Fixed income volatility and equity volatility evolve heterogeneously over time, co-moving disproportionately during periods of global imbalances and each reacting to events of different nature. Whil……続きを見る
著者：Yoshio Miyahara
出版社： World Scientific Publishing Company
発売日： 2011年11月22日
This volume offers the reader practical methods to compute the option prices in the incomplete asset markets. The [GLP & MEMM] pricing models are clearly introduced, and the properties of these mode……続きを見る
The collapse of the Bretton Woods system in the early 1970s resulted in a transition to fluctuating rather than fixed currency system. This brought sterling into the turmoil of the world currency ma……続きを見る
著者：Yoshihisa Inada
出版社： World Scientific Publishing Company
発売日： 2018年03月07日
This volume investigates the accuracy and dynamic performance of a high-frequency forecast model for the Japanese and United States economies based on the Current Quarter Model (CQM) or High Frequen……続きを見る
This book uniquely explores the role and governance mechanism of central banks by applying new institutional economics (NIE). Simultaneously, the book tests the analytical viability of NIE when appl……続きを見る
This book presents new computation schemes for the sensitivity of options using the binomial tree and introduces readers to the discrete Malliavin calculus. It also shows that applications of the di……続きを見る
This book provides an introduction to R programming and a summary of financial mathematics.
It is not always easy for graduate students to grasp an overview of the theory of finance in an abstract f……続きを見る
