1
-
2
of
2
results (0.39 seconds)
Sort By:
-
Modeling Capital Market with Financial Signal Processing
Market Uncertainty and Volatility – Formatting Dynamic Strategies into Strategic Curves: Adaptive Futures ... 1). static regression Si = Γ(Ri-L+1, …, Ri) dynamic auto-regression Ri+1 = ri + µ(Ri-L+1, …, Ri) + ...- Authors: Jenher Jeng
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Economics>Financial markets; Modeling & Statistical Methods>Stochastic models
-
Interaction of Market and Credit Risk: An Analysis of Inter-Risk Correlation and Risk Aggregation
Interaction of Market and Credit Risk: An Analysis of Inter-Risk Correlation and Risk Aggregation ... of Risk-Adjusted Return on Capital Framework.” Dynamic Financial Analysis Discussion Paper, CAS Forum ...- Authors: Klaus Bocker, Martin Hillebrand
- Date: Apr 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial markets; Enterprise Risk Management>Financial management