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The University of Queensland and Ohio State student exchange agreement to create “global citizens”
finance field engineering
2014/7/9
Five years of funding will foster student exchange and joint research between The University of Queensland and a top American university.
Risk, VaR, CVaR and their associated Portfolio Optimizations when Asset Returns have a Multivariate Student T Distribution
VaR CVaR Portfolio Optimization VaR Optimization CVaR Optimization Optimisation
2011/3/23
We show how to reduce the problem of computing VaR and CVaR with Student T return distributions to evaluation of analytical functions of the moments. This allows an analysis of the risk properties of ...
Student's t-Distribution Based Option Sensitivities: Greeks for the Gosset Formulae
Student's t-Distribution Based Option Sensitivities Greeks the Gosset Formulae
2010/10/18
European options can be priced when returns follow a Student's t-distribution, provided that the asset is capped in value or the distribution is truncated. We call pricing of options using a log Stude...
Student–led groups to host World Bank economist Lin at conference on China’s growth
Student–led groups World Bank economist Lin conference on China’s growth
2010/4/29
The Chief Economist of the World Bank, Justin Yifu Lin, is scheduled to visit campus next month to discuss the future of the Chinese economy.Lin, who received a PhD in economics from the University of...