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Essays in exotic derivative pricing and time series analysis
Ma, Suchun - 2005
(Journal of Banking and Finance, 1994) and the formula developed for pricing regular options in Black & Scholes (Journal of …
Persistent link: https://www.econbiz.de/10009438805
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Editorial statement for mathematical finance
Wong, Wing Keung - In: Journal of Risk and Financial Management 13 (2020) 2, pp. 1-3
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. …
Persistent link: https://www.econbiz.de/10012611266
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Euro-CAN statistics
Europäische Kommission / Statistisches Amt - Luxembourg : Off. des Publ. Officielles des … - Ed. 2003[?]
Persistent link: https://www.econbiz.de/10002453477
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Public finances in EMU ; 2000
2000
Persistent link: https://www.econbiz.de/10001623134
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Non-parametric statistic for testing cumulative abnormal stock returns
Pynnönen, Seppo - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-13
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...
Persistent link: https://www.econbiz.de/10013168738
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The term structures of coentropy in international financial markets
Chabi-Yo, Fousseni; Colacito, Riccardo - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3541-3558
Persistent link: https://www.econbiz.de/10012062682
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Data science and intelligence
Tapiero, Charles S. - In: Risk and decision analysis 6 (2017) 4, pp. 291-298
Persistent link: https://www.econbiz.de/10011925106
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Something for Nothing: A Novel
Klein, Michael W. - The MIT Press
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
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Vital Stats: Union Budget 2014-15
Vaishnava, Saumya - eSocialSciences - 2014
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
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ANTICORRELATIONS AND SUBDIFFUSION IN FINANCIAL SYSTEMS
STALIUNAS, K. - In: Advances in Complex Systems (ACS) 06 (2003) 02, pp. 251-262
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