標(biāo)題: Titlebook: Mathematical Finance - Bachelier Congress 2000; Selected Papers from Hélyette Geman,Dilip Madan,Ton Vorst Book 2002 Springer-Verlag Berlin [打印本頁(yè)] 作者: 太平間 時(shí)間: 2025-3-21 19:09
書目名稱Mathematical Finance - Bachelier Congress 2000影響因子(影響力)
書目名稱Mathematical Finance - Bachelier Congress 2000影響因子(影響力)學(xué)科排名
書目名稱Mathematical Finance - Bachelier Congress 2000網(wǎng)絡(luò)公開度
書目名稱Mathematical Finance - Bachelier Congress 2000網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Mathematical Finance - Bachelier Congress 2000被引頻次
書目名稱Mathematical Finance - Bachelier Congress 2000被引頻次學(xué)科排名
書目名稱Mathematical Finance - Bachelier Congress 2000年度引用
書目名稱Mathematical Finance - Bachelier Congress 2000年度引用學(xué)科排名
書目名稱Mathematical Finance - Bachelier Congress 2000讀者反饋
書目名稱Mathematical Finance - Bachelier Congress 2000讀者反饋學(xué)科排名
作者: 安撫 時(shí)間: 2025-3-21 22:48
Conquering the Greeks in Monte Carlo: Efficient Calculation of the Market Sensitivities and Hedge-Reeks of the Black-Scholes model, and with approximate analytic solutions for Basket Options in multi-asset, models. The advantage of the new-sensitivities is that they are “universal” (non-parametric) and simple to compute: they do not require performing multiple MC simulations, discrete-differentiation, or re-calibration of the simulation.作者: 盡責(zé) 時(shí)間: 2025-3-22 04:27
On the Term Structure of Futures and Forward Prices,ble sufficient condition for the possibility of fitting a finite dimensional futures price model to an arbitrary initial futures price curve, by introducing a time dependent function in the drift term.作者: parallelism 時(shí)間: 2025-3-22 07:39
Spread Option Valuation and the Fast Fourier Transform,k. Furthermore, computational time does not increase significantly as additional random factors are introduced, since the fast Fourier Transform remains two dimensional in terms of the two prices defining the spread. This yields considerable advantage over Monte Carlo and PDE methods and numerical results are presented to this effect.作者: Flounder 時(shí)間: 2025-3-22 12:33
Rare Events, Large Deviations,an write it as . .. While in this case the exact probability is easy to evaluate, there are many situations in which a direct exact calculation is impossible and we need to develop indirect methods that will provide us with estimates.作者: Inordinate 時(shí)間: 2025-3-22 16:40 作者: 充足 時(shí)間: 2025-3-22 17:07
An Autoregressive Conditional Binomial Option Pricing Model,balancing is no longer appropriate. Although this continuity assumption is clearly unrealistic for transaction cost reasons, because prices are quoted in ticks, or because of the mere impossibility of continuous trading, it has received comparatively less academic attention than other assumptions such as constant volatility.作者: Cougar 時(shí)間: 2025-3-22 22:38
Theory and Calibration of HJM with Shape Factors,-day recovered and the proposed evolution equation is investigated. The main result is the developemeut of a historical-implicit hybrid calibration procedure for our infinite-dimensional shape factor model. In this context, we also derive a pricing formula for caplets.作者: 接合 時(shí)間: 2025-3-23 03:04 作者: ethereal 時(shí)間: 2025-3-23 06:14 作者: maverick 時(shí)間: 2025-3-23 09:51 作者: verdict 時(shí)間: 2025-3-23 17:21
https://doi.org/10.1007/978-3-662-12429-1Boundary value problem; Brownian motion; Calculation; Credit Derivatives; Markov Chains; Markov chain; Pea作者: minion 時(shí)間: 2025-3-23 19:42 作者: 可耕種 時(shí)間: 2025-3-23 22:22 作者: 轉(zhuǎn)換 時(shí)間: 2025-3-24 04:36
978-3-642-08729-5Springer-Verlag Berlin Heidelberg 2002作者: Somber 時(shí)間: 2025-3-24 06:39 作者: FICE 時(shí)間: 2025-3-24 14:07
1616-0533 Overview: Includes supplementary material: 978-3-642-08729-5978-3-662-12429-1Series ISSN 1616-0533 Series E-ISSN 2195-0687 作者: Morsel 時(shí)間: 2025-3-24 17:45
t, um die hohe Mortalit?t nach Querschnittl?hmung in den 40er Jahren zu verbessern, ist heute die konservative Basistherapie bei neurogener Blasenfunktionsst?rung. Guttmann [2] hatte diese Form der Blasenentieerung zun?chst für Frischverletzte vorgesehen, sp?ter dann aufgrund der hervorragenden Erge作者: DAMP 時(shí)間: 2025-3-24 19:58
Murad S. Taqquungstechniken . bzw. Ausklopfen oder . bzw. Credè) waren prim?r an einer vollst?ndigen Blasenentleerung orientiert, sekund?r auch an der M?glichkeit, bei gezielter Entleerung z. B. durch ?Triggern“ l?ngere kontinente Intervalle zu erhalten. Da? dadurch über die fast immer auftretenden hohen Drücke s作者: recession 時(shí)間: 2025-3-25 03:09 作者: EXPEL 時(shí)間: 2025-3-25 04:24
