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Mathematics plays a vital role in many areas of finance and provides the theories and tools that have been widely used …
Persistent link: https://www.econbiz.de/10012173994
A procedure is proposed for examining different aspects of performance for judgemental directional probability … the existing accuracy measures, enabling detailed comparisons of probability forecasts with ex-post empirical … directional probability exchange rate forecasts for the US Dollar/Swiss Franc from 23/7/96 to 7/12/99 and the findings are …
Persistent link: https://www.econbiz.de/10009435350
models over three time horizons on a task involving probabilistic forecasts of exchange rate movements. Probability …
Persistent link: https://www.econbiz.de/10009435351
(in the absence of threatened violation detection). Blue's uncertainty is modeled as a probability distribution over three …
Persistent link: https://www.econbiz.de/10009436809
In recent years, college and universities have relied increasingly upon the charitable contributions of its previous graduates; as the costs of tuition rise substantially, development offices are facing the challenge of creating annual fund campaigns that are minimally expensive while providing...
Persistent link: https://www.econbiz.de/10009450203
Mathematics plays a vital role in many areas of finance and provides the theories and tools that have been widely used …
Persistent link: https://www.econbiz.de/10012611266
We study herd behavior in a laboratory financial market with financial market professionals. We compare two treatments, one in which the price adjusts to the order flow so that herding should never occur, and one in which event uncertainty makes herding possible. In the first treatment, subjects...
Persistent link: https://www.econbiz.de/10005263673
, we propose the joint implementation of two new methodologies, namely the conditional probability of default (CoPoD …
Persistent link: https://www.econbiz.de/10005263920
Recent turmoil in financial and commodities markets has renewed questions regarding how well markets discover equilibrium prices, particularly when those markets are highly complex. A relatively new critique questions whether markets can realistically find equilibrium prices if computers cannot....
Persistent link: https://www.econbiz.de/10005264183
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