applications in quantitative finance

Tài liệu Implementing Models in Quantitative Finance: Methods and Cases docx

Tài liệu Implementing Models in Quantitative Finance: Methods and Cases docx

... Springer Finance Springer Finance is a programme of books aimed at students, academics and practitioners working on increasingly technical approaches to the analysis ... the courses “Numerical Methods in Finance and “Exotic Derivatives” offered by the authors at Bocconi University within the Master in Quantitative Finance and Insurance program (from 2000–2001 ... corresponding to splitting the interval [−6, 10] into N = 100 bins We have performed the same analysis under thinner refinements, that is N = 200 and N = 300 In general, error numbers increase by refining...

Ngày tải lên: 19/02/2014, 13:20

618 422 0
Implementing Models in Quantitative Finance: Methods and Cases ppt

Implementing Models in Quantitative Finance: Methods and Cases ppt

... Springer Finance Springer Finance is a programme of books aimed at students, academics and practitioners working on increasingly technical approaches to the analysis ... the courses “Numerical Methods in Finance and “Exotic Derivatives” offered by the authors at Bocconi University within the Master in Quantitative Finance and Insurance program (from 2000–2001 ... corresponding to splitting the interval [−6, 10] into N = 100 bins We have performed the same analysis under thinner refinements, that is N = 200 and N = 300 In general, error numbers increase by refining...

Ngày tải lên: 08/03/2014, 23:20

618 461 0
Tài liệu ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE AND ACCOUNTING Essays in Microstructure in Honor of David K. Whitcomb Volume 3 ppt

Tài liệu ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE AND ACCOUNTING Essays in Microstructure in Honor of David K. Whitcomb Volume 3 ppt

... ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE AND ACCOUNTING Essays in Microstructure in Honor of David K Whitcomb Volume This page intentionally left blank ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE ... Journal of Finance, The Journal of Banking and Finance, The Journal of Finance, The Journal of Financial Economics, The Journal of Financial & Quantitative Analysis, The Journal of Industrial ... Volume Advances in Quantitative Analysis of Finance and Accounting is an annual publication designed to disseminate developments in the quantitative analysis of finance and accounting The publication...

Ngày tải lên: 19/02/2014, 13:20

269 1,1K 0
Simulation and Monte Carlo With applications in finance and MCMC pdf

Simulation and Monte Carlo With applications in finance and MCMC pdf

... methods Dating from the 1940s, these methods were used to evaluate definite multiple integrals in mathematical physics There is now a resurgence of interest in such methods, particularly in finance ... estimate is required Finding the optimal K involves determining E X K + − E X K with some precision We can reduce the sampling variation in our estimate of this by inducing positive correlation ... (binary), or X8 = 11 (decimal) To obtain R8 we divide by 16 In binary, this is done by moving the binary point four bits to the left, giving (0.1011) or 2−1 + 2−3 + 2−4 = 11/16 By manipulating...

Ngày tải lên: 07/03/2014, 15:20

349 4,2K 0
Excel Add-in Development in C/C++: Applications in Finance potx

Excel Add-in Development in C/C++: Applications in Finance potx

... Excel Add -in Development in C/C++ Applications in Finance Steve Dalton Excel Add -in Development in C/C++ Wiley Finance Series For other titles in the Wiley Finance Series please see ... Add -in Manager do? 5.2.1 Loading and unloading installed add-ins 5.2.2 Active and inactive add-ins 5.2.3 Deleted add-ins and loading of inactivate add-ins 5.3 Creating an XLL: The xlAuto interface ... C++ 9.5.1 Initialising and un-initialising COM 9.5.2 Getting Excel to recalculate worksheets using COM 9.5.3 Calling user-defined commands using COM 9.5.4 Calling user-defined functions using COM...

Ngày tải lên: 17/03/2014, 13:20

425 385 0
ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE AND ACCOUNTING Volume 4 doc

ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE AND ACCOUNTING Volume 4 doc

... developments in the quantitative analysis of finance and accounting The publication is a forum for statistical and quantitative analyses of issues in finance and accounting as well as applications of quantitative ... problems in financial management, financial accounting, and business management The objective is to promote interaction between academic research in finance and accounting and applied research in the ... ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE AND ACCOUNTING Advances in Quantitative Analysis of Finance and Accounting Editorial Board Cheng F Lee Mike J Alderson...

Ngày tải lên: 23/03/2014, 12:20

376 559 3
ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE AND ACCOUNTING Volume 5 potx

ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE AND ACCOUNTING Volume 5 potx

... ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE AND Accounting June 8, 2007 3:16 spi-b483 Advances in Quantitative Analysis of Finance and Accounting: Vol.5 Advances in Quantitative Analysis of Finance ... enquiries@stallionpress.com Printed in Singapore June 28, 2007 8:15 spi-b483 Advances in Quantitative Analysis of Finance and Accounting: Vol.5 Preface Advances in Quantitative Analysis of Finance and Accounting is ... Advances in Quantitative Analysis of Finance and Accounting: Vol.5 This page intentionally left blank FM June 28, 2007 8:15 spi-b483 Advances in Quantitative Analysis of Finance and Accounting: Vol.5...

Ngày tải lên: 23/03/2014, 12:20

345 704 1
ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE AND ACCOUNTING Volume 6 pot

ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE AND ACCOUNTING Volume 6 pot

... ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE AND ACCOUNTING vOLUME 6741 tp.indd 2/1/08 9:14:26 AM This page intentionally left blank ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE AND ACCOUNTING Volume ... Advances in Quantitative Analysis of Finance and Accounting: Vol.6 viii Contents Chapter Chapter Determinants of Winner–Loser Effects in National Stock Markets Ming-Shiun Pan Earnings Management in ... Advances in Quantitative Analysis of Finance and Accounting: Vol.6 This page intentionally left blank ch01 February 18, 2008 16:13 spi-b567 Advances in Quantitative Analysis of Finance and Accounting:...

Ngày tải lên: 23/03/2014, 12:20

270 374 1
w