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重庆理工大学经济与贸易学院国际金融英文课件Chapter9 The Monetary Approach to Balance-of-Payments and Exchange-Rate Determination
重庆理工大学经济与贸易学院 国际金融 英文 课件 Chapter9 The Monetary Approach to Balance-of-Payments and Exchange-Rate Determination
2015/10/13
重庆理工大学经济与贸易学院国际金融英文课件Chapter9 The Monetary Approach to Balance-of-Payments and Exchange-Rate Determination。
A Unified Approach to Validating Univariate and Multivariate Conditional Distribution Models in Time Series
Diagnostic procedure Empirical distribution function Frequency domain Generalized Cramer-von Mises test Kernel method Non-Markovian process Time series conditional distribution
2011/4/2
Modeling conditional distributions in time series has attracted increasing attention in economics and finance. We develop a new class of generalized Cramer-von Mises (GCM) specification tests for time...
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
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...
We study the point of transition between complete and incomplete financial models thanks to Dirichlet Forms methods. We apply recent techniques, developped by Bouleau, to hedging procedures in order ...
In the last year and a half the world has witnessed a remarkable reduction inthe valuation of asset prices in developing countries. Measured in dollars, stockvalues declined by roughly 30 percent in r...
CCER-NBER Annual MeetingThe World Bank´s Approach and the Right Approach to Pension Reform
2008/1/17
Introduction In the last year and a half the world has witnessed a remarkable reduction in the valuation of asset prices in developing countries. Measured in dollars, stock values declined by roughly ...