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"one factor" » "one factors"

1
by Bergomi, Lorenzo
Published 2016
CRC Press
Table of Contents: ...; Chapter 6: An example of one-factor dynamics: the Heston model; Chapter 7: Forward variance models...

2
by Lindahl, David
Published 2010
John Wiley & Sons, Inc.
Table of Contents: ... Spiral; Chapter 9: The ''I'' Factor; INDEX....

3
by Choudhry, Moorad
Published 2019
Wiley
Table of Contents: ...One-Factor, Two-Factor and Multi-Factor ModelsThe Short-Term Rate and the Yield Curve; Appendices...

4
by Johnson, Harry G.
Published 2013
Routledge
Table of Contents: ...; Dedication; PREFACE; Table of Contents; PART ONE: COMPARATIVE COST THEORY; I. Factor Endowments...

5
Published 1997
Springer US
Table of Contents: ...One -- Factor-GARCH Modeling of the Treasury Term Structure -- Analyzing a Small French ECM-Model...

6
by Mele, Antonio, Fornari, Fabio
Published 2000
Springer US
Table of Contents: ... volatility -- 4.1 Introduction -- 4.2 From the one factor model to the modelling of conditional...

7
by Tuckman, Bruce, Serrat, Angel
Published 2012
Wiley
Table of Contents: ... -- Chapter 4. One-Factor Risk Metrics and Hedges. page 123 -- Chapter 5. Multi-Factor Risk Metrics and Hedges...

8
by Garcia, João
Published 2010
Wiley
Table of Contents: ... Theoretical Fair Spread of Indices; 9 Pricing Synthetic CDO Tranches; 9.1 Introduction; 9.2 Generic 1-Factor...

9
by Aichinger, Michael
Published 2013
Wiley
Table of Contents: ... and Swaptions; 4.3 One-Factor Short Rate Models; 4.3.1 Prominent Short Rate Models; 4.4 The Hull-White Model...

10
by Huggins, Doug
Published 2013
Wiley
Table of Contents: ...Chapter 5: Bond Futures ContractsFutures Price and Delivery Option; One-Factor Delivery Option...

11
Published 2012
Wiley
Table of Contents: ... References; Appendix 28.1: Factors to be Considered in Distinguishing Contracts for the Purchase of Goods...

12
by Denk, Oliver
Published 2020
OECD Publishing
... with labour income growth and risk. Overall, the evidence in this paper points to finance as one factor behind...

13
by Nightingale, Deborah, Rhodes, Donna
Published 2018
Ascent Audio
... solely on one factor-information technology, for example, or organizational structure...

14
by Essama-Nssah, B.
Published 2012
The World Bank
... counterfactual obtained by changing one factor at a time while holding all the other factors constant...

15
by Goossens, Francois
Published 2015
John Wiley & Sons, Inc.
Table of Contents: ... Models; 6.1 Short rate models; 6.1.1 Introduction; 6.1.2 Hull and White one-factor model; 6.1.3 Gaussian...

16
by Najman, Boris
Published 2010
The World Bank
... reasserts the fact that access to roads is only one factor contributing to poverty reduction...

17
by Buckberg, Elaine
Published 1996
International Monetary Fund
..., then allocating those funds across the emerging markets. For 12 of 13 markets studied, the one-factor CAPM...

18
by Klein, Nir
Published 2011
International Monetary Fund
... impact on inflation. This implies that the countercyclical pattern of the markups is one factor among...

19
by Schneider, Jan-David
Published 2014
OECD Publishing
... the beginning of the sovereign debt crisis in Greece could be one factor that has contributed to the steep...

20
by Alquist, Ron
Published 2013
International Monetary Fund
... in the production of the final good, such that the real prices of commodities have a factor structure. One factor...