搜索结果: 1-6 共查到“世界经济学 Applications”相关记录6条 . 查询时间(0.238 秒)
Quantifying and Modeling Long-Range Cross-Correlations in Multiple Time Series with Applications to World Stock Indices
matrix theory quantify risk international investment managers
font style='font-size:12px;'>
2011/3/23
We propose a modified time lag random matrix theory in order to study time lag cross-correlations in multiple time series. We apply the method to 48 world indices, one for each of 48 different countri...
Quantifying and Modeling Long-Range Cross-Correlations in Multiple Time Series with Applications to World Stock Indices
time series quantify risk international investment managers
font style='font-size:12px;'>
2011/3/23
We propose a modified time lag random matrix theory in order to study time lag cross-correlations in multiple time series. We apply the method to 48 world indices, one for each of 48 different countri...
An introduction to Lévy processes with applications in finance
introduction Lévy processes applications finance
font style='font-size:12px;'>
2010/12/17
These lectures notes aim at introducing L\'{e}vy processes in an informal and intuitive way, accessible to non-specialists in the field. In the first part, we focus on the theory of L\'{e}vy processes...
Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities
Mortality Risk Sharpe Ratio Life Annuities
font style='font-size:12px;'>
2010/12/13
We develop a theory for valuing non-diversifiable mortality risk in an incomplete market. We do this by assuming that the company issuing a mortality-contingent claim requires compensation for this ri...
A path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest rate models
integral option pricing formulas applications stochastic volatility interest rate models
font style='font-size:12px;'>
2010/12/20
We present a path integral method to derive closed-form solutions for option prices in a stochastic volatility model. The method is explained in detail for the pricing of a plain vanilla option. The f...
2005年第12讲(总第448讲)
Inequality and Poverty Analysis Using the Shapley Decomposition:Theory and Applications
font style='font-size:12px;'>
2007/8/10
主讲人
Anthony Shorrocks 教授
World Institute for Development Economics Research (WIDER)
题目
Inequality and Poverty Analysis Using the Shapley Decomposition: Theory and Applications
时间
2005年4月21日（星期四）下午3:30...