Modern Finance Theory Within One Lifetime,on today is about the genesis of the present modern theory of finance in one academic lifetime — a rare phenomenon in the annals of any science. Although Bachelier’s basic breakthrough came in 1900, its scientic beginning must be placed at about 1950. Science is public knowledge. The treasures that 作者: 偶像 時(shí)間: 2025-3-25 08:06 作者: 敲詐 時(shí)間: 2025-3-25 14:27
Brownian Motion and the General Diffusion: Scale & Clock,is the standard Brownian motion .(1) starting at .(0) = 0. It lies at the back of It?’s local representation . = .(.). + .(.). of the general 1-dimensional diffusion x with paths .(.) : . ≥ 0 and infinitesimal operator G = 1/2. .(.). ./. . + .(.)./., as suggested by the simplest example .(.) = .(0) 作者: 無(wú)彈性 時(shí)間: 2025-3-25 16:56
Rare Events, Large Deviations,e probability of getting . heads in a row is clearly small, and for large . is very small. We know its exact value as 2. and in logarithmic scale we can write it as . .. While in this case the exact probability is easy to evaluate, there are many situations in which a direct exact calculation is imp作者: 消音器 時(shí)間: 2025-3-25 23:13
Conquering the Greeks in Monte Carlo: Efficient Calculation of the Market Sensitivities and Hedge-Reters that drive the economic state-variables of the model, we perturb the vector of probabilities of simulated paths in a neighborhood of the uniform distribution. The resulting hedge-ratios (sensitivities with respect to input prices) are characterized in terms of statistical moments of simulated 作者: 傳授知識(shí) 時(shí)間: 2025-3-26 01:53
On the Term Structure of Futures and Forward Prices,t process as well as by a multidimensional Wiener process. Within an infinite dimensional HJM-type model for futures and forwards we study the properties of futures and forward convenience yield rates. For finite dimensional factor models, we develop a theory of affine term structures, which is show作者: 討厭 時(shí)間: 2025-3-26 05:19 作者: 臭了生氣 時(shí)間: 2025-3-26 11:25 作者: 斥責(zé) 時(shí)間: 2025-3-26 14:45
Spread Option Valuation and the Fast Fourier Transform,ansform technique introduced by Carr & Madan (1999) to a multi-factor setting. The method is applicable to models in which the joint characteristic function of the prices of the underlying assets forming the spread is known analytically. This enables us to incorporate stochasticity in the volatility作者: braggadocio 時(shí)間: 2025-3-26 20:38 作者: 不能妥協(xié) 時(shí)間: 2025-3-26 21:38 作者: 撤退 時(shí)間: 2025-3-27 02:56
Default Risk and Hazard Process,tioners and academics in recent years; to mention a few papers in this vein: Duffie [8], Duffie and Lando [9], Duffie et al. [10], Jarrow and Turnbull [13], Jarrow et al. [14], Jarrow and Yu [15], Lando [21], Madan and Unal [23]. In the context of financial modelling, there was also a renewed intere作者: Sciatica 時(shí)間: 2025-3-27 07:54 作者: LIMN 時(shí)間: 2025-3-27 13:05
Pricing Credit Derivatives in Credit Classes Frameworks,ous credit classes and associated transition matrix may thus be constructed within many different frameworks. For illustration, the KMV Corporation provides a transition matrix within a structural approach . Black-Sholes-Merton (Crouhy-Galai-Mark [5]). Independentely from the underlying framework, a作者: 影響深遠(yuǎn) 時(shí)間: 2025-3-27 15:56
An Autoregressive Conditional Binomial Option Pricing Model, trading rule implies that rebalancing occurs at random times and that the Black and Scholes [4] model which relies on the assumption of continuous rebalancing is no longer appropriate. Although this continuity assumption is clearly unrealistic for transaction cost reasons, because prices are quoted作者: 改革運(yùn)動(dòng) 時(shí)間: 2025-3-27 18:48 作者: overbearing 時(shí)間: 2025-3-27 22:04 作者: obtuse 時(shí)間: 2025-3-28 03:42 作者: languid 時(shí)間: 2025-3-28 07:35
Future Possibilities in Finance Theory and Finance Practice,lier also develops the method of images (or reflection) to solve for a probability function of a diffusion process with an absorbing barrier. All this in his thesis five years before the publication of Einstein’s mathematical theory of Brownian motion.作者: 神秘 時(shí)間: 2025-3-28 13:33
