Special issue on Statistical Modelling in Finance Conference 2006 (Temple University) /

This e-book contains papers from the 2006 Statistical Modelling in Finance conference. Using the historical hurricane forecasts of Dr. William M. Gray, the editorial identifies the problem of using "black-box" methods in catastrophe forecasting, and emphasises the value of independent peer...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: Statistical Modeling in Finance Conference
Otros Autores: Elyasiani, Elyas, Thavaneswaran, A., Singh, Jagbir, Dr
Formato: Electrónico Congresos, conferencias eBook
Idioma:Inglés
Publicado: [Bradford, England] : Emerald, 2006.
Colección:Journal of risk finance ; v. 7, no. 5.
Temas:
Financial risk management > Statistical methods > Congresses.
Financial risk management > Mathematical models > Congresses.
Finances > Gestion du risque > Méthodes statistiques > Congrès.
Finances > Gestion du risque > Modèles mathématiques > Congrès.
BUSINESS & ECONOMICS > Insurance > Risk Assessment & Management.
Conference papers and proceedings
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Cover; CONTENTS; EDITORIAL ADVISORY BOARD; About the Guest Editors; Catastrophe forecasting: seeing "gray" among the "black boxes"; Dynamic monitoring of financial intermediaries with subordinated debt; The estimation of nominal and real yield curves from government bonds in Israel; Fuzzy random-coefficient volatility models with financial applications; Financial applications of ARMA models with GARCH errors; Parsimonious principle of GARCH models: a Monte-Carlo approach; Approximating the growth optimal portfolio with a diversified world stock index;

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