Titlebook: Mathematical Finance; Workshop of the Math Michael Kohlmann,Shanjian Tang Conference proceedings 2001 Springer Basel AG 2001 Finite.Mathema

弄混

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

四目在模仿

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.

Gossamer

FLIC

Tempor

LUT

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.

Culpable

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.

平項山

走路左晃右晃

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.

Budget