Showing 1 - 10 of 15,709
Persistent link: https://www.econbiz.de/10011504215
Persistent link: https://www.econbiz.de/10003285703
Practitioners in risk management are familiar with the use of the FHS (filtered historical simulation) to finding realistic simulations of security returns. This approach has become increasingly popular over the last fifteen years, as it is both flexible and reliable, and is now being accepted...
Persistent link: https://www.econbiz.de/10010439874
Persistent link: https://www.econbiz.de/10002933533
Modern financial markets offer the real world's best approximation to the idealized price auction market envisioned in … beyond the world of finance to suggest, very powerfully, the importance of pursuing behavioral approaches to other areas of …
Persistent link: https://www.econbiz.de/10002645246
Persistent link: https://www.econbiz.de/10000968945
target rates from the OIS prices to predict the outcome of monetary policy meetings around the world. In the US, a randomly … zukünftigen Zielzinssätze aus den OIS-Preisen, um das Ergebnis der geldpolitischen Gremien auf der ganzen Welt vorherzusagen. In …
Persistent link: https://www.econbiz.de/10011992377
Persistent link: https://www.econbiz.de/10012200715
Persistent link: https://www.econbiz.de/10001688733
Persistent link: https://www.econbiz.de/10009428151