EXPLORE
LATEST
ABOUT
AUTHORING AREA
PARTICIPATE
Your browser does not support JavaScript or it may be disabled!
Subscribe to RSS feed
Jeff Hamrick
Demonstrations 1 - 17 of 17
Expected Returns of the Dow Industrials, Fama-French Model
Modeling Return Distributions
Expected Returns of the Dow Industrials, Beta Model
Exploring Measures of Association
Bootstrapping Credit Default Swap Data
Linear Dependence between Two Bernoulli Random Variables
Estimating the Local Mean Function
Acceptance/Rejection Sampling
Simulating the 2008 U.S. Presidential Election
The Method of Inverse Transforms
The Perturbed Rat
Pricing a European-Style Arithmetic Asian Option: Comparing Bootstrapping and Simulation Approaches
The Method of Common Random Numbers: An Example
The Envelope Theorem: Numerical Examples
Bootstrapping to Compute Value-at-Risk Standard Errors
Kernel Density Estimation
Simulating Asset Prices with a GARCH(1,1) Model
Note: To run this Demonstration you need Mathematica 7+ or the free Mathematica Player 7EX
Download or upgrade to
Mathematica Player 7EX
I already have
Mathematica Player
or
Mathematica 7+