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There are 128108 results for: content related to: A Note on the Nelson–Siegel Family

  1. Itô Calculus

    Financial Statistics and Mathematical Finance: Methods, Models and Applications

    Ansgar Steland, Pages: 203–240, 2012

    Published Online : 20 JUN 2012, DOI: 10.1002/9781118316443.ch6

  2. Background

    Handbook of Financial Risk Management: Simulations and Case Studies

    N.H. Chan, H.Y. Wong, Pages: 33–70, 2013

    Published Online : 21 JUN 2013, DOI: 10.1002/9781118573570.ch2

  3. Japan

    Global Food Legislation : An Overview

    Moritz Bälz, Gabriele Koziol, Pages: 143–176, 2014

    Published Online : 14 MAY 2014, DOI: 10.1002/9783527680795.ch6

  4. MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS

    Mathematical Finance

    Volume 24, Issue 2, April 2014, Pages: 364–402, Sylvain Corlay, Joachim Lebovits and Jacques Lévy Véhel

    Version of Record online : 11 FEB 2013, DOI: 10.1111/mafi.12024

  5. Symmetries of first-order stochastic ordinary differential equations revisited

    Mathematical Methods in the Applied Sciences

    Volume 30, Issue 16, 10 November 2007, Pages: 2013–2025, E. Fredericks and F. M. Mahomed

    Version of Record online : 30 JUL 2007, DOI: 10.1002/mma.942

  6. Visualizing the sacred: Video technology, “televisual” style, and the religious imagination in Bahian candomblé

    American Ethnologist

    Volume 33, Issue 3, August 2006, Pages: 444–461, MATTIJS Van De PORT

    Version of Record online : 7 JAN 2008, DOI: 10.1525/ae.2006.33.3.444

  7. Backward Stochastic Differential Equations in Finance

    Mathematical Finance

    Volume 7, Issue 1, January 1997, Pages: 1–71, N. El Karoui, S. Peng and M. C. Quenez

    Version of Record online : 5 JAN 2002, DOI: 10.1111/1467-9965.00022

  8. Site-directed 13C solid-state NMR studies on membrane proteins: strategy and goals toward revealing conformation and dynamics as illustrated for bacteriorhodopsin labeled with [1-13C]amino acid residues

    Magnetic Resonance in Chemistry

    Volume 42, Issue 2, February 2004, Pages: 218–230, Hazime Saitô, Jun Mikami, Satoru Yamaguchi, Michikazu Tanio, Atushi Kira, Tadashi Arakawa, Kazutoshi Yamamoto and Satoru Tuzi

    Version of Record online : 14 JAN 2004, DOI: 10.1002/mrc.1325

  9. MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS

    Mathematical Finance

    Volume 21, Issue 1, January 2011, Pages: 21–52, Peter Carr and Peter Laurence

    Version of Record online : 22 SEP 2010, DOI: 10.1111/j.1467-9965.2010.00422.x

  10. Tainted Commons, Public Health: The Politico–Moral Significance of Cholera in Vietnam

    Medical Anthropology Quarterly

    Volume 28, Issue 3, September 2014, Pages: 342–361, Martha L. Lincoln

    Version of Record online : 28 JAN 2014, DOI: 10.1111/maq.12069

  11. Random walk method for the two- and three-dimensional Laplace, Poisson and Helmholtz's equations

    International Journal for Numerical Methods in Engineering

    Volume 51, Issue 10, 10 August 2001, Pages: 1133–1156, Mandar K. Chati, Mircea D. Grigoriu, Salil S. Kulkarni and Subrata Mukherjee

    Version of Record online : 23 APR 2001, DOI: 10.1002/nme.178

  12. Mean-Variance Hedging and Numéraire

    Mathematical Finance

    Volume 8, Issue 3, July 1998, Pages: 179–200, Christian Gourieroux, Jean Paul Laurent and Huyên Pham

    Version of Record online : 5 JAN 2002, DOI: 10.1111/1467-9965.00052

  13. Stochastic Integration

    Financial Derivatives in Theory and Practice

    P. J. Hunt, J. E. Kennedy, Pages: 63–89, 2005

    Published Online : 28 JAN 2005, DOI: 10.1002/0470863617.ch4

  14. The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability

    Mathematical Finance

    Volume 13, Issue 1, January 2003, Pages: 17–35, Emilio Barucci, Paul Malliavin, Maria Elvira Mancino, Roberto Renò and Anton Thalmaier

    Version of Record online : 7 MAR 2003, DOI: 10.1111/1467-9965.t01-1-00003

  15. Integration with respect to Fractal Functions and Stochastic Calculus II

    Mathematische Nachrichten

    Volume 225, Issue 1, May 2001, Pages: 145–183, M. Zähle

    Version of Record online : 9 APR 2001, DOI: 10.1002/1522-2616(200105)225:1<145::AID-MANA145>3.0.CO;2-0

  16. Tetsuo Nozoe (1902−1996)

    European Journal of Organic Chemistry

    Volume 2004, Issue 4, February 2004, Pages: 899–928,

    Version of Record online : 4 FEB 2004, DOI: 10.1002/ejoc.200300579

  17. Jumps

    Handbook of Volatility Models and Their Applications

    Cecilia Mancini, Francesco Calvori, Pages: 403–445, 2012

    Published Online : 27 MAR 2012, DOI: 10.1002/9781118272039.ch17

  18. HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET

    Mathematical Finance

    Volume 20, Issue 4, October 2010, Pages: 617–646, Wing Yan Yip, David Stephens and Sofia Olhede

    Version of Record online : 22 SEP 2010, DOI: 10.1111/j.1467-9965.2010.00414.x

  19. Math Fundamentals

    Financial Modelling: Theory, Implementation and Practice (with Matlab source)

    Jörg Kienitz, Daniel Wetterau, Pages: 643–679, 2013

    Published Online : 30 AUG 2013, DOI: 10.1002/9781118818565.ch13

  20. Interest Rate Dynamics and Consistent Forward Rate Curves

    Mathematical Finance

    Volume 9, Issue 4, October 1999, Pages: 323–348, Tomas Björk and Bent Jesper Christensen

    Version of Record online : 25 DEC 2001, DOI: 10.1111/1467-9965.00072