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文件名称(纯文本显示本分类文件列表)

◆ 推特的智慧

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The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds...
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22
8
2016-05-12

◆ 拟线性大市场中的瓦尔拉斯均衡

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...
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10
2
2015-12-14

◆ 单调经济中的随机稳定性(Stochastic stability in monotone economies

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...
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14
3
2015-12-14

◆ 网络形成的计量经济学(econometrics of network formation)

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...
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60
30
2015-10-16

◆ 项目评价计量经济学的进展

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Recent Developments in the Econometrics of Program EvaluationGuido M Imbens, Jeffrey M WooldridgeNBER Working Pape...
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131
0
2015-06-23

◆ 南开金融学院院长白聚山论文选读(全文下载)

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他是世界公认的计量经济学、金融计量经济学研究的权威专家,华人经济学界的顶尖学者,在经济学领域国际顶级学术期刊发表论文60余篇,并担任多个相关顶级期刊的副主编。在对海外华人经...
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542
0
2015-06-18

◆ MIT微积分教材:Calculus, by William Strang

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Calculus Online TextbookInstructor(s)Prof Gilbert Stranghttp: ocw mit edu resources res-18-001-calculus-online-textbook-spri...
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128
24
2015-06-07

◆ Edmond Malinvaud: A Tribute to his Contributions in Econometrics

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April 23, 2015 ìMalinvaud stands as one of the enduring Ögures of 20th century economics His passing is a sad and permanent loss to the French academy, to the profession at large, and to the world of econometrics...
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86
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2015-05-06

◆ 随机理论在计量经济学的应用

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题目:《Applications of Random SetTheory in Econometrics》作者:Ilya Molchanov and Francesca Molinari...
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195
41
2015-01-09

◆ DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME-SWITCHING

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2014年mathematical finance 最新论文 We consider a portfolio optimization problem in a defaultable market with finitely-many economical regimes, where the investor can dynamically allocate her wea...
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2014-04-28

◆ MODEL-INDEPENDENT NO-ARBITRAGE CONDITIONS ON AMERICAN PUT OPTIONS

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2014年mathematical finance 最新论文 We consider the pricing of American put options in a model-independent setting:that is, we do not assume that asset prices behave according to a given model, b...
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2014-04-28

◆ A MODEL-FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER-R

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2014年 <> 最新论文1 We propose a Fundamental Theorem of Asset Pricing and a Super-Replication The-orem in a model-independent framework. We prove these theorems in the sett...
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2014-04-28

◆ Point Rationalizability vs Nash Equilibrium

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While pure Nash equilibrium often fails to exist, point-rationalizable strategies will always exist in games with arbitrary player set and finite strategy spaces. If everyone has a compact topological...
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2013-11-23

◆ The devil is in the tails: actuarial mathematics and the subprime mortgage crisi

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2010Paul Embrechts and etc.Classical paper! In the aftermath of the 2007-2008 nancial crisis, there has been criticism of mathematics and the mathematical models used by the nance industry. We ans...
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2013-10-01

◆ On the risk neutral of life insurance contracts with numerical method

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2010 ASTIN In recent years, market-consistent valuation approaches have gained an increasing importance for insurance companies. This has triggered an increasing interest among practitioners and a...
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2013-10-01

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