1

Les techniques quantitatives de la gestion de portefeuille

Year:
1997
Language:
french
File:
PDF, 3.39 MB
french, 1997
4

OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL

Year:
1996
Language:
english
File:
PDF, 1.09 MB
english, 1996
5

Long memory in continuous-time stochastic volatility models

Year:
1998
Language:
english
File:
PDF, 513 KB
english, 1998
6

Arbitrage Pricing Theory for Idiosyncratic Variance Factors

Year:
2017
Language:
english
File:
PDF, 655 KB
english, 2017
12

Short Run and Long Run Causality in Time Series: Theory

Year:
1998
Language:
english
File:
PDF, 569 KB
english, 1998
16

Environment Monitoring for Anomaly Detection System Using Smartphones

Year:
2019
Language:
english
File:
PDF, 2.41 MB
english, 2019
19

Simulated residuals

Year:
1987
Language:
english
File:
PDF, 2.12 MB
english, 1987
20

Dynamic factor models

Year:
2004
Language:
english
File:
PDF, 185 KB
english, 2004
21

A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models

Year:
1998
Language:
english
File:
PDF, 79 KB
english, 1998
43

Proper Conditioning for Coherent VaR in Portfolio Management

Year:
2007
Language:
english
File:
PDF, 210 KB
english, 2007
47

Symposium on Marshall's Tendencies: 4 Comments on Marshall's Tendencies

Year:
2002
Language:
english
File:
PDF, 143 KB
english, 2002