2025-3-24 10:04 作者: gusher 時(shí)間: 2025-3-24 10:46 作者: Cardioplegia 時(shí)間: 2025-3-24 15:45 作者: Console 時(shí)間: 2025-3-24 22:20
On-line portfolio strategy with prediction,w idea of “cross rate” for the sequence of price relative vectors. It is proved that the new portfolio strategy is profitable almost surely under certain mild assumption. The performance of our algorithm is tested on real data from the London Stock Exchange.作者: EXTOL 時(shí)間: 2025-3-25 02:51
Optimal default boundary in a discrete time setting,osts and tax benefits, with the condition that the value of equity must be nonnegative. By applying dynamic programming in discrete time, we find results which extends those of Leland (1994) and Leland-Toff (1996).作者: 暫時(shí)別動(dòng) 時(shí)間: 2025-3-25 05:35 作者: humectant 時(shí)間: 2025-3-25 08:46
Fractional Brownian Motion and Financial Modelling,r results extend recent contributions by Hu, Oksendal, Duncan, Pasik-Duncan and others. As an application we develop option pricing in a fractional Black-Scholas market with a noise process driven by a sum of fractional Brownian motions with various Hurst indices.作者: 侵略主義 時(shí)間: 2025-3-25 11:57
On-line portfolio strategy with prediction,w idea of “cross rate” for the sequence of price relative vectors. It is proved that the new portfolio strategy is profitable almost surely under certain mild assumption. The performance of our algorithm is tested on real data from the London Stock Exchange.作者: Fantasy 時(shí)間: 2025-3-25 17:13 作者: 心神不寧 時(shí)間: 2025-3-25 23:17 作者: anachronistic 時(shí)間: 2025-3-26 02:54
Optimal default boundary in a discrete time setting,osts and tax benefits, with the condition that the value of equity must be nonnegative. By applying dynamic programming in discrete time, we find results which extends those of Leland (1994) and Leland-Toff (1996).作者: Carcinogenesis 時(shí)間: 2025-3-26 04:53 作者: AMEND 時(shí)間: 2025-3-26 10:05 作者: indenture 時(shí)間: 2025-3-26 15:55 作者: QUAIL 時(shí)間: 2025-3-26 19:36
A Quadratic Approach To Interest Rates Models In Incomplete Markets,tochastic volatility..In a HJM framework, we set a finite number of bonds such the volatility matrix is invertible and provide an explicit formula for the density of the variance-optimal measure which is independent by the chosen times of maturity..Finally, we compare the mean-variance hedging appro作者: Mnemonics 時(shí)間: 2025-3-26 23:00 作者: 失敗主義者 時(shí)間: 2025-3-27 04:33 作者: FRONT 時(shí)間: 2025-3-27 05:39
,Option Pricing and Hedging Under Regular Lévy Processes of Exponential Type,sses of Koponen’s family. We show that infinitesimal generators of these processes and corresponding generalized Black-Scholes equations enjoy common fairly favorable features from the point of view of the theory of pseudo-differential operators, and these properties are independent of a choice of a作者: 侵略 時(shí)間: 2025-3-27 13:00
Installment Options and Static Hedging,nts are paid the holder receives the exercise value, but the holder has the right to terminate payments on any payment date, in which case the option lapses with no further payments on either side. We discuss pricing and risk management for these options, in particular the use of static hedges to ob作者: FOR 時(shí)間: 2025-3-27 14:07
Fractional Brownian Motion and Financial Modelling,r results extend recent contributions by Hu, Oksendal, Duncan, Pasik-Duncan and others. As an application we develop option pricing in a fractional Black-Scholas market with a noise process driven by a sum of fractional Brownian motions with various Hurst indices.作者: 漂白 時(shí)間: 2025-3-27 20:53
Stochastic Volatility and Epsilon-Martingale Decomposition,volatility is stochastic but fast mean reverting Black-Scholes pricing theory can be corrected. The correction accounts for the effect of stochastic volatility and the associated market price of risk. For European derivatives it is given by explicit formulas which involve parsimonous parameters dire作者: Arthropathy 時(shí)間: 2025-3-27 22:34
