Works matching DE "FINANCIAL engineering"
Results: 484
Tax incentives and financial performance: empirical evidence of Ecuadorian companies.
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- Cuadernos de Administración, 2022, v. 38, n. 73, p. 1, doi. 10.25100/cdea.v38i73.10984
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- Article
Perceptions of Stakeholders on the Financial and Economic Crisis in Lebanon: An In-depth Analysis.
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- Review of Middle East Economics & Finance, 2024, v. 20, n. 2, p. 153, doi. 10.1515/rmeef-2023-0014
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- Article
Financial engineering, consumer credit, and the stability of effective demand.
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- Journal of Post Keynesian Economics, 2007, v. 29, n. 3, p. 427, doi. 10.2753/PKE0160-3477290304
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- Article
CROSS-MARKET FINANCIAL RISK ANALYSIS:: AN AGENT-BASED COMPUTATIONAL FINANCE.
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- International Journal of Information Technology & Decision Making, 2011, v. 10, n. 3, p. 563, doi. 10.1142/S0219622011004464
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- Article
PARALLEL COMPUTING METHOD OF VALUING FOR MULTI-ASSET EUROPEAN OPTION.
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- International Journal of Information Technology & Decision Making, 2004, v. 3, n. 4, p. 575, doi. 10.1142/S0219622004001252
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- Article
Incomplete inverse matrices.
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- Numerical Linear Algebra with Applications, 2021, v. 28, n. 5, p. 1, doi. 10.1002/nla.2380
- Publication type:
- Article
Optimal uniform error estimates for moving least‐squares collocation with application to option pricing under jump‐diffusion processes.
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- Numerical Methods for Partial Differential Equations, 2021, v. 37, n. 1, p. 98, doi. 10.1002/num.22520
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- Article
A stable local radial basis function method for option pricing problem under the Bates model.
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- Numerical Methods for Partial Differential Equations, 2019, v. 35, n. 3, p. 1035, doi. 10.1002/num.22337
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- Article
A classification approach to efficient global optimization in presence of non-computable domains.
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- Structural & Multidisciplinary Optimization, 2018, v. 58, n. 4, p. 1537, doi. 10.1007/s00158-018-1981-8
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- Article
Does Applying Financial Engineering Methods Have an Impact on Improving Production Efficiency?
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- South Asian Journal of Social Sciences & Humanities, 2024, v. 5, n. 2, p. 55, doi. 10.48165/sajssh.2024.5.2.05
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- Publication type:
- Article
Localization and Exact Simulation of Brownian Motion-Driven Stochastic Differential Equations.
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- Mathematics of Operations Research, 2013, v. 38, n. 3, p. 591, doi. 10.1287/moor.2013.0585
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- Article
The "greening" of financial public law: reality and margins of progress.
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- Prawo Budżetowe Państwa i Samorządu, 2022, v. 10, n. 2, p. 9, doi. 10.12775/PBPS.2022.008
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- Publication type:
- Article
تخفيض الإنفاق الحكومي في الموازنة العامة بإستخدام بعض أدوات الهندسة المالية - جمهورية العراق إنموذجاً.
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- Accounting & Financial Studies Journal, 2024, v. 19, p. 628
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- Publication type:
- Article
Treasury Bond Price Prediction using Time Series and Sentiment Analysis.
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- Grenze International Journal of Engineering & Technology (GIJET), 2024, v. 10, n. 1, Part 3, p. 2664
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- Article
EVALUATION OF FINANCIAL PERFORMANCE OF ENGINEERING COMPANIES IN CZECH REPUBLIC AND CENTRAL EUROPE.
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- Journal of Entrepreneurship & Sustainability Issues, 2024, v. 12, n. 2, p. 262, doi. 10.9770/p3627979668
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- Publication type:
- Article
Research on Innovation of Financial Management Mode in High-tech Marine Engineering Enterprises.
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- Journal of Coastal Research, 2020, v. 115, p. 99, doi. 10.2112/JCR-SI115-030.1
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- Article
Research on Innovation of Financial Management Mode in High-tech Marine Engineering Enterprises.
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- Journal of Coastal Research, 2020, v. 115, p. 99, doi. 10.2112/JCR-SI115-030.1
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- Publication type:
- Article
Financial Performance Measurement Using the Value Added Method to Determine the Effect on Stock Prices.
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- International Journal of Finance & Banking Studies, 2024, v. 13, n. 3, p. 11, doi. 10.20525/ijfbs.v13i3.3626
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- Publication type:
- Article
Ensembles of Text and Time-Series Models for Automatic Generation of Financial Trading Signals from Social Media Content.
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- Journal of Intelligent Systems, 2020, v. 29, n. 1, p. 753, doi. 10.1515/jisys-2017-0567
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- Article
Money Talks, but What Does it Say? Direct Payments and the Commodification of Care.
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- Practice (09503153), 2004, v. 16, n. 3, p. 211, doi. 10.1080/0950315042000306688
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- Article
Special Issue on XXIV Workshop on Quantitative Finance.
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- Quantitative Finance, 2025, v. 25, n. 2, p. 161, doi. 10.1080/14697688.2025.2461887
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- Article
A note on closed-form spread option valuation under log-normal models.
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- Quantitative Finance, 2025, v. 25, n. 1, p. 143, doi. 10.1080/14697688.2024.2414761
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- Article
Rule-based trading on an order-driven exchange: a reassessment.
