Stochastic investment model

Results: 56



#Item
11Fertility / Human geography / Science / Demographic transition / Total fertility rate / Family economics / Economic inequality / Child mortality / Menopause / Demography / Population / Demographic economics

forthcoming in Journal of Development Economics A Stochastic Model of Mortality, Fertility, and Human Capital Investment ∗

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Source URL: econweb.umd.edu

Language: English - Date: 2003-10-30 13:11:04
12Economics / Finance / Asset allocation / Diversification / Actuary / Financial planner / Financial adviser / Stochastic investment model / Risk / Financial economics / Investment / Actuarial science

A stochastic approach to retirement income planning

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Source URL: www.actuaries.asn.au

Language: English - Date: 2015-04-12 11:05:58
13New classical macroeconomics / Dynamic stochastic general equilibrium / Credit risk / Macroeconomic model / Economic model / Cost of capital / Capital structure / Finance / Macroeconomics / Economics / Corporate finance

The net worth trap: investment and output dynamics in the presence of financing constraints

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Source URL: www.suomenpankki.fi

Language: English - Date: 2014-11-17 08:41:08
14Operations research / Statistical randomness / Investment / Financial risk / Quantitative analyst / Valuation / Stochastic / Financial market / Economic model / Finance / Statistics / Financial economics

UNIVERSITY OF MACAU FACULTY OF BUSINESS ADMINISTRATION ` MANAGING CHINESE COMMODITY FUTURES PORTFOLIO: A STOCHASTIC PROGRAMMING

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Source URL: oaps.umac.mo

Language: English
15Options / Investment / Stochastic volatility / Volatility smile / Implied volatility / Volatility / Heston model / Black–Scholes / Local volatility / Mathematical finance / Financial economics / Finance

TESTING TECHNIQUES FOR ESTIMATING IMPLIED RNDS FROM THE PRICES OF EUROPEAN-STYLE OPTIONS Abstract: This paper examines two approaches to estimating implied risk-neutral probability density functions from the prices of Eu

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:16:57
16National accounts / Economic growth / New classical macroeconomics / Dynamic stochastic general equilibrium / Macroeconomic model / Gross domestic product / Balance of trade / Capital accumulation / General equilibrium theory / Economics / Macroeconomics / Economic theories

The Sources of Fluctuations in Residential Investment: A View from a Policy-Oriented DSGE Model of the U.S. Economy ∗ Rochelle M. Edge, Michael T. Kiley,† and Jean-Philippe Laforte Division of Research and Statistics

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Source URL: www.rba.gov.au

Language: English - Date: 2011-12-28 18:25:42
17Dynamic stochastic general equilibrium / Financial intermediary / Macroeconomic model / Finance / Derivative / Investment / Macroeconomics / Economics / Financial services

Endogenous risk in a DSGE model with capital-constrained financial intermediaries Working Paper Research by H. Dewachter and R. Wouters

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Source URL: www.nbb.be

Language: English - Date: 2012-10-09 08:22:49
18Investment / Stochastic volatility / Volatility / Technical analysis / Stochastic / Chartism / Option / Markov chain / Financial economics / Mathematical finance / Finance

Why a Simple Herding Model May Generate the Stylized Facts of Daily Returns: Explanation and Estimation Reiner Franke and Frank Westerhoff

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Source URL: www.uni-bamberg.de

Language: English - Date: 2011-12-12 04:38:37
19Finance / Investment / Stochastic volatility / Constant elasticity of variance model / Local volatility / Volatility / Implied volatility / Black–Scholes / Volatility smile / Mathematical finance / Financial economics / Options

Introduction Stochastic Volatility CEV Numerical Implementation

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-25 08:40:48
20Investment / Heston model / Volatility / Hull–White model / Stochastic volatility / Implied volatility / Black–Scholes / Model theory / Mathematical finance / Financial economics / Finance

An Equity-Interest Rate Hybrid Model with Stochastic Volatility and the Interest Rate Smile

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-18 18:46:28
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