Titlebook: Current Topics in Quantitative Finance; Elio Canestrelli Conference proceedings 1999 Springer-Verlag Berlin Heidelberg 1999 Analysis.Asset

引起痛苦

Albinism

MERIT

Obscure

Dichotomous Rate in Stock-Price Process,s process, and studies a model with dichotomous expected rate of return. Both the dichotomous and integrated dichotomous process are described, including derivation of exact form of their distribution. The pricing of an European stock option is examined and the first steps to derive a Black-Scholes

Wallow

How Should We Measure Bank Efficiency? A Comparison of Classic and Recent Techniques Based on Simultudies, the data-generation process used here is designed to reflect some structural characteristics of the banking sector (e.g., big producers are less frequent than small ones, the production levels of loans, deposits and services are highly correlated). A known amount of inefficiency and random n

佛刊

RACE

Conference proceedings 1999is a natural oasis, in the midst of a unique urban setting, offering great relaxation in a peaceful park and a panoramic view of Venice. The friendly atmosphere added great benefit to the formal and informal discussions among the participants, -which is typical of E.W.G.F.M. Meetings. It is interest

ADORN

1431-1941 friendly atmosphere added great benefit to the formal and informal discussions among the participants, -which is typical of E.W.G.F.M. Meetings. It is interest978-3-7908-1231-2978-3-642-58677-4Series ISSN 1431-1941 Series E-ISSN 2197-716X

平項山

Merton-like Theoretical Frame for Fractional Brownian Motion in Finance, the fB motion and the discrete-time trading. Moreover, we also prove the “convergence” of the fB motion to the standard Brownian (sB) one when the discrete-time trading tends to the continuous-time one.

abreast

Current Topics in Quantitative Finance978-3-642-58677-4Series ISSN 1431-1941 Series E-ISSN 2197-716X