Titlebook: Historical Tables 58 BC – AD 1990; S. H. Steinberg Book 1991Latest edition John Paxton 1991 drama.Eastern Europe.edition.Europe.event.hist

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书目名称Historical Tables 58 BC – AD 1990影响因子(影响力)




书目名称Historical Tables 58 BC – AD 1990影响因子(影响力)学科排名




书目名称Historical Tables 58 BC – AD 1990网络公开度




书目名称Historical Tables 58 BC – AD 1990网络公开度学科排名




书目名称Historical Tables 58 BC – AD 1990被引频次




书目名称Historical Tables 58 BC – AD 1990被引频次学科排名




书目名称Historical Tables 58 BC – AD 1990年度引用




书目名称Historical Tables 58 BC – AD 1990年度引用学科排名




书目名称Historical Tables 58 BC – AD 1990读者反馈




书目名称Historical Tables 58 BC – AD 1990读者反馈学科排名

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S. H. Steinbergmarket. Based on available data on electricity derivatives we focus our attention on the valuation of short-term electricity forwards. First, we investigate the more mature futures markets contracted on established commodity underlyings and describe proposed pricing models for traditional commodity

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building an empirical model that comes close to the theoretical model properties we basically distinguish two approaches in the literature: The time-series and the cross-section approaches.. Both methods are easy to implement, but suffer from the fact that they only use part of the available informa

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that financial asset prices are instantly adjusted at each mo­ ment in time in order not to allow an arbitrage opportunity. Here an arbitrage opportunity is an opportunity to have a portfolio of value aat an initial time lead to a positive terminal value with probability 1 (equivalently, at no risk), with mon978-1-4613-4849-8978-1-4419-9230-7

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S. H. Steinbergtricity prices. In chapter 16 we present an empirical adaptation of the theoretical pricing model in state space form. Using maximum likelihood estimation based on extended Kalman filtering we report empirical results on electricity data from the largely deregulated Californian electricity market. I

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aneously. These new attempts of integrating the dynamic properties of the term structure models with their cross-sectional implications using interest rate data of different maturities stem from some general problems and shortcomings when estimating term structure models.

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n takes the tables up to the end of 1990 and so records all the dramatic events occurring in Eastern Europe at the end of the decade. An important new feature is that an index has been provided thus enhancing this essential reference tool.978-1-349-12748-1978-1-349-12746-7

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