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Mathematical Economics and Financial Mathematics - Musharof Chy

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Sidebar on Black-Scholes for Risk Management

Working paper by Philip H. Dybvig and William J. Marshall.

813 visualizações
25 de jan. de 2025

Software for EMM (Efficient Method of Moments)

Code and User's Guide for EMM are freely available. Posted versions contain worked examples for est...

965 visualizações
25 de jan. de 2025

Libor Market Model : A New Approach

A two-factor model using recombining binomial tree. Training, consultancy and resources.

717 visualizações
25 de jan. de 2025

Risk Theory by Arcady Novosyolov

Deals with decision making as it applies to the financial and actuarial fields, including risk asse...

535 visualizações
25 de jan. de 2025

Society for Nonlinear Dynamics and Econometrics

The Society seeks to promote the use of nonlinear methods in economics and finance from both a theo...

726 visualizações
25 de jan. de 2025