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  • Search: subject:"FUNCTIONAL MODEL"
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Subject
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Bermudan swaption 6 functional model 6 hedging 5 FUNCTIONAL MODEL 4 Greeks for callable products 4 Markov-functional model 4 ФУНКЦИОНАЛЬНАЯ МОДЕЛЬ 4 market model 3 smile 3 terminal correlation 3 BUSINESS PROCESS 2 Functional model 2 Hedging 2 Interest rate derivative 2 MANAGEMENT 2 Markov functional model 2 One-dimensional swap Markov-functional model 2 Option pricing theory 2 Optionspreistheorie 2 Risiko 2 Risk 2 Short rate models 2 Zinsderivat 2 atomic predicate 2 axioms of clarity 2 characterization principle 2 control and response functions 2 correlation 2 feasibility and compatibility 2 gamma 2 log-normal interest rate models 2 operations and functions of initiation 2 parametrization by time and by expiry 2 structure model 2 vega 2 УПРАВЛЕНИЕ 2 УПРАВЛіННЯ 2 ФУНКЦіОНАЛЬНА МОДЕЛЬ 2 A FUNCTIONAL CARD OF INTERACTION 1 ADVANCEMENT 1
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Online availability
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Free 19 Undetermined 6 CC license 1
Type of publication
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Article 24 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Article 1 Thesis 1
Language
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Undetermined 19 English 10
Author
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Pietersz, Raoul 3 Krupa, Tadeusz 2 Pelsser, Antoon 2 Anderson, Patrick L. 1 Barabanova, Valentina 1 CHUVAKOVA A.A. 1 Cheng, Chi-Lun 1 Coroiu, Sorina Ioana 1 Dalalyan, Arnak 1 Ghencea, Adrian 1 Goia, Aldo 1 Gorina, Ganna 1 Gutsulyak, Viktoriya 1 Helzhynska, Tetiana 1 Huzii, Ivanna 1 Ingster, Yuri 1 Irtyshcheva, Inna 1 KENNEDY, JOANNE E. 1 KOTSEGUB Y.O. 1 Kantanantha, Nantachai 1 Kennedy, Joanne E. 1 Krush Peter V. 1 Kryshtanovych, Svitlana 1 Kukush, Alexander 1 Makaliuk Iryna V. 1 Moroz, Iryna 1 NESKORODEVA I.I. 1 Nosar, Anatoly 1 Novikova, Victoria 1 PARKHOMENKO T.I. 1 PHAM, DUY 1 PIRJOL, DAN 1 Pavlyshyn, Sviatoslav 1 Pelsser, A.A.J. 1 Pelsser, Pelsser, A.A.J. 1 Pham, Duy 1 Pietersz, R. 1 Pirjol, Dan 1 Popa, Claudia Diana Sabău 1 Purskyj, Oleh 1
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Institution
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Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 EconWPA 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1
Published in...
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Baltic Journal of Economic Studies 2 International Journal of Theoretical and Applied Finance (IJTAF) 2 International journal of theoretical and applied finance 2 ВІСНИК ЕКОНОМІКИ ТРАНСПОРТУ І ПРОМИСЛОВОСТІ 2 Annals of the University of Petrosani, Economics 1 Business economics : the journal of the National Association for Business Economists 1 Business, mangagement and economics engineering : BMEE 1 ERIM Report Series Research in Management 1 Finance 1 Foundations of Management 1 Foundations of Management : the journal of Warsaw University of Technology 1 International journal of business information systems : IJBIS 1 Metrika 1 Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Review of Derivatives Research 1 Statistics & Probability Letters 1 The Problems of Economy 1 Theoretical and Applied Economics 1 Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Бизнес Информ 1 Вестник Астраханского государственного технического университета. Серия: Экономика 1 Известия Тульского государственного университета. Экономические и юридические науки 1 Проблемы управления 1 Проблемы экономики 1
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Source
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RePEc 19 ECONIS (ZBW) 8 BASE 1 EconStor 1
Showing 11 - 20 of 29
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V.A. Gorbatov theory of characterization : principles and examples
Krupa, Tadeusz - In: Foundations of Management : the journal of Warsaw … 5 (2013) 3, pp. 89-102
Characterization theory was developed in the 1970s by a member of the Russian Academy of Sciences, a prominent cybernetics V.A. Gorbatov, and became the nucleus of an international school. Many of today’s academy graduates make a new generation of scholars, more than 150 doctors and assistant...
