標(biāo)題: Titlebook: Numerical Methods in Finance; Michèle Breton,Hatem Ben-Ameur Book 2005 Springer-Verlag US 2005 asset.ben-ameur.linear optimization.optimis [打印本頁] 作者: INFER 時間: 2025-3-21 17:58
書目名稱Numerical Methods in Finance影響因子(影響力)
書目名稱Numerical Methods in Finance影響因子(影響力)學(xué)科排名
書目名稱Numerical Methods in Finance網(wǎng)絡(luò)公開度
書目名稱Numerical Methods in Finance網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Numerical Methods in Finance被引頻次
書目名稱Numerical Methods in Finance被引頻次學(xué)科排名
書目名稱Numerical Methods in Finance年度引用
書目名稱Numerical Methods in Finance年度引用學(xué)科排名
書目名稱Numerical Methods in Finance讀者反饋
書目名稱Numerical Methods in Finance讀者反饋學(xué)科排名
作者: Spina-Bifida 時間: 2025-3-22 00:02 作者: 土產(chǎn) 時間: 2025-3-22 00:29 作者: 形容詞詞尾 時間: 2025-3-22 08:36 作者: intolerance 時間: 2025-3-22 11:39 作者: 外露 時間: 2025-3-22 16:25 作者: Fraudulent 時間: 2025-3-22 19:40 作者: 翻布尋找 時間: 2025-3-22 21:49 作者: 動物 時間: 2025-3-23 03:53 作者: 不再流行 時間: 2025-3-23 06:28 作者: 邊緣 時間: 2025-3-23 11:14 作者: Entropion 時間: 2025-3-23 16:13
velopments arising from the combination of mathematics, numeGERAD celebrates this year its 25th anniversary. The Center was created in 1980 by a small group of professors and researchers of HEC Montreal, McGill University and of the Ecole Polytechnique de Montreal. GERAD‘s activities achieved suffic作者: 直言不諱 時間: 2025-3-23 20:48 作者: Hearten 時間: 2025-3-23 22:47 作者: 無所不知 時間: 2025-3-24 06:13
Foreign Direct Investment: The Incentive to Expropriate and the Cost of Expropriation Risk,sses resulting from expropriation. It is shown that the firm‘s cost of expropriation risk depends on how the host government perceives the cost it will incur in the expropriation. Incomplete information brings out the give and take between government and firm found in the game theoretic models.作者: Spirometry 時間: 2025-3-24 07:18
Corporate Debt Valuation: The Structural Approach,-based state variables, interest rate risk, strategic debt service, and more advanced default rules. Finally, I assess the empirical performance of structural models in light of the latest tests available.作者: Plaque 時間: 2025-3-24 13:44
A Stochastic Discount Factor-Based Approach for Fixed-Income Mutual Fund Performance Evaluation,unconditional performance of Canadian fixed-income mutual funds over the period 1985 – 2000 weakly improves with conditioning. The unconditional-based superior performance of larger over smaller funds that weakens with limited conditioning is somewhat alleviated with an expansion of the conditioning set.作者: 思鄉(xiāng)病 時間: 2025-3-24 14:59 作者: 裙帶關(guān)系 時間: 2025-3-24 22:55
Continuous Min-Max Approach for Single Period Portfolio Selection Problem,nalysis. This evaluates the portfolio corresponding to the best performance, simultaneously with the worst-case. Therefore, the resulting strategy is robust in that it has the best lower bound performance which can only improve if any scenario, other than the worst-case, is realized.作者: APEX 時間: 2025-3-25 01:33
Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty,ynamical feedback providing an adjustment law regulating the evolution of the portfolios obeying viability constraints until it achieves the given objective in finite time. We shall show that the Pujal—Saint-Pierre viability/capturability algorithm applied to this specific case provides both the valuation function and the associated portfolios.作者: 圓錐體 時間: 2025-3-25 05:24 作者: 刺耳的聲音 時間: 2025-3-25 08:18 作者: 平常 時間: 2025-3-25 15:35 作者: 畢業(yè)典禮 時間: 2025-3-25 18:45
Mondher Bellaiahlue. In the literature, the definition of the average and the standard deviation has been extended to histogram variables. In this paper, we propose a definition and an algorithm for extracting the main order statistics, the median and quartiles, for a histogram variable observed on a set of units. 作者: lattice 時間: 2025-3-25 23:19 作者: Ascendancy 時間: 2025-3-26 01:24
