標題: Titlebook: Operations Research Models in Quantitative Finance; Proceedings of the X Rita L. D’Ecclesia,Stavros A. Zenios Conference proceedings 1994 P [打印本頁] 作者: 無限 時間: 2025-3-21 19:41
書目名稱Operations Research Models in Quantitative Finance影響因子(影響力)
書目名稱Operations Research Models in Quantitative Finance影響因子(影響力)學科排名
書目名稱Operations Research Models in Quantitative Finance網絡公開度
書目名稱Operations Research Models in Quantitative Finance網絡公開度學科排名
書目名稱Operations Research Models in Quantitative Finance被引頻次
書目名稱Operations Research Models in Quantitative Finance被引頻次學科排名
書目名稱Operations Research Models in Quantitative Finance年度引用
書目名稱Operations Research Models in Quantitative Finance年度引用學科排名
書目名稱Operations Research Models in Quantitative Finance讀者反饋
書目名稱Operations Research Models in Quantitative Finance讀者反饋學科排名
作者: Exuberance 時間: 2025-3-21 20:32
Financial Regulation and Multi-tier Financial Intermediation Systemsiers are characterised by distinct financial products specialization and by different deposit guaranty systems. The resulting system is very robust and minimizes the possible financial burden on the tax payer: it may perfectly fit to the needs of transitional socialist economies, which are character作者: outer-ear 時間: 2025-3-22 00:43 作者: UNT 時間: 2025-3-22 07:38 作者: 生氣的邊緣 時間: 2025-3-22 11:02 作者: dandruff 時間: 2025-3-22 13:41 作者: 拖債 時間: 2025-3-22 17:56
Stochastic Programming Models for Portfolio Optimization with Mortgage Backed Securities: Comprehensy. The specific problem is to fund a known liability with a portfolio of mortgage-backed securities in an uncertain interest-rate environment, but the approach considered extends easily to include other fixed-income investments and other types of uncertainty. The mathematical models are multi-stage 作者: 阻擋 時間: 2025-3-22 23:12 作者: Fecal-Impaction 時間: 2025-3-23 02:12
Stock Returns: An Analysis of the Italian Market with GARCH Modelsuch volatility changes, models with heteroscedastic conditional variance, known as ARCH and GARCH models, have been introduced. In this paper four Italian Stock Market series are analyzed: the excess returns of the COMIT index and three different stock excess returns of leading companies in differen作者: 要塞 時間: 2025-3-23 08:26
Mean Reversion at The Dutch Stock Exchange?fferent return horizons are confronted with simulated probability distributions. Three different simulation procedures are used: randomization, bootstrap and drawings from a random walk process..The empirical results show significant mean aversion in monthly stock returns. This indicates that during作者: 親密 時間: 2025-3-23 10:29
Low Fat Modeling and Reinsurance Induced Solvency, lacks theoretical rigor and it may even lead to flagrant misunderstandings if reinsurance is sought for non-solvency reasons. This article indicates how measures based on financial theory can be used to improve reinsurance performance measurements. Normally these performance measures do not indica作者: 無思維能力 時間: 2025-3-23 14:16
Some Alternatives and Numerical Results in Binomial Put Option Pricing critical boundary of Barone-Adesi, Whaley and Barone-Adesi, Elliott. Some new findings about the binomial method and the critical boundary of this formulas when different numerical techniques are used, is also showed.作者: DUST 時間: 2025-3-23 19:19 作者: 免費 時間: 2025-3-24 00:59
Conference proceedings 1994 understanding of financial markets and improve management of financial operations..Apart from a theoretical discussion, most of the papers model validation or verification using market data. This collection of articles sets the framework for other studies that could link theory and practice.作者: Perennial長期的 時間: 2025-3-24 04:53
Contributions to Management Sciencehttp://image.papertrans.cn/o/image/702099.jpg作者: 淺灘 時間: 2025-3-24 07:42
https://doi.org/10.1007/978-3-642-46957-2Finance; Finanzierungstheorie; Investment; Operations Research; Option Pricing; Optionspreistheorie; Portf作者: 流利圓滑 時間: 2025-3-24 11:12 作者: 拖債 時間: 2025-3-24 17:39 作者: 一罵死割除 時間: 2025-3-24 22:04
Multi-Stage Financial Planning SystemsA multi-stage model is proposed for the general problem of allocating assets to broad investment categories. The framework encompasses a wide variety of financial planning problems. Efficient solution algorithms are described for solving the resulting large-scale optimization problems.作者: abnegate 時間: 2025-3-24 23:37
Embedded Option Pricing on Interest-Rate Sensitive Securities in the Italian MarketThis paper illustrates the results obtained using the Ho-Lee model to estimate the term structure of interest rates in the Italian bond market and to determine the equilibrium value of the Italian Treasury puttable bonds (Certificati del Tesoro con Opzione di Rimborso Anticipato — CTOs).作者: Tincture 時間: 2025-3-25 04:28 作者: 逢迎白雪 時間: 2025-3-25 10:41
Mean Reversion at The Dutch Stock Exchange?ain indicate mean aversion, but the results are not statistically significant. These findings are in line with earlier research on US equity markets by Lo & MacKinlay [1988] and Kim, Nelson & Startz [1991], but in contrast with Poterba & Summers [1988].作者: SUGAR 時間: 2025-3-25 12:24 作者: hardheaded 時間: 2025-3-25 18:56 作者: aspersion 時間: 2025-3-25 21:05
Conference proceedings 1994 understanding of financial markets and improve management of financial operations..Apart from a theoretical discussion, most of the papers model validation or verification using market data. This collection of articles sets the framework for other studies that could link theory and practice.作者: APNEA 時間: 2025-3-26 03:13
Financial Regulation and Multi-tier Financial Intermediation Systemsd minimizes the possible financial burden on the tax payer: it may perfectly fit to the needs of transitional socialist economies, which are characterized by shortage of capital available for investment in equities. This fact poses a major constraint on the construction of a safe financial intermediation system.作者: refraction 時間: 2025-3-26 07:19 作者: 異端 時間: 2025-3-26 08:59
1431-1941 model validation or verification using market data. This collection of articles sets the framework for other studies that could link theory and practice.978-3-7908-0803-2978-3-642-46957-2Series ISSN 1431-1941 Series E-ISSN 2197-716X 作者: 極小量 時間: 2025-3-26 16:21 作者: 鞭打 時間: 2025-3-26 17:21 作者: 溝通 時間: 2025-3-26 21:26 作者: 蝕刻術 時間: 2025-3-27 05:04
Stock Returns: An Analysis of the Italian Market with GARCH Modelst economic fields. The main purpose of this investigation is evaluating if ARCH and GARCH processes can conveniently model and forecast the changes observed in the variance of the series under consideration.作者: 楓樹 時間: 2025-3-27 07:30 作者: 帶來的感覺 時間: 2025-3-27 10:41 作者: strain 時間: 2025-3-27 14:28
7樓作者: 哪有黃油 時間: 2025-3-27 21:49
7樓作者: 生意行為 時間: 2025-3-27 22:54
7樓作者: inveigh 時間: 2025-3-28 03:36
8樓作者: 瑣碎 時間: 2025-3-28 07:52
8樓作者: 獸群 時間: 2025-3-28 11:19
8樓作者: mastoid-bone 時間: 2025-3-28 16:46
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9樓作者: 商議 時間: 2025-3-29 05:45
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10樓作者: 正論 時間: 2025-3-30 01:08
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