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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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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
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Financial soundness and development : a multi-country analysis using panel data
Akhter, Md. Selim - University of Western Sydney; College of Business; … - 2008
A large body of the literature argues that the soundness of financial system is largely determined by the economic and institutional environment in which the financial system works. Drawing on this theoretical underpinning, research in this thesis models financial soundness indicators (FSIs)...
Persistent link: https://www.econbiz.de/10009482161
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Portfolio choices with many big models
Anderson, Ewan W.; Cheng, Ai-ru - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 690-715
Persistent link: https://www.econbiz.de/10012821249
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Editorial statement in honor of Professor Michael McAleer
Alghalith, Moawia; Swanson, Norman R.; Vasnev, Andrey; … - In: Annals of financial economics 16 (2021) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10013185326