81 search results - page 12 / 17 » Pseudorandom Financial Derivatives |
90
Voted
CSDA
2010
15 years 15 days ago
2010
The Gaussian kernel density estimator is known to have substantial problems for bounded random variables with high density at the boundaries. For i.i.d. data several solutions hav...
96
Voted
EOR
2010
15 years 14 days ago
2010
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
82
Voted
CORR
2006
Springer
15 years 13 days ago
2006
Springer
We present a simple dynamic equilibrium model for an online exchange where both buyers and sellers arrive according to a exogenously defined stochastic process. The structure of t...
IOR
2008
15 years 12 days ago
2008
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
93
Voted
IJWBC
2007
15 years 9 days ago
2007
: As the knowledge drain in virtual organisations is much more significant than in traditional companies, an ‘experience gap’ between virtual corporations and traditional organ...