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The top documents of mirando93

A Pedants Approach to Exponential Smoothing
A Pedants Approach to Exponential Smoothing
15 views
Gibbs Sampling for the Uninitiated
Gibbs Sampling for the Uninitiated
27 views
Stochastic Proportional Dividends
Stochastic Proportional Dividends
136 views
Show
Show
365 views
Maximum likelihood estimation of time series models: the Kalman lter and beyond
Maximum likelihood estimation of time series models: the Kalman lter and beyond
44 views
The Role of Interest Rates in Influencing Long-Run Homeownership Rates
The Role of Interest Rates in Influencing Long-Run Homeownership Rates
4 views
Human Capital as an Asset Class Implications From a General Equilibrium Model
Human Capital as an Asset Class Implications From a General Equilibrium Model
216 views
Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics
Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics
14 views
Pastor Stambaugh
Pastor Stambaugh
24 views
Empirical likelihood estimation of interest rate diusion model
Empirical likelihood estimation of interest rate diusion model
221 views
Building the Next Silicon Valley
Building the Next Silicon Valley
217 views
The Role of Jumps in Foreign Exchange Rates
The Role of Jumps in Foreign Exchange Rates
222 views
Innovation and the Financial Guillotine
Innovation and the Financial Guillotine
222 views
PRICING POWER DERIVATIVES: A TWO-FACTOR JUMP-DIFFUSION APPROACH
PRICING POWER DERIVATIVES: A TWO-FACTOR JUMP-DIFFUSION APPROACH
217 views
Animal Spirits, Heterogeneous Expectations and the Ampli_cation and Duration of Crises
Animal Spirits, Heterogeneous Expectations and the Ampli_cation and Duration of Crises
213 views
Closed-form solutions for options in incomplete markets
Closed-form solutions for options in incomplete markets
226 views
Policy Options for State Pensions Systems and Their Impact on Plan Liabilities
Policy Options for State Pensions Systems and Their Impact on Plan Liabilities
9 views
The Demographics of Innovation and Asset Returns
The Demographics of Innovation and Asset Returns
222 views
A Contingent Claim Analysis of Suicide
A Contingent Claim Analysis of Suicide
10 views
Testing Option Pricing Models with Stochastic Volatility, Random Jump and Stochastic Interest Rate
Testing Option Pricing Models with Stochastic Volatility, Random Jump and Stochastic Interest Rate
221 views