Zobrazeno 1 - 10
of 86
pro vyhledávání: '"Mitra, Sovan"'
Publikováno v:
In International Review of Financial Analysis January 2023 85
Autor:
Paul, Moumita Saha1, Mitra, Sovan2, Saha, Uttam Kumar3, Sarkar, Swapnodeep4 swapno.rgkmc@gmail.com
Publikováno v:
Asian Journal of Medical Sciences. Dec2023, Vol. 14 Issue 12, p56-60. 5p.
Autor:
Zhong, Yingtong, Mitra, Sovan
Publikováno v:
Journal of Fashion Marketing and Management: An International Journal, 2020, Vol. 24, Issue 4, pp. 631-649.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JFMM-03-2018-0033
Publikováno v:
In Journal of International Financial Markets, Institutions & Money November 2019 63
Publikováno v:
In Operations Research Perspectives 2019 6
Autor:
Mitra, Sovan
This report was originally written as an industry white paper on Hedge Funds. This paper gives an overview to Hedge Funds, with a focus on risk management issues. We define and explain the general characteristics of Hedge Funds, their main investment
Externí odkaz:
http://arxiv.org/abs/0904.2731
Autor:
Mitra, Sovan
Volatility modelling has become a significant area of research within Financial Mathematics. Wiener process driven stochastic volatility models have become popular due their consistency with theoretical arguments and empirical observations. However s
Externí odkaz:
http://arxiv.org/abs/0904.1756
Autor:
Mitra, Sovan
Regime switching volatility models provide a tractable method of modelling stochastic volatility. Currently the most popular method of regime switching calibration is the Hamilton filter. We propose using the Baum-Welch algorithm, an established tech
Externí odkaz:
http://arxiv.org/abs/0904.1500
Autor:
Mitra, Sovan
The literature on volatility modelling and option pricing is a large and diverse area due to its importance and applications. This paper provides a review of the most significant volatility models and option pricing methods, beginning with constant v
Externí odkaz:
http://arxiv.org/abs/0904.1292
Autor:
Mitra, Sovan
This paper formed part of a preliminary research report for a risk consultancy and academic research. Stochastic Programming models provide a powerful paradigm for decision making under uncertainty. In these models the uncertainties are represented b
Externí odkaz:
http://arxiv.org/abs/0904.1131