2

A9RBFCF - Economía Uniandes · Mikosch, T., Elementary Stochastic Calculus with Finance in View. World Scientific., 1998. Pliska, S.R., Introduction to Mathematical Finance. Discrete

Download PDF Report

Upload
vudieu
View
229
Download
1

Embed Size (px)

Citation preview

Page 1: A9RBFCF - Economía Uniandes · Mikosch, T., Elementary Stochastic Calculus with Finance in View. World Scientific., 1998. Pliska, S.R., Introduction to Mathematical Finance. Discrete

Page 2: A9RBFCF - Economía Uniandes · Mikosch, T., Elementary Stochastic Calculus with Finance in View. World Scientific., 1998. Pliska, S.R., Introduction to Mathematical Finance. Discrete

pliska/Pliska-05/Pliska-05-1983-009-013.pdf · CHMMeTPHt1HOe 06'reKaHHe KpyroBoro UHaHHAPa c EHXPBMH 3a HRM. TpaeKTopHH BHxpeiå H C011POTHB.rreHHe UHJIHHAPa. — ,aoxnaðu AH CCCP,

pliska/Pliska-05/Pliska-05-1983-009-013.pdf · CHMMeTPHt1HOe 06'reKaHHe KpyroBoro UHaHHAPa c EHXPBMH 3a HRM. TpaeKTopHH BHxpeiå H C011POTHB.rreHHe UHJIHHAPa. — ,aoxnaðu AH CCCP,

Documents

Pliska - Introduction to Mathematical Finance

Pliska - Introduction to Mathematical Finance

Documents

$Pliska Stud. Math. Bulgar.pliska/Pliska-18/Pliska-18-2007-019-040.pdf · In Winnicki (1988) it is noted that in the supercritical case men is a more e cient estimator than mn in the$

Pliska Stud. Math. Bulgar.pliska/Pliska-18/Pliska-18-2007-019-040.pdf · In Winnicki (1988) it is noted that in the supercritical case men is a more e cient estimator than mn in the

Documents

Functional large deviations for multivariate regularly varying …web.math.ku.dk/~mikosch/Preprint/Deviation/AAP0126.pdf · 2011-10-23 · FUNCTIONAL LARGE DEVIATIONS 2653 Motivated

Functional large deviations for multivariate regularly varying …web.math.ku.dk/~mikosch/Preprint/Deviation/AAP0126.pdf · 2011-10-23 · FUNCTIONAL LARGE DEVIATIONS 2653 Motivated

Documents

Cálculo Estocástico - IME-USPdreifus/CEF/CEF.pdf · 2010-12-16 · Mikosch T., Elementary Stochastic Calculus With Finance in View 1 Probabilidade, Processo Estocástico, Martingale

Cálculo Estocástico - IME-USPdreifus/CEF/CEF.pdf · 2010-12-16 · Mikosch T., Elementary Stochastic Calculus With Finance in View 1 Probabilidade, Processo Estocástico, Martingale

Documents

PARC EOLIEN DU MOLLENDRUZ: UN PARC BIEN INTEGRE DANS SON ENVIRONNEMENT Dr. Anne-Claire Pliska Directrice suppléante Energie Naturelle Mollendruz SA

PARC EOLIEN DU MOLLENDRUZ: UN PARC BIEN INTEGRE DANS SON ENVIRONNEMENT Dr. Anne-Claire Pliska Directrice suppléante Energie Naturelle Mollendruz SA

Documents

Risk sensitive asset allocation - NYUpages.stern.nyu.edu/~dbackus/Exotic/1Robustness... · Risk sensitive asset allocation Tomasz R. Bielecki!,*, Stanley R. Pliska", Michael Sherris#!Department

Risk sensitive asset allocation - NYUpages.stern.nyu.edu/~dbackus/Exotic/1Robustness... · Risk sensitive asset allocation Tomasz R. Bielecki!,*, Stanley R. Pliska", Michael Sherris#!Department

Documents

Stochastic Integral Equations without Probability · Stochastic integral equations without probability Citation for published version (APA): Mikosch, T., & Norvaisa, R. (2000). Stochastic

Stochastic Integral Equations without Probability · Stochastic integral equations without probability Citation for published version (APA): Mikosch, T., & Norvaisa, R. (2000). Stochastic