Mutual Debts Compensation as Graph Theory Problem,ors proposed graph theory application in solution of the problem. Creditor - debtor relationship is modelled by a digraf of unpayable debts..y), where the set of vertices V represents the firms and the set of edges E represents the creditor—debtor relationship. Function y assigns positive value of d作者: 觀點(diǎn) 時(shí)間: 2025-3-28 04:19 作者: 圣歌 時(shí)間: 2025-3-28 10:08
Passport Options Outside the Black Scholes World,lts have been proved for diffusion models. In this paper, we extend passport option theory to two areas where traditional constant volatility models are not sufficient. We first consider equity passport options using a stochastic volatility model and second, provide a new class of hedging strategies作者: 口音在加重 時(shí)間: 2025-3-28 11:37
New Developments in Backward Stochastic Riccati Equations and Their Applications, The existence and uniqueness of a global adapted solution to a BSRDE has been open for the case Di # 0 for more than two decades. Recently, we have made a breakthrough on this problem. On this topic, the literature is reviewed, and our recent results are surveyed. Finally, applications are outlined作者: Foment 時(shí)間: 2025-3-28 16:14 作者: 貪婪的人 時(shí)間: 2025-3-28 20:03 作者: conscience 時(shí)間: 2025-3-29 02:50
Sergio Albeverio,LanJun Lao,XueLei Zhaohe shift towards neuroethically minded policies would be a sThis volume focuses on the emergent field of neuroethics comparing and contrasting how two democracies, Canada and the United States, have begun adapting public policy design to better fit human minds. The book focuses on issues relevant to作者: 埋伏 時(shí)間: 2025-3-29 03:11 作者: myelography 時(shí)間: 2025-3-29 09:26
Agata Altieri,Tiziano Vargioluing public policy design to better fit human minds. The book focuses on issues relevant to all members of the general population and discusses a series of policy issues arranged roughly in the order in which they become relevant in a typical person’s lifetime. After the introductory chapter each cha作者: progestin 時(shí)間: 2025-3-29 14:47 作者: Hemodialysis 時(shí)間: 2025-3-29 18:46 作者: 不透明性 時(shí)間: 2025-3-29 21:35 作者: 易碎 時(shí)間: 2025-3-30 03:28 作者: right-atrium 時(shí)間: 2025-3-30 04:25 作者: 寒冷 時(shí)間: 2025-3-30 09:27 作者: eustachian-tube 時(shí)間: 2025-3-30 13:46 作者: 上坡 時(shí)間: 2025-3-30 20:09 作者: LAIR 時(shí)間: 2025-3-30 21:28 作者: monopoly 時(shí)間: 2025-3-31 02:11 作者: 歡笑 時(shí)間: 2025-3-31 08:21
Vladimir Gazdanhancement practices within society.Deals with specific poli.This book explicitly addresses policy options in a democratic society regarding cognitive enhancement drugs and devices. The book offers an in-depth case by case analysis of existing and emerging cognitive neuroenhancement technologies and作者: Incorruptible 時(shí)間: 2025-3-31 10:09 作者: 失望昨天 時(shí)間: 2025-3-31 17:19
Rudolf Gorenflo,Francesco Mainardi,Enrico Scalas,Marco Rabertonhancement practices within society.Deals with specific poli.This book explicitly addresses policy options in a democratic society regarding cognitive enhancement drugs and devices. The book offers an in-depth case by case analysis of existing and emerging cognitive neuroenhancement technologies and作者: 相反放置 時(shí)間: 2025-3-31 18:08 作者: HPA533 時(shí)間: 2025-3-31 22:26
Michael Kohlmann,Shanjian Tangreleasing and control mech- anisms of behavior, is a young discipline. Results from this multidisciplinary branch of research, which uses physical, chemical, and mathematical methods, have not yet been extensively treated in textbooks of neurophysiology and ethology. This book is intended as a first作者: Cougar 時(shí)間: 2025-4-1 02:45 作者: Vaginismus 時(shí)間: 2025-4-1 06:54 作者: champaign 時(shí)間: 2025-4-1 10:55 作者: 拾落穗 時(shí)間: 2025-4-1 16:33 作者: GIDDY 時(shí)間: 2025-4-1 19:53
