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Lecture Notes
564views
15 years 3 months ago
Empirical Finance
These notes cover several topics such as Predicting Asset Returns, Linear Factor Model, Linear Factor Models in SDF Form, Consumption-Based Asset Pricing, Riskneutral Distributions...
Paul Söderlind
NAA
2000
Springer
131views Mathematics» more  NAA 2000»
13 years 8 months ago
Parallel Monte Carlo Methods for Derivative Security Pricing
Abstract. Monte Carlo (MC) methods have proved to be flexible, robust and very useful techniques in computational finance. Several studies have investigated ways to achieve greater...
Giorgio Pauletto
CHI
2001
ACM
14 years 5 months ago
Empirically validated web page design metrics
A quantitative analysis of a large collection of expert-rated web sites reveals that page-level metrics can accurately predict if a site will be highly rated. The analysis also pr...
Melody Y. Ivory, Rashmi R. Sinha, Marti A. Hearst

Lecture Notes
445views
15 years 3 months ago
Macro 2
These notes cover several topics such as Money Demand (and some Supply), The Price of Money, Derivations of the Pricing Relations, Money and Sticky Prices: A First Look, Money in M...
Paul Söderlind
FINANCECOM
2007
Springer
184views Finance» more  FINANCECOM 2007»
13 years 8 months ago
General Requirements of Banks on IT Architectures and the Service-Oriented Architecture Paradigm
The Service-oriented architecture (SOA) paradigm has been gaining momentum over the last few years. Although the banking industry has often been mentioned as an early adaptor of s...
Stefan Schulte 0002, Nicolas Repp, Julian Eckert, ...