The exchange of flow toxicity
D Easley, MML de Prado… - The Journal of Trading …, 2011 - jot.pm-research.com
Flow toxicity can be measured in terms of the probability that a liquidity provider is adversely
selected by informed traders. In previous papers the authors introduced the concept of …
selected by informed traders. In previous papers the authors introduced the concept of …
Asset-Liability Management bei Versicherungen
C Jost - Wiesbaden (zugleich: Dissertation Ludwig-Maximilians …, 1995 - Springer
In der Vergangenheit wurde die Versicherungsproduktion gedanklich immer in zwei
scheinbar unabhängige Teile zerlegt, in das" eigentliche" versicherungstechnische Geschäft …
scheinbar unabhängige Teile zerlegt, in das" eigentliche" versicherungstechnische Geschäft …
[BOOK][B] A stochastic approach to prepayment modeling
MS Overley - 1996 - search.proquest.com
INFORMATION TO USERS Page 1 INFORMATION TO USERS This manuscript has been
reproduced from the microfilm master. UMI films the text directly from the original or copy …
reproduced from the microfilm master. UMI films the text directly from the original or copy …
[CITATION][C] Market rate expectations and forward rates
A Ilmanen - The Journal of Fixed Income, 1996 - Institutional Investor Journals …
[CITATION][C] 利率可調整之不動產抵押貸款證券之風險評估─ 風險值之應用
廖咸興 - 2003 - ntur.lib.ntu.edu.tw
本研究係以郭姿伶(2000) 的提前償還模型(Logistic Regression Model) 並配合CIR 利率模型,
來模擬利率可調整之不動產抵押貸款證券(利率可調整抵押貸款) 的價格, 並且微調各個影響利率 …
來模擬利率可調整之不動產抵押貸款證券(利率可調整抵押貸款) 的價格, 並且微調各個影響利率 …