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Demonstrations 61 - 80 of 290
Attributing Portfolio Value at Risk: Relations with Component VaR, Marginal VaR, and Incremental VaR
Principal Components Analysis: Application in Value at Risk and Expected Shortfall
A Mean-Reverting Jump Diffusion Process
Standard American and European Options
Investor Perceptions of the Relationship of S&P 500 Stocks
Market Structure and Market Power in Oligopoly
Density of the Kou Jump Diffusion Process
The Backward-Bending Supply Function in Fisheries
Fitting the Meixner Distribution to S&P 500 Returns
Macaulay Duration as the Balancing Point of a Seesaw
Share Prices in the Constant Growth Dividend Discount Model
Using Tensors to Analyze a Large Portfolio of Stocks
Determinants of the NPV of a Bond
Profit-Maximizing a Firm in Any Market Structure
Risk Regulation Relying on Historical Standard Deviation
Occurrence versus Claims-Made Insurance Policies
Random Simulation of a Financial Portfolio
Farmer Jim's Decision Problem: Growing Wheat or Barley
Oil Mallee Farming Optimization Problem
The Knaster Inheritance Procedure
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