Ephraim Clarkrest in structures with nanometer-length features has significantly increased as experimental techniques for their fabrication have become possible. The study of phenomena in this area is termed nanoscience, and is a research focus of chemists, pure and applied physics, electrical engineers, and oth作者: ASTER 時間: 2025-3-26 08:18 作者: meretricious 時間: 2025-3-26 12:09
Nalan Gülpmar,Ber? Rustem in networks of interconnected systems, such as supply chains and systems controlled over c- munication networks. In these control problems, taking the delays into account is particularly important for performance evaluation and control system’s design. It has been shown, indeed, that delays in a co作者: 使苦惱 時間: 2025-3-26 16:24 作者: Seminar 時間: 2025-3-26 20:10
Bessel Processes and Asian Options,tter appears in the pricing of Asian options. Bessel processes are defined and some of their properties are given. The known expressions for the probability density function of the integral of geometric Brownian motion are stated, and other related results are given, in particular the Geman and Yor 作者: 預(yù)兆好 時間: 2025-3-26 22:37
Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty,on costs in the framework of tychastic control systems (or dynamical games against nature) instead of stochastic control systems. Indeed, the very definition of the guaranteed valuation set can be formulated directly in terms of guaranteed viable-capture basin of a dynamical game..Hence, we shall “c作者: 表主動 時間: 2025-3-27 03:04 作者: 易受騙 時間: 2025-3-27 06:23
A Finite Element Method for Two Factor Convertible Bonds,f lines to decouple the State variables and the temporal discretizations. The State variables discretization is carried out by means of bilinear finite elements. For the temporal discretization we use an implicit-explicit Runge — Kutta method. Some numerical experiments are presented.作者: 表臉 時間: 2025-3-27 10:47 作者: 奇怪 時間: 2025-3-27 16:00 作者: Benzodiazepines 時間: 2025-3-27 20:48 作者: 雄偉 時間: 2025-3-27 23:40 作者: 你不公正 時間: 2025-3-28 03:31 作者: 和平主義者 時間: 2025-3-28 08:59
Portfolio Selection with Skewness,ses a modification which leads to portfolios with improved characteristics. The model is then used to analyze the potential for put options to increase the skewness of portfolios. This strategy is tested with historical returns on a portfolio of TSE stocks. Compared to the Konno et al. (1993) approa作者: BOLT 時間: 2025-3-28 12:08 作者: 容易懂得 時間: 2025-3-28 17:59 作者: 助記 時間: 2025-3-28 21:41
Michèle Breton,Hatem Ben-AmeurOne of ten volumes marking the 25th anniversary of GERAD covering most of the Center‘s research areas of expertise.Presents some exciting developments arising from the combination of mathematics, nume作者: 水汽 時間: 2025-3-29 01:12 作者: avulsion 時間: 2025-3-29 06:16 作者: 輕率看法 時間: 2025-3-29 10:43
On Numerical Methods and the Valuation of American Options, by including stochastic interest rates and proposing a decomposition of the underlying index volatility. We use the Crank — Nicholson numerical scheme in two space dimensions and extend the Alternating Direction Implicit method for the valuation of American options. We also provide an efficient algorithm and simulate Option values.作者: 混沌 時間: 2025-3-29 11:53
Valuing American Contingent Claims when Time to Maturity is Uncertain,where the valuation of such product appears natural, Employee Stock Options and Real Options. We discuss through a numerical example, how the optimal exercise boundary and the Option value are affected by the uncertainty in the maturity, and document significant effects.作者: Obscure 時間: 2025-3-29 16:12
http://image.papertrans.cn/n/image/669110.jpg作者: HARP 時間: 2025-3-29 21:23 作者: 圍巾 時間: 2025-3-30 02:18
10樓作者: 重力 時間: 2025-3-30 07:00
10樓作者: NEX 時間: 2025-3-30 11:25
10樓作者: CRUE 時間: 2025-3-30 14:47
10樓
