Needlework
发表于 2025-3-25 04:07:56
http://reply.papertrans.cn/24/2371/237037/237037_21.png
气候
发表于 2025-3-25 08:14:08
http://reply.papertrans.cn/24/2371/237037/237037_22.png
QUAIL
发表于 2025-3-25 14:18:28
Reduced Form Credit Risk Models. This model assumes that all of the assets of the firm trade, an unrealistic assumption. Consequently, this model is best used for conceptual understanding (see Jarrow (Financ Res Lett 8:2–7, 2011) for a detailed discussion). Merton’s structural model was studied in Sect. . of Chap. .. The second i
Insatiable
发表于 2025-3-25 17:07:27
http://reply.papertrans.cn/24/2371/237037/237037_24.png
Soliloquy
发表于 2025-3-25 21:57:06
A Representative Trader Economyypothetical individual whose trades, in a sense to be made precise below, reflect the aggregate trades of all individuals in the economy. A representative trader is defined by her beliefs, utility function, and endowments, which are constructed by aggregating the beliefs, utility functions, and endo
Facilities
发表于 2025-3-26 00:58:42
Characterizing the Equilibriumers having preferences only over terminal wealth. The last section in this chapter discusses the necessary changes needed to include intermediate consumption. The key result in this chapter is a characterization of the equilibrium supermartingale deflator as a function of the economy’s primitives: b
Provenance
发表于 2025-3-26 08:08:30
http://reply.papertrans.cn/24/2371/237037/237037_27.png
政府
发表于 2025-3-26 12:06:26
https://doi.org/10.1007/978-3-030-74410-6Asset Pricing Theory; Continuous-Time Asset Pricing; Portfolio Optimization; Arbitrage Pricing; Martinga
惰性气体
发表于 2025-3-26 13:34:18
http://reply.papertrans.cn/24/2371/237037/237037_29.png
Common-Migraine
发表于 2025-3-26 20:37:44
Robert A. JarrowCreates the foundation for the use of machine learning and high dimensional statistics in multi-factor models.Offers a deeper understanding of asset price bubbles.Sequentially studies arbitrage pricin