勤劳 发表于 2025-3-28 15:21:49
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n can be downloaded for free via attached registration card..Applied Quantitative Finance. presents solutions, theoretical developments and method proliferation for many practical problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected iCriteria 发表于 2025-3-28 23:03:25
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Applications of Copulas for the Calculation of Value-at-Risknt risk factors is defined by the correlation between those factors. It is shown in Em-brechts, McNeil and Straumann (1999) that the concept of correlation entails several pitfalls. The authors therefore propose the use of . to quantify dependence.财主 发表于 2025-3-29 15:48:58
A simple state space model of house pricesedit from commercial banks and therefore influence her consumption and savings decisions and opportunities. The behavior of house prices is therefore of central interest for (potential) house buyers, sellers, developers of new houses, banks, policy makers or, in short, the general public.Occupation 发表于 2025-3-29 20:46:22
Locally time homogeneous time series modelingell fitted by a regression, an autoregression or even by a constant in an unknown interval. The main problem is then to detect the time interval where the model approximately holds. We call such an interval: .Grievance 发表于 2025-3-30 03:20:58
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