標(biāo)題: Titlebook: Inspired by Finance; The Musiela Festschr Yuri Kabanov,Marek Rutkowski,Thaleia Zariphopoulou Book 2014 Springer International Publishing Sw [打印本頁] 作者: Gram114 時(shí)間: 2025-3-21 17:07
書目名稱Inspired by Finance影響因子(影響力)
書目名稱Inspired by Finance影響因子(影響力)學(xué)科排名
書目名稱Inspired by Finance網(wǎng)絡(luò)公開度
書目名稱Inspired by Finance網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Inspired by Finance被引頻次
書目名稱Inspired by Finance被引頻次學(xué)科排名
書目名稱Inspired by Finance年度引用
書目名稱Inspired by Finance年度引用學(xué)科排名
書目名稱Inspired by Finance讀者反饋
書目名稱Inspired by Finance讀者反饋學(xué)科排名
作者: 染色體 時(shí)間: 2025-3-21 20:28
Real Options with Competition and Incomplete Markets,tions models. Strategic interactions and market incompleteness are significant challenges that may render existing classical models inadequate to the task of managing the firm’s capital investments. The purpose of this paper is to address these challenges. The issue of incompleteness comes in for th作者: Fabric 時(shí)間: 2025-3-22 02:21
Dynamic Hedging of Counterparty Exposure, crisis, the counterparty risk and the wrong way risk are crucial issues in connection with valuation and risk management of credit derivatives. In this work we first derive a general model-free equation for the dynamics of the CVA of a portfolio of OTC derivatives. We then particularize these dynam作者: 勤勉 時(shí)間: 2025-3-22 08:20 作者: absorbed 時(shí)間: 2025-3-22 10:38
,An ,-Divergence Approach for Optimal Portfolios in Exponential Lévy Models,ergence minimal martingale measures and based on a new concept of preservation of the Lévy property by .-divergence minimal martingale measures. For common .-divergences, i.e. functions which such that ., we give the conditions for the existence of corresponding ..- maximizing strategies, as well as作者: 躲債 時(shí)間: 2025-3-22 15:33
Three Essays on Exponential Hedging with Variable Exit Times,plicitly parameterizing the exponential forward performances and describing the optimal solution for the corresponding utility maximization problem. The second problem deals with the horizon-unbiased exponential hedging. Precisely, we are interested in describing the dynamic payoffs for which there 作者: CRACY 時(shí)間: 2025-3-22 19:38 作者: Lacerate 時(shí)間: 2025-3-22 22:09
Yield Curve Smoothing and Residual Variance of Fixed Income Positions, known as a . We assume that volatilities and correlations do not depend on rates (which hence are Gaussian). We prove that a principal component analysis (PCA) can be made. These components are called . or . of the yield curve in this space. We then proceed to provide the best approximation of the 作者: 松果 時(shí)間: 2025-3-23 01:55 作者: 舞蹈編排 時(shí)間: 2025-3-23 05:47
,Some Extensions of Norros’ Lemma in Models with Several Defaults,erization of the filtration immersion properties in terms of the terminal values of compensators of the associated default processes. The method of proof is based on the analysis of properties of exponential martingales associated with the default times.作者: Hectic 時(shí)間: 2025-3-23 10:52
On the Pricing of Perpetual American Compound Options,ed on the reduction of the initial two-step optimal stopping problems for the underlying geometric Brownian motion to appropriate sequences of ordinary one-step problems. The latter are solved through their associated one-sided free-boundary problems and the subsequent martingale verification. We al作者: CRAB 時(shí)間: 2025-3-23 14:19 作者: disrupt 時(shí)間: 2025-3-23 20:34 作者: GEAR 時(shí)間: 2025-3-23 23:46
A Time Before Which Insiders Would not Undertake Risk,e strictly positive wealth process that, when used as a benchmark to denominate all other wealth, makes all wealth processes local martingales. It is assumed that the numéraire portfolio exists and that its wealth increases to infinity as time goes to infinity. Under this setting, an initial enlarge作者: Slit-Lamp 時(shí)間: 2025-3-24 05:11
Sensitivity with Respect to the Yield Curve: Duration in a Stochastic Setting,s less well developed. In this paper we extend the basic idea to a stochastic setting. More precisely, we introduce the concept of stochastic duration as a Malliavin derivative in the direction of a stochastic yield surface modeled by the Musiela equation. Further, using this concept we also propose作者: 休息 時(shí)間: 2025-3-24 08:57 作者: Glucocorticoids 時(shí)間: 2025-3-24 11:21
