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Quantitative Methods

MoneyScience

Financial Risk Measurement for Financial Risk Management (Visit resource)

MoneyScience yesterday

MoneyScience

Methods for Studying Coincidences (pdf, 1989) (Visit resource)

MoneyScience 4 days ago

MoneyScience

Predicting Financial Distress and the Performance of Distressed Stocks (pdf) (Visit resource)

MoneyScience 59 days ago

Emanuel Derman

When You Cannot Hedge Continuously: The Corrections to Black-Scholes (1998) (Visit resource)

Emanuel Derman 72 days ago

MoneyScience

The Pricing of Options and Corporate Liabilities (pdf, 1973) (Visit resource)

MoneyScience 72 days ago

MoneyScience

On Default Correlation: A Copula Function Approach (2000, pdf) (Visit resource)

MoneyScience 85 days ago

Lisa Borland

Statistical Signatures in Times of Panic: Markets as a Self-Organizing System (Visit resource)

Lisa Borland 99 days ago

MoneyScience

Evolvement of Uniformity and Volatility in the Stressed Global Financial Village (Visit resource)

MoneyScience 105 days ago

MoneyScience

Computing DSGE Models with Recursive Preferences and Stochastic Volatility (Visit resource)

MoneyScience 114 days ago

MoneyScience

Coping with Copulas (pdf) (Visit resource)

MoneyScience 164 days ago

MoneyScience

24 Papers on Copulas (Visit resource)

MoneyScience 164 days ago

MoneyScience

The Devil's Invention: Asymptotic, Superasymptotic and Hyperasymptotic Series (pdf) (Visit resource)

MoneyScience 164 days ago

MoneyScience

Quis Pendit Ipsa Pretia: Facebook Valuation and Diagnostic of a Bubble Based on Nonlinear Demographic Dynamics (Visit resource)

MoneyScience 170 days ago

MoneyScience

Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors (Visit resource)

MoneyScience 171 days ago

MoneyScience

Exact Fit for a Mixture of Two Gaussians - The EF3M Algorithm (Visit resource)

MoneyScience 191 days ago

MoneyScience

Switching processes in financial markets (pdf) (Visit resource)

MoneyScience 192 days ago

MoneyScience

A Short, Comprehensive, Practical Guide to Copulas (Visit resource)

MoneyScience 213 days ago

MoneyScience

Professor Zipf goes to Wall Street (pdf) (Visit resource)

MoneyScience 223 days ago

MoneyScience

Menger 1934 revisited (Visit resource)

MoneyScience 225 days ago

MoneyScience

International Asset Allocation With Regime Shifts (pdf, 2002) (Visit resource)

MoneyScience 239 days ago

MoneyScience

Robust Bayesian Allocation (Visit resource)

MoneyScience 239 days ago

MoneyScience

Optimisation of Conditional Value-at-Risk (pdf, 2000) (Visit resource)

MoneyScience 239 days ago

MoneyScience

Incorporating Estimation Errors into Portfolio Selection: Robust Portfolio Construction (pdf) (Visit resource)

MoneyScience 240 days ago

MoneyScience

Honey, I Shrunk the Sample Covariance Matrix (pdf) (Visit resource)

MoneyScience 240 days ago

MoneyScience

The Impact of Asymmetry on Expected Stock Returns: An Investigation of Alternative Risk Measures (Visit resource)

MoneyScience 247 days ago

MoneyScience

Recent developments in quantitative models of sovereign default (pdf) (Visit resource)

MoneyScience 284 days ago

MoneyScience

Research Note: Manipulating Valid Correlation Matrices (Visit resource)

MoneyScience 318 days ago

MoneyScience

What good is a volatility model? (Visit resource)

MoneyScience 381 days ago

MoneyScience

Risk Management Models: Construction, Testing, Usage (Visit resource)

MoneyScience 384 days ago

MoneyScience

The Limit Order Book: A Survey (Visit resource)

MoneyScience 384 days ago

MoneyScience

Alpha Generation and Risk Smoothing using Volatility of Volatility (Visit resource)

MoneyScience 394 days ago

MoneyScience

Derivative Pricing with Liquidity Risk - Theory and Evidence from the Credit Default Swap Market (Visit resource)

MoneyScience 394 days ago

MoneyScience

How close are the option pricing formulas of Bachelier and Black-Merton-Scholes? (Visit resource)

MoneyScience 404 days ago

MoneyScience

Why We Have Never Used the Black-Scholes-Merton Option Pricing Formula (Visit resource)

MoneyScience 405 days ago

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