Financial Correlations - PDFSEARCH.IO - Document Search Engine

Financial Correlations
Results: 66

#	Item
61	Factor Models & Credit Options Brian K. Boonstra Bank One Factor Models: Motivation Want to measure properties of a portfolio Add to Reading List Source URL: public.boonstra.org Language: English - Date: 2004-06-18 02:41:09 Standard deviation G factor Financial Correlations Statistics Educational psychology Data analysis
62	Asymmetric dynamics in the correlations of global equity and bond returns Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2003-11-28 10:20:06 Statistics Financial risk Econometrics Financial ratios Investment Autoregressive conditional heteroskedasticity Robert F. Engle Beta Volatility Mathematical finance Economics Financial economics
63	Quantifying the Behavior of Stock Correlations Under Market Stress SUBJECT AREAS: STATISTICAL PHYSICS, THERMODYNAMICS AND NONLINEAR DYNAMICS Add to Reading List Source URL: www.nature.com Language: English - Date: 2012-10-18 09:04:29 Economics Mathematical finance Dow Jones Industrial Average Investment Dow Jones & Company DJIA divisor Index cohesive force Volatility Correlation and dependence Statistics Covariance and correlation Financial economics
64	Peter J¨ackela Christian Kahlb Lee Wildc Ioannis Chryssochoosd A default copula in a lattice-based credit model Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2013-10-22 18:20:02 Copula Probability theory Independence Credit default swap Markov chain Financial Correlations Statistics Statistical dependence Actuarial science
65	VALUING CREDIT DEFAULT SWAPS II: MODELING DEFAULT CORRELATIONS Add to Reading List Source URL: www.smartquant.com Language: English - Date: 2010-04-29 04:03:35 Mathematical finance United States housing bubble Financial risk Credit default swap Debt Corporate bond Credit risk Futures contract Risk-neutral measure Financial economics Finance Economics
66	PDF Document Add to Reading List Source URL: alexandria.tue.nl Language: English - Date: 2007-06-11 04:18:05 Copula Correlation and dependence Financial contagion Normal distribution Multivariate normal distribution Joint probability distribution Independence Financial Correlations Statistics Statistical dependence Probability and statistics

UPDATE