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JCP
2008
147views more  JCP 2008»
13 years 5 months ago
Analytical Valuation of Contingent Claims by Stochastic Interacting Systems for Stock Market
In the present paper, by applying the theory of stochastic processes and interacting particle systems and models, including stopping time theory and stochastic voter model, we mode...
Jun Wang, Qiuyuan Wang, Jiguang Shao

Lecture Notes
746views
15 years 4 months ago
Martingales, Diffusions and Financial Mathematics
The notes cover several topics such as Measure Theory, Discrete Time Martingales, Discrete Time Option Pricing, Continuous Time, Martingales, Stochastic Integrals, Stochastic Calcu...
A.W. van der Vaart

Lecture Notes
516views
15 years 4 months ago
Financial Economics
These notes cover several topics such as The classic capital asset pricing model, The CAPM in general equilibrium, Infinite horizon economies, Continuous time models, Asset pricing...
Antonio Mele
IJAR
2008
140views more  IJAR 2008»
13 years 4 months ago
Financial risk measurement with imprecise probabilities
Although financial risk measurement is a largely investigated research area, its relationship with imprecise probabilities has been mostly overlooked. However, risk measures can b...
Paolo Vicig
WWW
2003
ACM
14 years 6 months ago
Automatic Summarization for Financial News Delivery on Mobile Devices
Wireless access with mobile devices is a promising addition to the WWW and traditional electronic business. Mobile devices provide convenience and portable access to the huge info...
Christopher C. Yang, Fu Lee Wang