Zobrazeno 1 - 10
of 11
pro vyhledávání: '"Stuart McCrary"'
Autor:
Stuart McCrary
Publikováno v:
SSRN Electronic Journal.
This manuscript is program documentation for various Monte Carlo models involving multiple correlated variables, skewed distributions, kurtotic distributions, or combinations of correlation, skew, and kurtosis.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c618f5aabcc84c56188ccba3e0fb948f
https://doi.org/10.2139/ssrn.2665147
https://doi.org/10.2139/ssrn.2665147
Autor:
Stuart McCrary
Publikováno v:
SSRN Electronic Journal.
This manuscript is program documentation for a model to create a Hull-White trinomial interest rate tree with mean reversion.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9b4c159612620a33c700828bf0275d42
https://doi.org/10.2139/ssrn.2665190
https://doi.org/10.2139/ssrn.2665190
Autor:
Stuart McCrary
Publikováno v:
SSRN Electronic Journal.
This manuscript is program documentation for a model to create a trinomial stock price tree with mean reversion to price convertible bonds and convertible preferred stock.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a5c231af116cfc5483346b133cf98867
https://doi.org/10.2139/ssrn.2665191
https://doi.org/10.2139/ssrn.2665191
Autor:
Stuart McCrary
Publikováno v:
SSRN Electronic Journal.
Many professional sports seasons end with one or more five- or seven-game series to determine an overall champion. Binomial trees commonly used to value complex derivatives can organize the many outcomes of a sport series. Applying trees to baseball
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::996ab8e457c33168fb6210f7b7f75f53
https://doi.org/10.2139/ssrn.2703440
https://doi.org/10.2139/ssrn.2703440
Autor:
Stuart McCrary
Publikováno v:
SSRN Electronic Journal.
This manuscript is program documentation for three ways to calculate the mean, variance, skewness, kurtosis, covariance, correlation, regression parameters and other regression statistics. The traditional or "textbook" method passes through the data
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5d8979090d48656b491c733c99433958
https://doi.org/10.2139/ssrn.2695198
https://doi.org/10.2139/ssrn.2695198
Autor:
Stuart McCrary
Publikováno v:
Derivatives Use, Trading & Regulation. 11:297-300
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b6c3a4ca14f52a240ef1fb696bb23cf1
https://doi.org/10.1057/palgrave.dutr.1840027
https://doi.org/10.1057/palgrave.dutr.1840027
Autor:
Stuart McCrary
Publisher Summary This chapter explains how lending markets allow traders to finance both long and short positions. The repo market permits traders to finance both long and short positions in a wide variety of bonds. Traders need to borrow a security
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d1a0195d343962e5352489604931a6df
https://doi.org/10.1016/b978-0-12-387724-6.00006-4
https://doi.org/10.1016/b978-0-12-387724-6.00006-4
Autor:
François-Éric Racicot, Stephan Bucher, Eva Nathusius, Ann-Kristin Achleitner, Christoph Kaserer, Abdulkadir Civan, Marno Verbeek, Stuart McCrary, Martin Eling, Marcus Müller, Christian Hoppe, Julia Stolpe, Markus Ampenberger, Iwan Meier, Lutz Johanning, Daniel Schmidt, Stefano Gatti, Oliver Schwindler, Mariela Borell, Sol Waksman, Annick Lambert
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b9a6a1ca3f1ecf4c17f13370e8df57af
https://doi.org/10.1201/9781420064896.ch18
https://doi.org/10.1201/9781420064896.ch18
Autor:
Bill Ding, M Banu Durukan, Mehmet Orhan, Keith Black, Philipp Krohmer, Markus Ampenberger, John Freihammer, Georges Hübner, Oliver Schwindler, Stefano Gatti, Dengli Wang, Walter Orth, François-Éric Racicot, Douglas Cumming, Denis Schweizer, Laurent Favre, Abdulkadir Civan, Robert Christopherson, Stuart McCrary, Fabrice Douglas Rouah, Zeno Adams, Lutz Johanning, Timothy Dempsey, Juliane Proelss, Matthias Muck, Miriam Gandarillas Iglesias, Andreza Barbosa, Roland Füss, Zsolt Berenyi, Francesco Menoncin, Ann-Kristin Achleitner, Julia Stolpe, Hilary Till, Jean-Pierre Gueyie, Jodie Gunzberg, François-Serge Lhabitant, Franziska Feilke, Stefan Ulreich, Marcus Müller, Raffaele Zenti, Jens Johansen, Stefano Caselli, Mohamed Djerdjouri, Jan-Hendrik Meier, Raquel Gaspar, Sergio Sanfilippo Azofra, Brian King, Karyn Neuhauser, João Duque, Bernd Scherer, Christian Hoppe, Don Powell, Christine Rehan
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d39372468cf91ca6ec3014c9a2eeec0c
https://doi.org/10.1201/9781420064896.ch3
https://doi.org/10.1201/9781420064896.ch3
Autor:
Mehmet Orhan, Alain Coën, Oliver Schwindler, Abdulkadir Civan, Berna Kirkulak, Kojo Menyah, Stuart McCrary, Maher Kooli, Colin Read, Timothy Dempsey, Philipp Krohmer, Miriam Gandarillas Iglesias, Wolfgang Breuer, Dimitrios Gounopoulos, Robert Christopherson, Tereza Tykvova, Giampaolo Gabbi, Matthias Muck, Niklas Wagner, Jochen Zimmermann, M Banu Durukan, Stefano Caselli, Dieter Kaiser, Sergio Sanfilippo Azofra, Jan-Hendrik Meier, Stefan Wendt, M Nihat Solakoglu, Juan Salazar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e6561e0e2a9a9da7e8241f230bb39abb
https://doi.org/10.1201/9781420064896.ch6
https://doi.org/10.1201/9781420064896.ch6