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(Journal of Banking and Finance, 1994) and the formula developed for pricing regular options in Black & Scholes (Journal of …
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Mathematics plays a vital role in many areas of finance and provides the theories and tools that have been widely used … in all areas of finance. In this editorial, we tell authors the ideas on what types of papers we will accept for … publication in the area of mathematical finance. We will discuss some well-cited papers of mathematical finance. …
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Due to the non-normality of stock returns, nonparametric rank tests are gaining accceptance relative to parametric tests in financial economics event studies. In rank tests, financial assets’ multiple day cumulative abnormal returns (CARs) are replaced by cumulated ranks. This paper proposes...
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David Fox (Ph.D. Economics, Columbia, Visiting Assistant Professor at Kester College, Knittersville, New York) is having a stressful year. He has a temporary position at a small college in a small town miles from everything except Albany. His students have never read Freakonomics. He thinks he...
Persistent link: https://www.econbiz.de/10010905550
The Minister of Finance, Mr. Arun Jaitley, presented the Union Budget 2014-15 to Parliament on July 10, 2014. In this … context, some statistics related to budget expenditures, receipts and deficits. …
Persistent link: https://www.econbiz.de/10010945348
Statistical dynamics of financial systems is investigated, based on a model of a randomly coupled equation system driven by a stochastic Langevin force. It is found that in a stable regime the noise power spectrum of the system is 1/f-like: ∝ ω- 3/2 (where ω is the frequency), that the...
Persistent link: https://www.econbiz.de/10005080934