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Numerical methods and software for the pricing of American financial derivatives
Pantazopoulos, Konstantinos N - 1998
In recent years leading-edge financial institutions routinely use advanced analytical and numerical techniques from science and engineering to create, deploy, and manage new financial instruments. The proliferation and complexity of the available financial instruments in conjunction with the...
Persistent link: https://www.econbiz.de/10009430529
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Mathematics and academic finance: the role of paradigms
Ardalan, Kavous - In: International Journal of Social Economics 32 (2005) April, pp. 276-290
Purpose – Any adequate analysis of the nature of mathematics and its role in sciences necessarily requires fundamental … understanding of the world views underlying the views expressed with respect to the nature and role of mathematics. Aims to discuss … four general views with respect to mathematics and its role in sciences, corresponding to four broad worldviews. Design …
Persistent link: https://www.econbiz.de/10005081306
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Introduction of the Profit Surface
Bell, Peter N - Volkswirtschaftliche Fakultät, … - 2010
The profit surface is a visualization technique for data computed from trading rules. I simulate price paths and operate the trading rules to compute cumulative returns for the rule under different specifications. The specifications are pairs of integers, filter lag lengths, so a contour plot is...
Persistent link: https://www.econbiz.de/10008727898
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Sukuk investment: Comparison of the profits obtained by using Ijarah and Musharakah Mutanaqisah principles with long-term tenure
Jalil, Mariam Jamilah Abdul; Rahman, Zuriah Abdul - In: Qualitative Research in Financial Markets 4 (2012), pp. 206-227
Purpose – The purpose of this paper is to determine whether the amount of profits gained from musharakah mutanaqisah model using coupon rate of 4.5 per cent, price at par and tenure of five years was greater than using ijarah principle where the price is at a discount. Also to compute and...
Persistent link: https://www.econbiz.de/10010815137
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Einführung in die angewandte wirtschaftsmathematik : Das praxisnahe lehrbuch bewährt durch seine brillante Darstellung
Tietze, Jürgen - 2008 - 14., aktualisierte Auflage
Persistent link: https://www.econbiz.de/10009610685
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Stochastische Simulation : Grundlagen, Algorithmen und Anwendungen
Kolonko, Michael - 2008
Persistent link: https://www.econbiz.de/10009610834
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Zeitreihenanalyse in den Wirtschaftswissenschaften
Neusser, Klaus - 2009 - 2., aktualisierte Auflage
Persistent link: https://www.econbiz.de/10009610865
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Lineare Optimierung : Modell, Lösung, Anwendung
Unger, Thomas - 2010
Persistent link: https://www.econbiz.de/10009611009
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Essays in Financial Econometrics
Hua, Jian - 2010
In the first chapter, I estimate dynamic factors from the term structure of credit spreads and the term structure of equity option implied volatilities, and I provide a comprehensive characterization of the dynamic relationships among those credit spread factors and equity volatility factors. I...
Persistent link: https://www.econbiz.de/10009439200
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Can Parallel Exchange Rates Forecast Commodity Prices?
Roberts, John F - 2009
Commodity price uncertainty imposes large costs on society. On the macro level, it results in sudden and unexpected shifts in current account imbalances and real GDP volatility, while on the micro level, it leads to allocation inefficiencies. Accurate price forecasts have the potential to remove...
Persistent link: https://www.econbiz.de/10009474968