Price impacts of imperfect collateralization

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:International journal of financial engineering
1. Verfasser: Shiraya, Kenichiro (VerfasserIn)
Weitere Verfasser: Takahashi, Akihiko (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: March 2016
Schlagworte:
Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
The study of mixed assets allocation based on Black-Litterman model 2021 Lin, Jianwu
Liquidity-free implied volatilities : an approach using conic finance 2021 Michielon, Matteo
Data-driven option pricing using single and multi-asset supervised learning 2021 Goswami, Anindya
Predicting the trend of stock index based on feature engineering and CatBoost model 2021 Xu, Renzhe
An analysis of COVID-19 impacts on S&P 500 and FinTech index 2021 Chan, Calvin
Day-of-the-week effect : a sectoral analysis of Pakistan stock exchange 2021 Naz, Farah
Fintech firms and banks sustainability : why cybersecurity risk matters? 2021 Khakan Najaf
Does financing behavior of SME entrepreneurs of Bangladesh follow capital structure theory? : an investigation into Pecking Order Theory 2021 Ali, Md. Rostam
A theoretical foundation for games of complete/incomplete contracts 2021 Ma, Chenghu
Volatility morphology of asset value and credit spread puzzle 2021 Hu, Xiao
Calibration of the Heston stochastic local volatility model : a finite volume scheme 2021 Engelmann, Bernd
A comparative performance evaluation of banking industry in Bangladesh : CAMEL rating approach 2021 Ali, Md. Rostam
Impact of COVID-19 pandemic on equity-oriented mutual funds : a preliminary analysis of Indian mutual funds industry 2021 Shanmugam, Velmurugan Palaniappan
Occupation times of Lévy processes 2021 Wu, Lan
Predicting economists : generating scenarios for stress testing future loss reserves 2021 Breeden, Joseph L
A federated interpretable scorecard and its application in credit scoring 2021 Zheng, Fanglan
Is the capital floating from Hong Kong to Mainland China smart? 2021 He, Chengying
Fast generation of implied volatility surface : optimize the traditional numerical analysis and machine learning 2021 Yen, Jerome
Stock price prediction based on stock price synchronicity and deep learning 2021 Jing, Nan
Double barrier American put option pricing under uncertain volatility model 2021 Zaineb, El Kharrazi
Alle Artikel auflisten