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1 - 11 of 11 search results for `Financial Economics` |u:www.statslab.cam.ac.uk

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  2. Professor Chris Rogers | Statistical Laboratory

    www.statslab.cam.ac.uk/person/lcgr1
    12 Jul 2024: LCG Rogers. – Decisions in Economics and Finance. (2018). 41,. 447. ... 2018). 51,. 898. (doi: 10.1239/jap/1421763316). Combining different models. LCG Rogers. – Mathematics and Financial Economics.

  3. Publications | Statistical Laboratory

    www.statslab.cam.ac.uk/publications?page=53
    12 Jul 2024: LCG Rogers. – Mathematics and Financial Economics. (2009). 2,. 151. (doi: 10.1007/s11579-009-0018-x).

  4. Publications | Statistical Laboratory

    www.statslab.cam.ac.uk/publications?page=58
    12 Jul 2024: Mathematics and Financial Economics. (2008). 2,. 1071. Bayesian statistics 8 [book review of refcno 2452343].

  5. Publications | Statistical Laboratory

    www.statslab.cam.ac.uk/publications?page=47
    12 Jul 2024: K Nishide, LCG Rogers. – Mathematics and Financial Economics. (2011). 5,.

  6. Michael's major contributions to stochastic optimization and…

    www.statslab.cam.ac.uk/~mike/QF2023/Consigli1.pdf
    18 Apr 2023: Outline. A short summary of Michael’s CV. Stochastic optimization, Financial Economics and Computations. ... Research pathsResearch path 1: from SLP to quantitative ALMResearch path 2: from Complementarity problems to Derivatives pricingResearch path 3:

  7. Volatility Is (Mostly) Path-Dependent Julien Guyon Ecole des Ponts ...

    www.statslab.cam.ac.uk/~mike/QF2023/Guyon.pdf
    11 Apr 2023: A financial and scaling argument. The two basic quantities that possess a natural scale are the volatilitylevels and the asset returns. ... Volatility Is (Mostly) Path-Dependent. An information-theoretical/financial economics argument. Contrary to SV

  8. Publications | Statistical Laboratory

    www.statslab.cam.ac.uk/publications?cid=2092073491&clv=1&kw=%E9%80%8F%E6%B0%A3%E9%9E%8B&p=%E9%80%8F%E6%B0%A3%E9%9E%8B&page=25
    12 Jul 2024: 2018). 00,. 3693. (doi: 10.1109/icip.2018.8451822). Combining different models. LCG Rogers. – Mathematics and Financial Economics.

  9. ON THE UNIQUENESS OF MARTINGALES WITH CERTAIN PRESCRIBED MARGINALS ...

    www.statslab.cam.ac.uk/~mike/papers/marginals.pdf
    1 Oct 2012: With this financial context, we can interpret the main results of this note. ... Journal of Financial Economics 7: 229–263.(1979). [6] E. Derman and I.

  10. AN EQUILIBRIUM MODEL OF MARKET EFFICIENCY WITHBAYESIAN LEARNING:…

    www.statslab.cam.ac.uk/~mike/papers/learning-submitted.pdf
    18 Feb 2015: MRT would like to thank the Cambridge Endowment for Research in Financefor its financial support. ... Journal of Financial Economics 76, 271-292. [7] Çinlar, E. (2011) Probability and Stochastics.

  11. Confounder adjustment in large-scale linear structural models

    www.statslab.cam.ac.uk/~qz280/publication/cate-mutual-fund/slides.pdf
    3 Jun 2024: Journal of Financial Economics, 33(1).7. Carhart, M. M. (1997). “On persistence in mutual fund performance.” Journal of Finance, 52(1). ... Evidence from. mutual fund flows.” Review of Financial Studies, 29(10). 12/17.

  12. MAHD-CV-26.3.2018 (002)

    www.statslab.cam.ac.uk/~mike/QF2023/MAHD-CV-26.3.2018.pdf
    4 Jul 2023: Research Interests. Mathematical and computational finance and financial engineering, Optimization, Nonlinear analysis, Stochastic systems, Algorithm analysis, Applications software, Intelligent systems, Telecommunication systems modelling,

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