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Lecture Notes
516views
16 years 9 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
SIAMSC
2008
99views more  SIAMSC 2008»
14 years 10 months ago
Monte Carlo Greeks for Financial Products via Approximative Transition Densities
In this paper we introduce efficient Monte Carlo estimators for the valuation of high-dimensional derivatives and their sensitivities ("Greeks"). These estimators are ba...
Jörg Kampen, Anastasia Kolodko, John Schoenma...
ASIACRYPT
2003
Springer
15 years 3 months ago
Sequential Key Derivation Patterns for Broadcast Encryption and Key Predistribution Schemes
Abstract. We study two closely related primitives: Broadcast Encryption and Key Predistribution Schemes (KPS). Broadcast Encryption allows a broadcaster to broadcast an encrypted m...
Nuttapong Attrapadung, Kazukuni Kobara, Hideki Ima...
OTM
2004
Springer
15 years 3 months ago
Engineering an Ontology of Financial Securities Fraud
Abstract. This paper discusses the approach of ontology-based knowledge engineering in FF POIROT, a project to explore the use of ontology technology in information systems against...
Gang Zhao, John Kingston, Koen Kerremans, Frederic...
ECIS
2004
14 years 11 months ago
A strategy modelling technique for financial services
Strategy planning processes often suffer from a lack of conceptual models that can be used to represent business strategies in a structured and standardized form. If natural langu...
Bernd Heinrich, Robert Winter