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abelikoff library [20 articles]

Статьи, недавно добавленные в библиотеку abelikoff .
  • An Introduction To Malliavin Calculus With Applications To Economics
    by Bernt Øksendal
    posted to finmath malliavin-calculus by abelikoff on 2008-02-18 20:28:14 as ** along with 1 person alexv
  • A study on scripting language APIs
    by Hisham Muhammad
    posted to c extension-languages python scripting-languages tcl by abelikoff on 2008-02-08 19:07:27 as ***
  • C APIs in Extension and Extensible Languages
    Journal of Universal Computer Science, Vol. 13, No. 6.
    by Hisham Muhammad, Roberto Ierusalimschy
    posted to c extension-languages lua scripting-languages by abelikoff on 2008-02-08 19:04:05 as ***
  • Data-Snooping Biases in Tests of Financial Asset Pricing Models
    by Andrew W Lo, Craig A Mackinlay
    posted to finance statistics time-series by abelikoff on 2007-12-16 03:54:37 as ** along with 1 person alexv
  • Analysis of time series subject to changes in regime
    Journal of Econometrics, Vol. 45, No. 1-2. ( 1990), pp. 39-70.
    by James D Hamilton
    posted to mathematics statistics time-series by abelikoff on 2007-12-16 03:54:11 as ** along with 1 person alexv
  • A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
    Econometrica, Vol. 57, No. 2. (1989), pp. 357-384.
    by James D Hamilton
    posted to finance finmath time-series by abelikoff on 2007-12-13 12:08:58 as ** along with 2 people abrentnall alexv
  • Predictability of Interest Rates and Interest-Rate Portfolios by Turan Bali, Massoud Heidari, Liuren Wu
    SSRN eLibrary (2006)
    by Turan Bali, Massoud Heidari, Liuren Wu
    posted to finmath fixed-income interest-rates by abelikoff on 2007-09-23 05:40:14 as ** along with 1 person alexv
  • Affine processes and applications in finance
    The Annals of Applied Probability, Vol. 13, No. 3. (2003), pp. 984-1053.
    by D Duffie, D Filipović, W Schachermayer
    posted to finmath fixed-income interest-rates by abelikoff on 2007-09-23 05:35:26 as ** along with 1 person alexv
  • Numerical Procedures for Implementing Term Structure Models II: Two-Factor Models
    Journal of Derivatives, Vol. 2, No. 2. (Winter 1994), pp. 37-48.
    by J Hull, A White
    posted to interest-rates by abelikoff on 2007-09-23 05:29:35 as ** along with 3 people joeionnojitsu danfcook alexv
  • A Geometric View of Interest Rate Theory
    by Tomas Bjork
    posted to finmath interest-rates mathematics by abelikoff on 2007-08-08 22:16:55 as ** along with 1 person alexv
  • Valuing American options by simulation: a simple least-squares approach
    Review of Financial Studies
    by Longstaff, Schwartz
    posted to derivatives finmath monte-carlo options by abelikoff on 2007-08-05 22:57:34 as ** along with 2 people alexv kenjimyzk
  • Kalman Filtering and Neural Networks
    (2001)
    by Eric Wan, Rudolph van der Merwe
    edited by S Haykin
    posted to no-tag by abelikoff on 2007-08-05 22:56:52 as ** along with 1 person alexv
  • Sigma-Point Kalman Filters for Probabilistic Inference in Dynamic State-Space Models
    (2003)
    by R van der Merwe
    posted to no-tag by abelikoff on 2007-08-05 22:56:34 as ** along with 1 person alexv
  • The Scaled Unscented Transformation
    American Control Conference
    by Simon Julier
    posted to no-tag by abelikoff on 2007-08-05 22:56:23 as ** along with 1 person alexv
  • The Unscented Kalman Filter
    (2001)
    by E Wan, R van der Merwe
    edited by S Haykin
    posted to no-tag by abelikoff on 2007-08-05 22:56:11 as ** along with 1 person alexv
  • Nonlinear estimation and modeling of noisy time-series by dual Kalman filtering methods
    by Alex Nelson
    posted to no-tag by abelikoff on 2007-08-05 22:55:29 as ** along with 1 person alexv
  • Effective and Empirical Durations of Mortgage Securities
    The Journal of Fixed Income (March 1997)
    by Lakhbir Hayre, Hubert Chang
    posted to convexity duration finance fixed-income mbs by abelikoff on 2007-07-09 04:31:37 as read
  • The Landscape of Parallel Computing Research: A View from Berkeley
    by Krste Asanovic, Ras Bodik, Bryan C Catanzaro
    posted to computing numerical parallel by abelikoff on 2007-02-21 18:22:01 as read along with 1 person teikan
  • Pricing the Smile in a Forward LIBOR Market Model
    by Fabio Mercurio
    posted to mathematics interest-rates finmath finance by abelikoff on 2007-01-31 19:48:33 as **
  • A Stochastic Volatility Forward Libor Model with a Term Structure of Volatility Smiles
    by Vladimir Piterbarg
    posted to finmath by abelikoff on 2007-01-19 20:08:30 as ** along with 1 person alexv
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