| The evaluation of dicrete barrier options in a path integral framework
|
2008 |
Chiarella, Carl |
| Neural network modelling with applications to Euro exchange rates
|
2008 |
Rocca, Michele la |
| Integrated risk management : risk aggregation and allocation using intelligent systems
|
2008 |
Mitschele, Andreas |
| Risk preferences and loss aversion in portfolio optimization
|
2008 |
Maringer, Dietmar G. |
| Classification using optimization : application to credit ratings of bonds
|
2008 |
Bugera, Vladimir |
| Threshold accepting approach to improve bound-based approximations for portfolio optimization
|
2008 |
Kuhn, Daniel |
| Generalized extreme value distribution and extreme economic value at risk (EE-VaR)
|
2008 |
Alentorn, Amadeo |
| Portfolio optimization under VaR constraints based on dynamic estimates of the variance-covariance matrix
|
2008 |
Specht, Katja |
| Robust prediction of beta
|
2008 |
Genton, Marc G. |
| Testing uncovered interest rate parity and term structure using multivariate threshold cointegration
|
2008 |
Krishnakumar, Jayalakshmi |
| Evolving decision rules to discover patterns in financial data sets
|
2008 |
García-Almanza, Alma Lilia |
| A banking firm model : the role of market, liquidity and credit risks
|
2008 |
González Hermosillo, Brenda |
| Identification of critical nodes and links in financial networks with intermediation and electronic transactions
|
2008 |
Nagurney, Anna |
| An analysis of settlement risk contagion in alternative securities settlement architectures
|
2008 |
Iori, Giulia |
| A stochastic monetary policy interest rate model
|
2008 |
Albanese, Claudio |
| Duali: software for solving stochastic control problems in economics
|
2008 |
Kendrick, David A. |
| Optimal execution of time-constrained portfolio transactions
|
2008 |
AitSahlia, Farid |
| Semidefinite programming approaches for bounding Asian option prices
|
2008 |
Dalakouras, Georgios V. |
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