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Concept and Mathematics of Islamic Financial Engineering

Aydin, Nadi Serhan - 2012

We argue that Islamic principles, in particular the avoidance of ribā and gharar should be applied with respect to real economic value rather than to monetary value in terms of conventional currency. In order to reconcile monetary value with economic value, we propose a reference currency...

Persistent link: https://www.econbiz.de/10013102582

A Mixture of Gaussians Approach to Mathematical Portfolio Oversight : The EF3M Algorithm

Lopez de Prado, Marcos - 2013

An analogue can be made between: (a) the slow pace at which species adapt to an environment, which often results in the emergence of a new distinct species out of a once homogeneous genetic pool, and (b) the slow changes that take place over time within a fund, mutating its investment style. A...

Persistent link: https://www.econbiz.de/10013092381

The Erosion of Well-Being : A Heuristic Mathematical Model

Thron, Chris - 2015

This paper presents a heuristic mathematical model of the evolution over time in the statistical distribution of well-being of individuals in a society. The model predicts that when individuals overvalue the more overtly conspicuous aspects of well-being in their lifestyle choices, then the...

Persistent link: https://www.econbiz.de/10014133838

Computation in economics, finance, and engineering : economic systems : a proceedings volume from the IFAC Symposium, Cambridge UK, 29 June - 1 July 1998

Holly, Sean (contributor) - Symposium on Computation in Economics, Finance, and … - 2000 - 1. ed

Persistent link: https://www.econbiz.de/10001498227

A mathematical model of cinematic box-office dynamics with geographic effects

Edwards, D. A.; Buckmire, R.; Ortega-Gingrich, J. - In: IMA journal of management mathematics 25 (2014) 2, pp. 233-257

Persistent link: https://www.econbiz.de/10010347395

Handbook of computational economics ; Volume 3

Schmedders, Karl (ed.); Judd, Kenneth L. (ed.) - 2014

Persistent link: https://www.econbiz.de/10010365681

Elements of stochastic modelling

Borovkov, Konstantin A. - 2014 - 2. ed.

Persistent link: https://www.econbiz.de/10010483292

Management science modeling

Albright, S. C.; Winston, Wayne L. - 2007 - Internat. student ed.

Persistent link: https://www.econbiz.de/10003401818

Mathematical modeling of transportation flows

Petrova, Elizaveta A.; Filimonova, Tamara K.; Ovseenko, … - In: Finance, Economics, and Industry for Sustainable …, (pp. 349-358). 2024

Persistent link: https://www.econbiz.de/10014581095

Valuation of American Options : Monte-Carlo Simulation and Mathematical Approximation Methods

Animante, David - 2016

such as stochastic volatility, stochastic interest rate among others. Monte-Carlo simulation techniques therefore developed … results but in recent times, many researchers have demonstrated the efficacy of Monte-Carlo simulation in option pricing. The … aim of this study is to assess the effectiveness of Monte-Carlo simulation methods in comparison with other option pricing …

Persistent link: https://www.econbiz.de/10012993420