TAILIEUCHUNG - Quantitative Analysis in Financial Markets

Continuous-time modeling in finance, though introduced by Louis Bachelier's 1900 thesis on the theory of speculation, really started with Merton's seminal work in the 1970s. Since then, the continuous-time paradigm has proved to be an immensely useful tool in finance and more generally economics. Continuous-time models are widely used to study issues that include the decision to optimally consume, save, and invest, portfolio choice under a variety of constraints, contingent claim pricing, capital accumulation, resource extraction, game theory, and more recently contract theory | Quantitative Analysis in Financial Markets ASSET-PRICING AND RISK MANAGEMENT DATA-DRIVEN FINANCIAL MODELS MODEL CALIBRATION AND VOLATILITY SMILES Marco Avellaneda Editor Collected papers of the New York University Mathematical Finance Seminar Volume II World Scientific Quantitative Analysis in Financial Markets Collected papers of the New York University Mathematical Finance Seminar Volume II QUANTITATIVE ANALYSIS IN FINANCIAL MARKETS Collected Papers of the New York University Mathematical Finance Seminar Editor Marco Avellaneda New York University Published Vol. 1 ISBN 981-02-3788-X ISBN 981-02-3789-8 pbk

• Toán học
• Interest Rate
• Data Driven Models
• Markov Experts
• Stochastic Volatility
• Model Calibration
• Local Volatility Function
• Exchange rate
• Stock return
• Vietnam stock market
• Interest rate on stock return
• Impact of exchange rate
• The interest rate tool to control inflation in Vietnam
• The interest rate tool
• Control inflation in Vietnam
• The successful lessons and the limitations
• interest rate control in Vietnam
• Interest rate control
• Monetary policy
• Economic growth
• Prices of world crude oil
• Domestic interest rate
• Foreign interest rate
• Difference equation mode
• Foreign rates of interest
• State bank of Vietnam
• Interest rate of state bank
• List of base interest rate
• Ngân hàng Nhà nước
• Ngân hàng nhà nước Việt Nam
• Danh sách lãi suất
• Learning management system
• Financial derivatives
• Lecture Financial derivatives
• Derivatives markets
• Interest rate options
• Interest rate swaps
• Foreign currency swaps
• Financial markets
• Lecture Financial markets
• Thị trường tài chính
• Interest rate derivative markets
• Financial institutions
• Interest rate pass through
• Asymmetry relationship
• Asymmetric interest rate
• Discretion versus policy rules
• Summary of Doctoral thesis
• Summary of Doctoral thesis in Economics
• Interest rate targeting
• Monetary policy operation
• The interest rate targeting
• Interest rate policy
• Monetary transmission mechanism
• Interest rate channel
• Vector error correction model
• Consumer price index
• Financial inclusion
• Interest rate sensitivity
• Monetary policy transmission mechanism
• Different levels of financial inclusion
• Interest rate sensitivity of output
• Composition and Distribution
• Distribution Patterns
• Biogeographic Region
• Aphodiini Dung
• Species Geographic
• Taxonomic Data
• Interest rate futures
• Interest rates
• Short term interest rate
• Diffusion process
• Monte carlo simulation
• Nonparametric estimation
• Rate intertemporal behaviour
• Monetary policy rates
• Market rate
• Monetary transmission in Vietnam
• Financial Instruments
• Financial system
• Interest rate determination
• Interest rate risk measurement
• Interest rate risk
• Java methods
• Financial engineering applications
• Financial engineering
• Interest rate calculations
• Analytical option pricing methods
• Sensitivity measures
• Interest rate derivatives
• Lecture notes in Finance 2
• Bài giảng Tài chính 2
• Bond portfolios
• Interest rate models
• Basic properties of options
• Financial management
• Multinational financial management
• Quản lý tài chính
• Quản lý tài chính đa quốc gia
• Multinational finance
• Interest rate parity
• Managing interest rate risk
• Risk management
• Financial risks management
• Lecture Financial risks management
• Quản trị rủi ro
• Quản trị rủi ro tài chính