Titlebook: Mathematical Finance; Workshop of the Math Michael Kohlmann,Shanjian Tang Conference proceedings 2001 Springer Basel AG 2001 Finite.Mathema

弄混

书目名称Mathematical Finance影响因子(影响力)




书目名称Mathematical Finance影响因子(影响力)学科排名




书目名称Mathematical Finance网络公开度




书目名称Mathematical Finance网络公开度学科排名




书目名称Mathematical Finance被引频次




书目名称Mathematical Finance被引频次学科排名




书目名称Mathematical Finance年度引用




书目名称Mathematical Finance年度引用学科排名




书目名称Mathematical Finance读者反馈




书目名称Mathematical Finance读者反馈学科排名

四目在模仿

Demand Heterogeneity and Price Volatility,tion of heterogeneity is connected to the volatility of aggregate excess demand for the risky asset. We also indicate how heterogeneity and volatility in excess demand can be transmitted to that of the risky asset price, possibly providing another framework for modeling asset price volatility and its statistical estimation.

Gossamer

FLIC

Tempor

LUT

Stochastic Volatility and Epsilon-Martingale Decomposition,olatility and the associated market price of risk. For European derivatives it is given by explicit formulas which involve parsimonous parameters directly calibrated from the implied volatility surface. The method presented here is based on a martingale decomposition result which enables us to treat nonMarkovian models as well.

Culpable

Mutual Debts Compensation as Graph Theory Problem, the set of vertices V represents the firms and the set of edges E represents the creditor—debtor relationship. Function y assigns positive value of debt to each of the edges. The role of ministry of finance in mutual debts compensation process is discussed in the article.

平项山

走路左晃右晃

Passport Options Outside the Black Scholes World,re not sufficient. We first consider equity passport options using a stochastic volatility model and second, provide a new class of hedging strategies for commodity producers, using passport options on forward contracts. Both cases are illustrated with numerical results and these are compared to the Black Scholes style world.

Budget