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Editorial statement for mathematical finance
Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 2/18, 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/10012173994
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Mathematical topics in economic theory and computation
Day, Richard H. (contributor);  … - 1972
Persistent link: https://www.econbiz.de/10000373916
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Analyzing MSI rules for the USA : extracted from a freedforward neural network
Schmidt, Vincent A.; Binner, Jane M. - In: Measurement error : consequences, applications and solutions, (pp. 281-294). 2009
Persistent link: https://www.econbiz.de/10003958208
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On the Estimation of Term Structure Models and An Application to the United States
International Monetary Fund (IMF); International … - 2010
This paper discusses the estimation of models of the term structure of interest rates. After reviewing the term structure models, specifically the Nelson-Siegel Model and Affine Term- Structure Model, this paper estimates the terms structure of Treasury bond yields for the United States with...
Persistent link: https://www.econbiz.de/10008727797
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A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging
Gupta, Alok; Reisinger, Christoph - 2010
In this thesis we address problems associated with financial modelling from a Bayesian point of view. Specifically, we look at the problem of calibrating financial models, measuring the model uncertainty of a claim and choosing an optimal hedging strategy. Throughout the study, the local...
Persistent link: https://www.econbiz.de/10009441418
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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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High-Frequency Financial Econometrics
Aït-Sahalia, Yacine; Jacod, Jean - Princeton University Press
analyze jump processes. Aït-Sahalia and Jacod approach high-frequency econometrics with a distinct focus on the financial side …
Persistent link: https://www.econbiz.de/10011082748
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High-Frequency Financial Econometrics
Aït-Sahalia, Yacine; Jacod, Jean - Princeton University Press
analyze jump processes. Aït-Sahalia and Jacod approach high-frequency econometrics with a distinct focus on the financial side …
Persistent link: https://www.econbiz.de/10011082751
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High-Frequency Financial Econometrics
Aït-Sahalia, Yacine; Jacod, Jean - Princeton University Press
analyze jump processes. Aït-Sahalia and Jacod approach high-frequency econometrics with a distinct focus on the financial side …
Persistent link: https://www.econbiz.de/10011082768
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Comparison of the new "econophysics" approach to dealing with problems of financial to traditional econometric methods
Koh, Jason S. H. - University of Western Sydney; College of Business; … - 2008
our complex financial and economic systems. The philosophical background and the advances of econometrics and econophysics … central theme for the thesis. This thesis investigates the effectiveness of financial econometrics models such as Gaussian …
Persistent link: https://www.econbiz.de/10009482159