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Numerical methods in finance and economics : a MATLAB-based introduction

Brandimarte, Paolo - 2006 - 2. ed.

Persistent link: https://www.econbiz.de/10003333083

Modellierung derivater Finanzinstrumente : Theorie und Implementierung

Schlüchtermann, Georg; Pilz, Stefan - 2010 - 1. Aufl.

Persistent link: https://www.econbiz.de/10008667230

Program trading and its risk analysis based on agent-based computational finance

Xiong, Xiong; Yuan, Hailiang; Zhang, Wei; Zhang, Yongjie - In: International journal of financial engineering 2 (2015) 2, pp. 1-13

Persistent link: https://www.econbiz.de/10011333457

Parallel sequential Monto Carlo for efficient density combination : the deco matlab toolbox

Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013

Persistent link: https://www.econbiz.de/10009756320

Detection of shift in process mean with X chart for autocorrelated data

Singh, Sukhraj; Prajapati, D. R. - In: International journal of quality & reliability management 30 (2013) 7, pp. 765-779

Persistent link: https://www.econbiz.de/10009788881

Modified chart with optimized ARLs in autocorrelated processes

Prajapati, D. R.; Singh, Sukhraj - In: The TQM journal : the international review of … 27 (2015) 5, pp. 633-647

Persistent link: https://www.econbiz.de/10011443179

A Matlab program and user's guide for the fractionally cointegrated VAR model

Nielsen, Morten Ørregaard; Popiel, Michal Ksawery - 2014

This manual describes the usage of the accompanying freely available Matlab program for estimation and testing in the … fractionally cointegrated vector autoregressive (FCVAR) model. This program replaces an earlier Matlab program by Nielsen and Morin … (2014), and although the present Matlab program is not compatible with the earlier one, we encourage use of the new program. …

Persistent link: https://www.econbiz.de/10010418272