Documents

Applications of Distance Correlation to Time Seriesweb.math.ku.dk/~mikosch/Preprint/Bernoulli17/DistCor...In time series analysis, modeling serial dependence is typically the overriding

Applications of Distance Correlation to Time Seriesweb.math.ku.dk/~mikosch/Preprint/Bernoulli17/DistCor...In time series analysis, modeling serial dependence is typically the overriding

Documents

$Pliska Stud. Math. Bulgar.pliska/Pliska-18/Pliska-18-2007-157-164.pdf · 158 E. Kamenov We shall introduce the uniform probability measure P on the set of all par-titions of n, assuming$

Pliska Stud. Math. Bulgar.pliska/Pliska-18/Pliska-18-2007-157-164.pdf · 158 E. Kamenov We shall introduce the uniform probability measure P on the set of all par-titions of n, assuming

Documents

MODELING TELETRAFFIC ARRIVALS BY A POISSON CLUSTERweb.math.ku.dk/~mikosch/Preprint/Tele/cluster.pdf · modeling teletraffic arrivals by a poisson cluster processy gilles fay, barbara

MODELING TELETRAFFIC ARRIVALS BY A POISSON CLUSTERweb.math.ku.dk/~mikosch/Preprint/Tele/cluster.pdf · modeling teletraffic arrivals by a poisson cluster processy gilles fay, barbara

Documents

REGULARLY VARYING FUNCTIONS Anders Hedegaard Jessen …web.math.ku.dk/~mikosch/Preprint/Anders/n094p171.pdf · REGULARLY VARYING FUNCTIONS Anders Hedegaard Jessen and Thomas Mikosch

REGULARLY VARYING FUNCTIONS Anders Hedegaard Jessen …web.math.ku.dk/~mikosch/Preprint/Anders/n094p171.pdf · REGULARLY VARYING FUNCTIONS Anders Hedegaard Jessen and Thomas Mikosch

Documents

Into the Tails of Risk: An Intervention into the Process ...€¦ · 8 See Paul Embrechts, Claudia Klüppelberg, and Thomas Mikosch, Modelling Extremal Events for Insurance and Finance

Into the Tails of Risk: An Intervention into the Process ...€¦ · 8 See Paul Embrechts, Claudia Klüppelberg, and Thomas Mikosch, Modelling Extremal Events for Insurance and Finance

Documents

Best Practices in Vocabulary Instruction: Modified Self-Selected Vocabulary in Action Wendy Otto Pliska, Hamilton School District wendy_otto_pliska@yahoo.com

Best Practices in Vocabulary Instruction: Modified Self-Selected Vocabulary in Action Wendy Otto Pliska, Hamilton School District [email protected]

Documents

Regularly varying functionsweb.math.ku.dk/~mikosch/Preprint/Anders/jessen_mikosch.pdf · larly varying random walk (e.g. ruin probabilities) and heavy-tailed large deviation results,

Regularly varying functionsweb.math.ku.dk/~mikosch/Preprint/Anders/jessen_mikosch.pdf · larly varying random walk (e.g. ruin probabilities) and heavy-tailed large deviation results,

Documents

Springer Series in Operations Researchie.sharif.ir/~sp/[John_R._Birge,_François_Louveaux... · Thomas V. Mikosch University of Copenhagen Laboratory of Actuarial Mathematics DK-1017

Springer Series in Operations Researchie.sharif.ir/~sp/[John_R._Birge,_François_Louveaux... · Thomas V. Mikosch University of Copenhagen Laboratory of Actuarial Mathematics DK-1017

Documents

Mikosch T. Elementary Stochastic Calculus With Finance in View

Mikosch T. Elementary Stochastic Calculus With Finance in View

Documents

СОДЕРЖАНИЕ К80-ЛЕТИЮВ.В.ПЕТРОВАweb.math.ku.dk/~mikosch/Preprint/Petrov/mikosch.pdf · УДК519.2 ВестникСПбГУ.Сер.1.2011.Вып.2 LARGEDEVIATIONSFORMINKOWSKISUMS