,Strong Consistency of the Bayesian Estimator for the Ornstein–Uhlenbeck Process,er estimation method for Markovian models. This method could be considered as an approximate Bayesian estimator method or a filtering problem approximated using particle methods. We showed in Kohatsu-Higa (submitted, .) that under certain conditions, which explicitly relate the number of data, the a作者: Arteriography 時(shí)間: 2025-3-24 14:52
.Includes supplementary material: .Despite achievements in the application of enzymes, antibodies and biological receptors to diagnostics and sensing, the last two decades have also witnessed the emergence of a number of alternative technologies based on synthetic chemistry. This volume shows how sy作者: apropos 時(shí)間: 2025-3-24 19:03
Rehez Ahlip,Marek Rutkowski.Includes supplementary material: .Despite achievements in the application of enzymes, antibodies and biological receptors to diagnostics and sensing, the last two decades have also witnessed the emergence of a number of alternative technologies based on synthetic chemistry. This volume shows how sy作者: 陶器 時(shí)間: 2025-3-25 01:44 作者: 安裝 時(shí)間: 2025-3-25 06:27 作者: 向外才掩飾 時(shí)間: 2025-3-25 08:09
Luciano Campi.Includes supplementary material: .Despite achievements in the application of enzymes, antibodies and biological receptors to diagnostics and sensing, the last two decades have also witnessed the emergence of a number of alternative technologies based on synthetic chemistry. This volume shows how sy作者: 投票 時(shí)間: 2025-3-25 13:03 作者: 防止 時(shí)間: 2025-3-25 19:52 作者: NIP 時(shí)間: 2025-3-25 20:43 作者: Substance-Abuse 時(shí)間: 2025-3-26 01:21
Sébastien Darses,Emmanuel Lépinette.Includes supplementary material: .Despite achievements in the application of enzymes, antibodies and biological receptors to diagnostics and sensing, the last two decades have also witnessed the emergence of a number of alternative technologies based on synthetic chemistry. This volume shows how sy作者: 散步 時(shí)間: 2025-3-26 04:27
N. El?Karoui,M. Jeanblanc,Y. Jiao,B. Zargariter science background.Contains exercises throughoutThis classroom-tested textbook provides an accessible introduction to the design, formal modeling, and analysis of distributed computer systems. The book uses Maude, a rewriting logic-based language and simulation and model checking tool, which off作者: 調(diào)整 時(shí)間: 2025-3-26 09:23
Rapha?l Douadyook uses Maude, a rewriting logic-based language and simulation and model checking tool, which offers a simple and intuitive modeling formalism that is suitable for modeling distributed systems in an attractive object-oriented and functional programming style..Topics and features: introduces classic作者: 喪失 時(shí)間: 2025-3-26 13:26 作者: 密切關(guān)系 時(shí)間: 2025-3-26 20:41
Constantinos Kardarasnd justifies a range of theoretical and methodological innovations,?discusses some of the problems that come with these and proposes practical solutions. The present volume introduces a research design intended to capture a wide range of linguistic data, elicited by means of behavioral tasks, neuroi作者: output 時(shí)間: 2025-3-27 00:06 作者: 自傳 時(shí)間: 2025-3-27 02:45 作者: 手勢 時(shí)間: 2025-3-27 08:50 作者: 決定性 時(shí)間: 2025-3-27 11:33
A Time Before Which Insiders Would not Undertake Risk,ablished in the case of complete markets, showing that the time of the overall minimum of the numéraire portfolio is in a certain sense unique in rendering undesirable the act of undertaking risky positions before it. The aforementioned results shed light to the importance of the numéraire portfolio作者: Synapse 時(shí)間: 2025-3-27 15:25
dge but provide methods ready for practical implementation. They also open new prospects for further studies in risk management, portfolio optimization and financial engineering.978-3-319-35029-5978-3-319-02069-3作者: 鋪?zhàn)?nbsp; 時(shí)間: 2025-3-27 18:50 作者: 小鹿 時(shí)間: 2025-3-27 22:30 作者: REP 時(shí)間: 2025-3-28 05:29 作者: 暴行 時(shí)間: 2025-3-28 09:21
Arturo Kohatsu-Higa,Nicolas Vayatis,Kazuhiro Yasuda, and epistemological. It thus concludes by tracing the broad contours of a new decolonial paradigm for study abroad research that is potentially transformative of both the reality of study abroad opportunities for such students and of the paradigm that informs research on their experiences.作者: 一大塊 時(shí)間: 2025-3-28 13:31
N. El?Karoui,M. Jeanblanc,Y. Jiao,B. Zargariographic protocols, and distributed transactions, leader election, and mutual execution algorithms; contains a wealth of exercises, including larger exercises suitable for course projects, and supplies 978-1-4471-6686-3978-1-4471-6687-0Series ISSN 1863-7310 Series E-ISSN 2197-1781 作者: Communal 時(shí)間: 2025-3-28 16:33 作者: Neuralgia 時(shí)間: 2025-3-28 19:58
