Results 11 to 20 of about 634,613 (262)
Lie Symmetries of (1+2) Nonautonomous Evolution Equations in Financial Mathematics
Mathematics, 2016 We analyse two classes of ( 1 + 2 ) evolution equations which are of special interest in Financial Mathematics, namely the Two-dimensional Black-Scholes Equation and the equation for the Two-factor Commodities Problem. Our approach is that of Lie
Andronikos Paliathanasis +2 more
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Teachers’ knowledge for teaching compound interest
Pythagoras, 2013 There is increasing acknowledgement that teachers’ knowledge for teaching mathematics is multifaceted and topic specific. Given the paucity of research on the teaching and learning of financial mathematics in general, little can be known about teachers’
Craig Pournara
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A General Framework for Portfolio Theory—Part I: Theory and Various Models
Risks, 2018 Utility and risk are two often competing measurements on the investment success. We show that efficient trade-off between these two measurements for investment portfolios happens, in general, on a convex curve in the two-dimensional space of utility and ...
Stanislaus Maier-Paape, Qiji Jim Zhu
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Comparison of Option Pricing with Stochastic Volatility in Heston and Heston Nandi Model [PDF]
تحقیقات مالی, 2023 Objective The significance of the capital market in driving the economic growth and development of a country necessitates a thorough examination of this market from multiple perspectives.
Mohammad Reza Haddadi +1 more
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A Dynamic Model for Futures of Iran\'s Oil Industry [PDF]
پژوهشهای اقتصادی, 2015 The main purpose of this paper is to provide a mathematical model for oil future contracts. The study basis has put on the Schwartz Model (1997), but it is clear that with the small change, it is applicable for Iranian Oil Industry Futures.
Hamid Bahmanpour, Abdolsadeh Neisy
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The Journal for Transdisciplinary Research in Southern Africa, 2014 The main aim of the study was (1) to identify the underlying factors related to errors due to incorrect association, and (2) to understand why learners continue to make such errors so that mechanisms to avoid such errors could be devised.
Xolani Khalo, Anass Bayaga
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On the Inception of Financial Representative Bubbles
Mathematics, 2017 In this work, we aim to formalize the inception of representative bubbles giving the condition under which they may arise. We will find that representative bubbles may start at any time, depending on the definition of a behavioral component.
Massimiliano Ferrara +2 more
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Mathematics, 2021 The COVID-19 pandemic has affected all walks of life, including education. Universities have been forced to teach in a blended or online environment, which has led professors to adapt their traditional teaching–learning methodologies.
María del Carmen Valls Martínez +3 more
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The Opportunity Process for Optimal Consumption and Investment with Power Utility [PDF]
, 2010 We study the utility maximization problem for power utility random fields in a semimartingale financial market, with and without intermediate consumption.
A. Černý +22 more
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Parallelization of the α‐stable modelling algorithms
Mathematical Modelling and Analysis, 2007 Stable distributions have a wide sphere of application: probability theory, physics, electronics, economics, sociology. Particularly important role they play in financial mathematics, since the classical models of financial market, which are based on the
Igoris Belovas, Vadimas Starikovičius
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