Persistent link: https://www.econbiz.de/10011855220
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ПРЕДПРИНИМАТЕЛЬСКИЕ СТРУКТУРЫ КАК САМООРГАНИЗУЮЩИЕСЯ СИСТЕМЫ
ОЛЕГОВИЧ, МОСЕЙКО ВИКТОР; … - In: Вестник Астраханского … (2012) 3, pp. 116-120
Рассматривается системный подход к формализации производственно-хозяйственной деятельности предпринимательских структур: последовательность, функции,...
Persistent link: https://www.econbiz.de/10011228545
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Statistical Inference in Compound Functional Models
Dalalyan, Arnak; Ingster, Yuri; Tsybakov, Alexandre B. - Centre de Recherche en Économie et Statistique … - 2012
We consider a general nonparametric regression model called the compound model. It includes, as special cases, sparse additive regression and nonparametric (or linear) regression with many covariates but possibly a small number of relevant covariates. The compound model is characterized by three...
Persistent link: https://www.econbiz.de/10010607382
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Issues Concerning the Use of UML Diagrams to Define the Underlying Process Model Simulation
Udrică, Mioara; Vătuiu, Teodora; Ghencea, Adrian - In: Annals of the University of Petrosani, Economics 11 (2011) 4, pp. 305-314
Diagrams are a graphical representation of the information contained in a UML model, and are an essential feature of UML modelling. Each UML diagram is designed to let you view a software system from a different perspective and to varying levels of abstraction.
Persistent link: https://www.econbiz.de/10011066982
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МОДЕЛИРОВАНИЕ ПРОЦЕССОВ ОКАЗАНИЯ УСЛУГ НА РЫНКЕ ПРОГРАММНЫХ ПРОДУКТОВ
ПОЛИКАРПОВИЧ, ЕХЛАКОВ ЮРИЙ; … - In: Проблемы управления (2010) 3, pp. 27-32
Рассмотрены проблемы организации деятельности фирмы-посредника по продвижению прикладного программного обеспечения на рынке корпоративных продаж. Определен...
Persistent link: https://www.econbiz.de/10011247308
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THE FINANCIAL SUPERVISION MODELS IN THE EUROPEAN COUNTRIES
Coroiu, Sorina Ioana; Popa, Claudia Diana Sabău - In: Theoretical and Applied Economics 12(541)(supplement) (2009) 12(541)(supplement), pp. 352-356
securities), functional model (supervision by objectives) and centralized model (single supervision authority). Each model is …
Persistent link: https://www.econbiz.de/10008675910
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IMPROVEMENT OF MECHANISM OF ESTIMATION OF SOLVENCY OF BORROWER OF BANK WITH THE USE OF METHOD OF FUZZY SETS
NESKORODEVA I.I.; CHUVAKOVA A.A. - In: ВІСНИК ЕКОНОМІКИ ТРАНСПОРТУ І … (2009) 3, pp. 38-47
In clause the model of management by credit operations of banks with use of standard IDEF0 is developed, allowing to formalize sequence of managerial process and to observe of intermediate results. Advantages of application of a technique of precise sets to an estimation of credit status of the...
Persistent link: https://www.econbiz.de/10011214195
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Persistent unemployment and policy uncertainty : numerical evidence from a new approach
Anderson, Patrick L. - In: Business economics : the journal of the National … 49 (2014) 1, pp. 2-20
Persistent link: https://www.econbiz.de/10010423598
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Crop decision planning under yield and price uncertainties
Kantanantha, Nantachai - 2007
This research focuses on developing a crop decision planning model to help farmers make decisions for an upcoming crop year. The decisions consist of which crops to plant, the amount of land to allocate to each crop, when to grow, when to harvest, and when to sell. The objective is to maximize...
Persistent link: https://www.econbiz.de/10009475761
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EXPLOSIVE BEHAVIOR IN A LOG-NORMAL INTEREST RATE MODEL
PIRJOL, DAN - In: International Journal of Theoretical and Applied … 16 (2013) 04, pp. 1350023-1
models are used in financial practice as parametric versions of the Markov functional model, or as approximations to the log …
Persistent link: https://www.econbiz.de/10010678225
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