Working paper by Philip H. Dybvig and William J. Marshall.
Code and User's Guide for EMM are freely available. Posted versions contain worked examples for est...
A two-factor model using recombining binomial tree. Training, consultancy and resources.
Deals with decision making as it applies to the financial and actuarial fields, including risk asse...
The Society seeks to promote the use of nonlinear methods in economics and finance from both a theo...