1

An Application of Extreme Value Theory for Measuring Financial Risk

Year:
2006
Language:
english
File:
PDF, 618 KB
english, 2006
2

Risk–reward optimisation for long-run investors: an empirical analysis

Year:
2011
Language:
english
File:
PDF, 1.42 MB
english, 2011
3

Numerical Methods and Optimization in Finance || Calibrating Option Pricing Models

Year:
2011
Language:
english
File:
PDF, 609 KB
english, 2011
4

Numerical Methods and Optimization in Finance || Generating Random Numbers

Year:
2011
Language:
english
File:
PDF, 1024 KB
english, 2011
5

Distributed optimisation of a portfolio’s Omega

Year:
2010
Language:
english
File:
PDF, 582 KB
english, 2010
6

Heuristic optimisation in financial modelling

Year:
2012
Language:
english
File:
PDF, 1.69 MB
english, 2012
7

The causal structure of economic models

Year:
1977
Language:
english
File:
PDF, 703 KB
english, 1977
8

Numerical Methods and Optimization in Finance || Linear Equations and Least Squares Problems

Year:
2011
Language:
english
File:
PDF, 344 KB
english, 2011
9

Numerical Methods and Optimization in Finance || Binomial Trees

Year:
2011
Language:
english
File:
PDF, 225 KB
english, 2011
10

Numerical Methods and Optimization in Finance || Optimization Problems in Finance

Year:
2011
Language:
english
File:
PDF, 1012 KB
english, 2011
11

Optimization cultures

Year:
2014
Language:
english
File:
PDF, 1.86 MB
english, 2014
12

Causal Ordering and Beyond

Year:
1992
Language:
english
File:
PDF, 326 KB
english, 1992
14

Validation of Agent-Based Models of Financial Markets 1

Year:
2001
Language:
english
File:
PDF, 3.65 MB
english, 2001
15

An Empirical Analysis of Alternative Portfolio Selection Criteria

Year:
2009
Language:
english
File:
PDF, 453 KB
english, 2009
16

Accuracy and Precision in Finance

Year:
2015
Language:
english
File:
PDF, 1.29 MB
english, 2015
17

Distributed Optimisation of a Portfolio's Omega

Year:
2008
Language:
english
File:
PDF, 701 KB
english, 2008
18

Understanding complex systems

Year:
1981
Language:
english
File:
PDF, 409 KB
english, 1981
20

Matchings, covers, and Jacobian matrices

Year:
1996
Language:
english
File:
PDF, 948 KB
english, 1996
26

Sparse direct methods for model simulation

Year:
1997
Language:
english
File:
PDF, 1.02 MB
english, 1997
27

Krylov methods for solving models with forward-looking variables

Year:
1998
Language:
english
File:
PDF, 174 KB
english, 1998
29

How to Strip a Model to Its Essential Elements

Year:
1990
Language:
english
File:
PDF, 853 KB
english, 1990
30

Optimal enough?

Year:
2011
Language:
english
File:
PDF, 645 KB
english, 2011
32

Parallel Krylov Methods for Econometric Model Simulation

Year:
2000
Language:
english
File:
PDF, 108 KB
english, 2000
33

Numerical Methods and Optimization in Finance || Numerical Analysis in a Nutshell

Year:
2011
Language:
english
File:
PDF, 239 KB
english, 2011
34

Numerical Methods and Optimization in Finance || Introduction

Year:
2011
Language:
english
File:
PDF, 612 KB
english, 2011
35

Numerical Methods and Optimization in Finance || Finite Difference Methods

Year:
2011
Language:
english
File:
PDF, 559 KB
english, 2011
36

Numerical Methods and Optimization in Finance || Basic Methods

Year:
2011
Language:
english
File:
PDF, 1.04 MB
english, 2011
37

Numerical Methods and Optimization in Finance || Portfolio Optimization

Year:
2011
Language:
english
File:
PDF, 1.08 MB
english, 2011
38

Numerical Methods and Optimization in Finance || Heuristic Methods in a Nutshell

Year:
2011
Language:
english
File:
PDF, 572 KB
english, 2011
39

Numerical Methods and Optimization in Finance || Econometric Models

Year:
2011
Language:
english
File:
PDF, 1.00 MB
english, 2011
40

Numerical Methods and Optimization in Finance || Financial Simulation at Work

Year:
2011
Language:
english
File:
PDF, 982 KB
english, 2011
41

Climate Change Impacts on Hydropower Management

Year:
2013
Language:
english
File:
PDF, 1.58 MB
english, 2013
48

Constructing 130/30-portfolios with the Omega ratio

Year:
2011
Language:
english
File:
PDF, 592 KB
english, 2011