'Discount factors' diaporamas de présentation

CHAPTER 6 Relation between Discount Factors,Betas,and Mean-Variance Frontiers

CHAPTER 6 Relation between Discount Factors,Betas,and Mean-Variance Frontiers. Main contents.

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International Fixed Income

International Fixed Income. Topic IVB: International Fixed Income Pricing - Investment Strategies. Outline. Strategies Relation between international fixed income bonds Examples of active strategies An example: mean-variance analysis. I. Strategies.

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Inferring micro-rules from macro-behavior in the Minority Game

Inferring micro-rules from macro-behavior in the Minority Game Alexis Arias, Ben Shargel, Eric Bonabeau Icosystem Corporation IMA Conference Nov 5,2003. The Problem. Under what conditions is it possible to identify behavioral rules at the micro level from aggregate output data?.

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Revising future valuation: Updating Capacities and Upstating Discount Factors

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Partha Mukherjee & Sandip Sen Department of Math & CS University of Tulsa

Comparing Reputation Schemes for Detecting Malicious Nodes in Sensor Networks. Partha Mukherjee & Sandip Sen Department of Math & CS University of Tulsa. Motivation. ASSUMPTION : A network of sensors deployed for sensing data over a region Correlation between data sensed at different nodes

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Chapter 7 Implications of Existence and Equivalence Theorems

Chapter 7 Implications of Existence and Equivalence Theorems. Major points. p=

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Alternating-offers Bargaining problems A Co-evolutionary Approach

Alternating-offers Bargaining problems A Co-evolutionary Approach. A Generation 0. B -Generation 0. A Generation 1. B -Generation 1. A Generation 2. B -Generation 2. A Generation n. B -Generation n. Edward Tsang Computational Finance & Economics. Maria Fasli TAC Auction.

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