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IUI
2003
ACM
14 years 23 days ago
Personal choice point: helping users visualize what it means to buy a BMW
How do we know if we can afford a particular purchase? We can find out what the payments might be and check our balances on various accounts, but does this answer the question? Wh...
Andrew E. Fano, Scott W. Kurth
JORS
2010
149views more  JORS 2010»
13 years 2 months ago
Modelling LGD for unsecured personal loans: decision tree approach
The Basel New Accord which is being implemented throughout the banking world on 1 January 2007 has made a significant difference to the use of modelling within financial organisat...
Ania Matuszyk, C. Mues, Lyn C. Thomas
JCP
2008
147views more  JCP 2008»
13 years 7 months ago
Analytical Valuation of Contingent Claims by Stochastic Interacting Systems for Stock Market
In the present paper, by applying the theory of stochastic processes and interacting particle systems and models, including stopping time theory and stochastic voter model, we mode...
Jun Wang, Qiuyuan Wang, Jiguang Shao

Lecture Notes
746views
15 years 6 months ago
Martingales, Diffusions and Financial Mathematics
The notes cover several topics such as Measure Theory, Discrete Time Martingales, Discrete Time Option Pricing, Continuous Time, Martingales, Stochastic Integrals, Stochastic Calcu...
A.W. van der Vaart

Lecture Notes
516views
15 years 6 months ago
Financial Economics
These notes cover several topics such as The classic capital asset pricing model, The CAPM in general equilibrium, Infinite horizon economies, Continuous time models, Asset pricing...
Antonio Mele