СОДЕРЖАНИЕ К80-ЛЕТИЮВ.В.ПЕТРОВАweb.math.ku.dk/~mikosch/Preprint/Petrov/mikosch.pdf · УДК519.2 ВестникСПбГУ.Сер.1.2011.Вып.2 LARGEDEVIATIONSFORMINKOWSKISUMS

Documents

“WAN PLISKA SIRPI KUM BAKUSA, WAN MORAVIAN PRIASKA …

“WAN PLISKA SIRPI KUM BAKUSA, WAN MORAVIAN PRIASKA …

Documents

Thomas Mikosch Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science & Applied Probability, Vol 6) 1999

Thomas Mikosch Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science & Applied Probability, Vol 6) 1999

Documents

Pliska Stud. Math. Bulgar.pliska/Pliska-17/Pliska-17-2005-137-146.pdfthe following aspects: to evaluate the risk of ML-forecasting for vector autore-gressive time series under di erent

Pliska Stud. Math. Bulgar.pliska/Pliska-17/Pliska-17-2005-137-146.pdfthe following aspects: to evaluate the risk of ML-forecasting for vector autore-gressive time series under di erent

Documents

August 11, 2015 Ellen Pliska, MHS, CPH Family and Child Health Director ASTHO Health Equity and Preterm Birth

August 11, 2015 Ellen Pliska, MHS, CPH Family and Child Health Director ASTHO Health Equity and Preterm Birth

Documents

TOWARDS ESTIMATING EXTREMAL SERIAL DEPENDENCE VIA THE BOOTSTRAPPED EXTREMOGRAMweb.math.ku.dk/~mikosch/Preprint/JEcon12/DavisMikosch... · 2012-05-07 · In this paper, we adopt the

TOWARDS ESTIMATING EXTREMAL SERIAL DEPENDENCE VIA THE BOOTSTRAPPED EXTREMOGRAMweb.math.ku.dk/~mikosch/Preprint/JEcon12/DavisMikosch... · 2012-05-07 · In this paper, we adopt the

Documents

Kinderaugen & Lernen - schularzt.at · Kinderaugen & Lernen Hildegard Gruber, Margit Mikosch Lernschwäche durch Fehlfunktionen der Augen Fotolia Logo ÖOG

Documents

Prof. Maurizio Pratelli - unipi.itpeople.dm.unipi.it/trevisan/didattica/2015-2016/sanminiato/lezione10… · T. Mikosch,Elementary Stochastic Calculus, with Finance in View, Advanced

Prof. Maurizio Pratelli - unipi.itpeople.dm.unipi.it/trevisan/didattica/2015-2016/sanminiato/lezione10… · T. Mikosch,Elementary Stochastic Calculus, with Finance in View, Advanced

Documents

pliska/Pliska-04/Pliska-04-1981-003-009.pdfTOMA V. TONEV The generalized analytic functions of Aren s -Singer [Il on special groups are de- fined in another way, namely as the elements

pliska/Pliska-04/Pliska-04-1981-003-009.pdfTOMA V. TONEV The generalized analytic functions of Aren s -Singer [Il on special groups are de- fined in another way, namely as the elements

Documents

Bulgarie: trois capitales anciennes: Pliska, Preslav ...unesdoc.unesco.org/images/0004/000459/045971fo.pdf · des trois continents qui ... des traits communs: c'est quechacune de

Bulgarie: trois capitales anciennes: Pliska, Preslav ...unesdoc.unesco.org/images/0004/000459/045971fo.pdf · des trois continents qui ... des traits communs: c'est quechacune de

Documents

ПРАБЪЛГАРСКИ НАЗВАНИЯ НА ПЛАНЕТИТЕprotobulgarians.com/_private/The Pliska rosette - decoding by Ivan... · Сатурн, ТЕ – Тiu за ... отбелязано

ПРАБЪЛГАРСКИ НАЗВАНИЯ НА ПЛАНЕТИТЕprotobulgarians.com/_private/The Pliska rosette - decoding by Ivan... · Сатурн, ТЕ – Тiu за ... отбелязано

Documents

2. The Harrison-Pliska Story (and a little bit more)

2. The Harrison-Pliska Story (and a little bit more)

Documents

A papír útja-Tóth-Pliska Ágnes

A papír útja-Tóth-Pliska Ágnes

Documents