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Economics
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Demonstrations 161 - 200 of 281
Volatility Surface in the Heston Model
Sensitivity, Specificity, and Incidence
Pricing a Bermudan Option with the Longstaff-Schwartz Monte Carlo Method
Hedging the European Put Option
Distribution of Returns from Merton's Jump Diffusion Model
The Gordon-Schaefer Model
Pricing Power Options in the Black-Scholes Model
Populations of Cities
Hedging the Black-Scholes Call Option
Implied Volatility in Merton's Jump Diffusion Model
Valuation and Management of Bonds
Options: Time Value
Basic Option Trading Strategies
The Hazards of Propping Up: Bubbles and Chaos
Premium Ratios with Capital Costs Included
Insurer Ruin
Estimating Insurance Premiums Using Exceedance Data and the Method of Moments
Bond Pricing
Estimating Loss Functions Using Exceedance Data and the Method of Moments
Stock Market Returns by Party
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