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Quantitative Operational Risk Management : Properties of Operational Value at Risk (OpVaR) (Financial Modeling and Analysis)
  Kato, Takashi (2012-12)
  数理解析研究所講究録, 1818: 91-112
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熱方程式の逆問題とバイナリーオプションのキャリブレーションについて (ファイナンスの数理解析とその応用)
  大田, 靖, 鍛冶, 俊輔 (2012-12)
  数理解析研究所講究録, 1818: 113-121
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The Effect of Executive Stock Option Grants on Financing Decisions (Financial Modeling and Analysis)
  Yagi, Kyoko, Takashima, Ryuta (2012-12)
  数理解析研究所講究録, 1818: 68-76
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日本株式市場における経済レジームファクターの役割 (ファイナンスの数理解析とその応用)
  徳永, 拓也, 宮崎, 浩一 (2012-12)
  数理解析研究所講究録, 1818: 47-67
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First Passage Time in Real Options (Financial Modeling and Analysis)
  Tanaka, Keiichi (2012-12)
  数理解析研究所講究録, 1818: 17-32
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Approximating the Early Exercise Boundary for American-style Options (Financial Modeling and Analysis)
  Kimura, Toshikazu (2012-12)
  数理解析研究所講究録, 1818: 1-16
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The Valuation of Callable Financial Options with Regime Switches : A Discrete-time Model (Financial Modeling and Analysis)
  Sato, Kimitoshi, Sawaki, Katsushige (2012-12)
  数理解析研究所講究録, 1818: 33-46
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  数理解析研究所講究録, 1818
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A Note on Risk Measure Theory from a Category-Theoretic Point of View (Financial Modeling and Analysis)
  Adachi, Takanori (2012-12)
  数理解析研究所講究録, 1818: 163-180
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A Modified Arbitrage-Free Nelson Siegel Model : An Alternative Affine Term Structure Model of Interest Rates (Financial Modeling and Analysis)
  Ohnishi, Masamitsu, Sim, Dara (2012-12)
  数理解析研究所講究録, 1818: 122-147
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