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- Quantitative Finance, 2023, v. 23, n. 12, p. 1871, doi. 10.1080/14697688.2023.2270711
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- Article
Quantitative Finance with Python: A Practical Guide to Investment Management, Trading and Financial Engineering: by Chris Kelliher, Chapman & Hall/CRC (2022). Hardback. ISBN 9781032014432.
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- Quantitative Finance, 2023, v. 23, n. 5, p. 739, doi. 10.1080/14697688.2023.2179939
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- Article
In memoriam Peter Carr.
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- 2022
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- Publication type:
- Obituary
Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles: practical applications of the KLNV-scheme.
- Published in:
- Quantitative Finance, 2021, v. 21, n. 7, p. 1147, doi. 10.1080/14697688.2020.1861320
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- Publication type:
- Article
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution.
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- Quantitative Finance, 2021, v. 21, n. 7, p. 1207, doi. 10.1080/14697688.2020.1849778
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- Publication type:
- Article
Fitting Local Volatility: Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models: by Andrey Itkin, World Scientific (2020). ISBN 978-981-121-276-5. Hardback.
- Published in:
- 2021
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- Publication type:
- Book Review
Metals and Energy Finance: by Dennis L. Buchanan and Mark H.A. Davis, World Scientific Publishing (2019). Paperback. ISBN 9781786346278.
- Published in:
- 2021
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- Publication type:
- Book Review
Primal–dual quasi-Monte Carlo simulation with dimension reduction for pricing American options.
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- Quantitative Finance, 2020, v. 20, n. 10, p. 1701, doi. 10.1080/14697688.2020.1753884
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- Publication type:
- Article
Pricing European-type, early-exercise and discrete barrier options using an algorithm for the convolution of Legendre series.
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- Quantitative Finance, 2020, v. 20, n. 8, p. 1307, doi. 10.1080/14697688.2020.1736612
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- Publication type:
- Article
Financial Engineering: Selected Works of Alexander Lipton: by Alexander Lipton, World Scientific (2018). Hardback. ISBN 978-9813209152.
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- 2019
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- Publication type:
- Book Review
Algebraic structure of vector fields in financial diffusion models and its applications.
- Published in:
- Quantitative Finance, 2017, v. 17, n. 7, p. 1105, doi. 10.1080/14697688.2016.1264618
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- Publication type:
- Article
Calendar.
- Published in:
- 2015
- Publication type:
- Calendar
High-performance financial simulation using randomized quasi-Monte Carlo methods.
- Published in:
- Quantitative Finance, 2015, v. 15, n. 8, p. 1425, doi. 10.1080/14697688.2015.1032549
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- Article
Discrete dividends and the FTSE-100 index options valuation.
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- Quantitative Finance, 2014, v. 14, n. 10, p. 1765, doi. 10.1080/14697688.2011.618457
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- Publication type:
- Article
Closed form spread option valuation.
- Published in:
- Quantitative Finance, 2014, v. 14, n. 10, p. 1785, doi. 10.1080/14697688.2011.617775
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- Publication type:
- Article
Multiplicative noise, fast convolution and pricing.
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- Quantitative Finance, 2014, v. 14, n. 3, p. 481, doi. 10.1080/14697688.2012.729857
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- Publication type:
- Article
Valuing clustering in catastrophe derivatives.
- Published in:
- Quantitative Finance, 2014, v. 14, n. 2, p. 259, doi. 10.1080/14697688.2013.799775
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- Publication type:
- Article
Arbitrage-free SVI volatility surfaces.
- Published in:
- Quantitative Finance, 2014, v. 14, n. 1, p. 59, doi. 10.1080/14697688.2013.819986
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- Publication type:
- Article
A hybrid commodity and interest rate market model.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 4, p. 543, doi. 10.1080/14697688.2011.627879
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- Publication type:
- Article
Fractional differencing in discrete time.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 2, p. 195, doi. 10.1080/14697688.2012.676207
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- Publication type:
- Article
Options on realized variance by transform methods: a non-affine stochastic volatility model.
- Published in:
- Quantitative Finance, 2012, v. 12, n. 11, p. 1679, doi. 10.1080/14697688.2011.565789
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- Publication type:
- Article
Nonlinear interdependence of the Chinese stock markets.
- Published in:
- Quantitative Finance, 2012, v. 12, n. 3, p. 397, doi. 10.1080/14697688.2010.541488
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- Publication type:
- Article
Financial engineering at Columbia University.
- Published in:
- Quantitative Finance, 2012, v. 12, n. 1, p. 11, doi. 10.1080/14697688.2011.635002
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- Publication type:
- Article
Extension of stochastic volatility equity models with the Hull–White interest rate process.
- Published in:
- Quantitative Finance, 2012, v. 12, n. 1, p. 89, doi. 10.1080/14697680903170809
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- Publication type:
- Article
Lectures on Financial Mathematics: Discrete Asset Pricing, by G. Anderson and A. Kercheval.
- Published in:
- 2011
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- Publication type:
- Book Review
Maximum penalized quasi-likelihood estimation of the diffusion function.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 11, p. 1675, doi. 10.1080/14697688.2011.615212
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- Publication type:
- Article
An enhanced model for portfolio choice with SSD criteria: a constructive approach.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 10, p. 1525, doi. 10.1080/14697680903493607
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- Publication type:
- Article
Non-parametric partial importance sampling for financial derivative pricing.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 8, p. 1193, doi. 10.1080/14697680903496485
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- Publication type:
- Article