Brownian Motion and the General Diffusion: Scale & Clock,chelier had the idea first, way before its general recognition as the best way of thinking about motion subject to chance. I do not give financial applications, but see for instance Geman & Yor [1993] and Donati-Martin, Matsumoto, & Yor [2000].作者: HAIL 時(shí)間: 2025-3-28 17:19
The Theory of Good-Deal Pricing in Financial Markets,el.. One important result is that .. The same is .. For smooth utility functions we show that one will obtain the no-arbitrage and the representative agent equilibrium as the two opposite ends of a spectrum of no-good-deal equilibrium restrictions indexed by the maximum attainable certainty equivale作者: 終端 時(shí)間: 2025-3-28 20:11
The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures,e of this study is to examine the consistency of our model assumptions with the empirically observed price processes for underlyings and derivatives. Finally we present a simplified approach to the estimation of high-dimensional GH distributions and their application to measure risk in financial mar作者: 樂器演奏者 時(shí)間: 2025-3-29 02:58 作者: 討好女人 時(shí)間: 2025-3-29 06:58 作者: oblique 時(shí)間: 2025-3-29 09:41 作者: iodides 時(shí)間: 2025-3-29 14:21 作者: cathartic 時(shí)間: 2025-3-29 18:35
h h?ufige Entleerung gr??ere Bedeutimg zukomme als einer sterilen Ausführung. Asymptomatische Bakteriurien spielen in seinen überlegungen nur eine untergeordnete Rolle. McGuire [5, 7] hat die Indikation letztlich auf nahezu alle Patienten mit neurogener Blasenfunktionsst?rung ausgedehnt, auch solche作者: Basal-Ganglia 時(shí)間: 2025-3-29 22:06 作者: liaison 時(shí)間: 2025-3-30 02:28
High-Dimensional Immunophenotyping with Fluorescence-Based Cytometry: A Practical Guidebook,mass cytometry, single-cell RNA sequencing, and fluorescent-based flow cytometry. The latter is currently the most commonly used approach, and modern instrumentation allows for the measurement of up to 30 parameters, revealing deep insights into the complexity of the immune system..Here, we provide 作者: regale 時(shí)間: 2025-3-30 07:06
,Performance of 100-kW Rooftop PV Plant in Library Building—A Case Study in SRMIST,, is carried out. The site description and the plant capacity are mentioned as the details obtained by the department, and calculation was performed on the same data. The performance of the system over last three academic years has been compared. Furthermore, the analysis is extended by comparing th作者: 有危險(xiǎn) 時(shí)間: 2025-3-30 10:04
Techno-Economic and Environmental Analysis of a Hybrid Renewable Energy System: Al Qurayyat City, KSAduce rural electrification and global warming problems. This paper aims to provide a techno-economic feasibility and environmental analysis of a HRES to be designed for meeting a daily load requirement of 389.4 kWh/day with a peak load of 82.71?kW, represented by the energy demand of thirty houses l作者: 要控制 時(shí)間: 2025-3-30 15:11
2366-259X he readers easy to understand the concepts.Covers special chThis book contains diverse topics relevant to earthquake engineering and technology. The chapters are of interest to readers from various disciplines, as the different chapters discuss popular topics on earthquake engineering and allied dis作者: right-atrium 時(shí)間: 2025-3-30 17:40 作者: SUGAR 時(shí)間: 2025-3-30 21:09 作者: 顛簸地移動(dòng) 時(shí)間: 2025-3-31 01:34 作者: Lacunar-Stroke 時(shí)間: 2025-3-31 05:48
Phanourios Tamamis,Emmanouil Kasotakis,Georgios Archontis,Anna Mitrakipport the mediation hypothesis and provide evidence that equilibrium in the proportion of franchised and company units is related to a high level of mutual learning, thereby positively influencing the network climate for innovation. Overall, this study contributes to the franchise literature by expl作者: 惡意 時(shí)間: 2025-3-31 12:37 作者: Cantankerous 時(shí)間: 2025-3-31 15:19 作者: 曲解 時(shí)間: 2025-3-31 21:07
Die Nothwendigkeit einer neuen Parteibildung Zivilgesellschaft war und ist die Eurozonen-Krise Chance und Herausforderung zugleich. Die Beitr?ge dieses Sammelbandes blicken auf die Rolle der Zivilgesellschaft in der sich ?ndernden, politischen und gesellschaftlichen Realit?t der Eurozone. Ziel ist es ein breites Spektrum zivilgesellschaftlich作者: mitral-valve 時(shí)間: 2025-3-31 23:59
https://doi.org/10.1007/3-7643-7381-4HIV; Malaria; Tropical Disease; clinical trial; developing countries; diseases; research; tuberculosis; vacc作者: inquisitive 時(shí)間: 2025-4-1 05:00
