341 search results - page 57 / 69 » Maturity-independent risk measures |
CCR
2010
13 years 9 months ago
2010
In recent years, academic literature has analyzed many attacks on network trace anonymization techniques. These attacks usually correlate external information with anonymized data...
FS
2006
13 years 8 months ago
2006
Abstract. Currently, there are two market models for valuation and risk management of interest rate derivatives, the LIBOR and swap market models. We introduce arbitrage-free const...
SIAMAM
2008
13 years 8 months ago
2008
Abstract. We develop a partial equilibrium model to investigate the problem of optimal liquidation over a finite or infinite time horizon for an investor with large holdings in a r...
IOR
2007
13 years 8 months ago
2007
We consider a scenario in which a single Red wishes to shoot at a collection of Blue targets, one at a time, to maximise some measure of return obtained from Blues killed before R...
TDP
2008
13 years 8 months ago
2008
The demand for high quality microdata for analytical purposes has grown rapidly among researchers and the public over the last few years. In order to respect existing laws on data ...