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Das Äquivalenzprinzip der Finanzmathematik

Walther, Ursula - 2002

Das Äquivalenzprinzip der Finanzmathematik vergleicht und bewertet Zahlungsströme. Dazu ist eine Bewertung von Zeit und … Darstellungsweise gibt einen einheitlichen formalen Rahmen. In der Finanzmathematik wird Zeit durch Verzinsung bewertet. Bei der … two approaches. The classical Bernoulli's rule rests on individual preferences while modern capital market theory offers a …

Persistent link: https://www.econbiz.de/10010512686

A Mathematical Analysis of Stock Price Oscillations within Financial Markets

Mushunje, Leonard - 2019

The application of econophysics in modeling investment assets' market behavior is considerably increasing and is highly becoming an area of interest for market actors including quants and econophysicists. This study investigated stock price oscillatory behavior in stock markets. We applied...

Persistent link: https://www.econbiz.de/10012867282

Parameterized Expectations Approach; Some Practical Issues

Marcet, Albert; Lorenzoni, Guido - 1998

economics, economic growth, contract theory, etc. It turns out to be a convenient algorithm, especially when there is a large …

Persistent link: https://www.econbiz.de/10014220901

GPU Computing in Economics

Aldrich, Eric M. - 2014

This paper discusses issues related to GPU for Economic problems. It highlights new methodologies and resources that are available for solving and estimating economic models and emphasizes situations when they are useful and others where they are impractical. Two examples illustrate the...

Persistent link: https://www.econbiz.de/10014141182

A Mathematical and Empirical Analysis of Rebalancing Alpha

Qian, Edward E. - 2015

Rebalancing alpha is the excess return of a fixed-weight portfolio, which is regularly rebalanced, over its buy-and-hold counterpart. Two kinds of effects, both results of portfolio rebalancing, contribute to rebalancing alpha. The first is a volatility effect that arises from randomness of...

Persistent link: https://www.econbiz.de/10013031203