Rehez Ahlip,Marek Rutkowskiall chapters is on practical aspects, either in the development process or the applications of the synthesized materials. This book will serve as an important reference work for business leaders and technology experts in the sensors and diagnostics sector..978-3-642-42739-8978-3-642-32329-4Series ISSN 1612-7617 作者: VEN 時(shí)間: 2025-3-29 02:39 作者: Measured 時(shí)間: 2025-3-29 03:06
Tomasz R. Bielecki,Stéphane Crépeyall chapters is on practical aspects, either in the development process or the applications of the synthesized materials. This book will serve as an important reference work for business leaders and technology experts in the sensors and diagnostics sector..978-3-642-42739-8978-3-642-32329-4Series ISSN 1612-7617 作者: 不合 時(shí)間: 2025-3-29 08:35
Luciano Campiall chapters is on practical aspects, either in the development process or the applications of the synthesized materials. This book will serve as an important reference work for business leaders and technology experts in the sensors and diagnostics sector..978-3-642-42739-8978-3-642-32329-4Series ISSN 1612-7617 作者: 媒介 時(shí)間: 2025-3-29 13:02 作者: 以煙熏消毒 時(shí)間: 2025-3-29 19:17
Bénamar Chouaf,Serguei Pergamenchtchikovall chapters is on practical aspects, either in the development process or the applications of the synthesized materials. This book will serve as an important reference work for business leaders and technology experts in the sensors and diagnostics sector..978-3-642-42739-8978-3-642-32329-4Series ISSN 1612-7617 作者: 膠狀 時(shí)間: 2025-3-29 21:39
Tahir Choulli,Junfeng Ma,Marie-Amélie Morlaisall chapters is on practical aspects, either in the development process or the applications of the synthesized materials. This book will serve as an important reference work for business leaders and technology experts in the sensors and diagnostics sector..978-3-642-42739-8978-3-642-32329-4Series ISSN 1612-7617 作者: Atmosphere 時(shí)間: 2025-3-30 00:56 作者: 滑動(dòng) 時(shí)間: 2025-3-30 08:07
,An ,-Divergence Approach for Optimal Portfolios in Exponential Lévy Models,ergence minimal martingale measures and based on a new concept of preservation of the Lévy property by .-divergence minimal martingale measures. For common .-divergences, i.e. functions which such that ., we give the conditions for the existence of corresponding ..- maximizing strategies, as well as explicit formulas.作者: AGGER 時(shí)間: 2025-3-30 11:46 作者: 殘暴 時(shí)間: 2025-3-30 14:26
,Some Extensions of Norros’ Lemma in Models with Several Defaults,erization of the filtration immersion properties in terms of the terminal values of compensators of the associated default processes. The method of proof is based on the analysis of properties of exponential martingales associated with the default times.作者: arrogant 時(shí)間: 2025-3-30 17:54
978-3-319-35029-5Springer International Publishing Switzerland 2014作者: 無表情 時(shí)間: 2025-3-30 21:09
https://doi.org/10.1007/978-3-319-02069-391GXX, 91G10, 91G20, 91G30, 91G40, 91G80; arbitrage pricing; credit risk; exotic options; financial deri作者: OFF 時(shí)間: 2025-3-31 03:03 作者: Conflict 時(shí)間: 2025-3-31 06:05 作者: 丑惡 時(shí)間: 2025-3-31 09:35
Optimal Investment with Bounded VaR for Power Utility Functions,We consider an optimal investment problem for Black–Scholes type financial market with bounded VaR measure on the whole investment interval [0,.]. The explicit form for the optimal strategies is found.作者: BROOK 時(shí)間: 2025-3-31 15:16 作者: accordance 時(shí)間: 2025-3-31 20:01
,Forward Start Foreign Exchange Options Under Heston’s Volatility and the CIR Interest Rates,d start foreign exchange European call option. As was argued in Ahlip and Rutkowski (Quant. Finance 13:955–966, .), the setup examined here is the only analytically tractable version of the foreign exchange market model that combines the Heston stochastic volatility model for the exchange rate with the CIR dynamics for interest rates.作者: 服從 時(shí)間: 2025-3-31 23:08 作者: obstruct 時(shí)間: 2025-4-1 02:03
Maximally Acceptable Portfolios,es and options. In sample results for the year 2008 indicate that maximizing the acceptability index can lead to portfolios that second order stochastically dominate their Gaussian counterparts. Backtests over the period 1997 to 2008 reflect gains to maximizing acceptability over holding a maximal Sharpe ratio portfolio.作者: Irremediable 時(shí)間: 2025-4-1 09:03
