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...nt frontier''' (or '''portfolio frontier''') is an investment [[portfolio (finance)|portfolio]] which occupies the "efficient" parts of the [[risk–return spec ...condition that no other portfolio exists with a higher expected [[return (finance)|return]] but with the same [[standard deviation]] of return (i.e., the ris ...

...cription.pdf |accessdate=8 July 2019}}</ref> A RFQ contains at least the [[International Securities Identification Number|ISIN]] to uniquely identify the financial This essentially means, that everybody buying or selling [[stock]]s, [[Bond (finance)|bonds]], [[Foreign exchange market|foreign exchange]], commodities or [[ex ...

| known_for = Contributions to probability theory and mathematical finance ...e is considered one of the pioneers on the French school of [[mathematical finance]] and trained many engineers and scientists in this field. ...

...or [[fixed income]] and [[interest rate derivative]]s see [[Lattice model (finance)#Interest rate derivatives]]. ...r this maturity; <math> \sigma\,</math> is the corresponding [[volatility (finance)|volatility of the underlying]]; <math> q\,</math> is its corresponding [[d ...

*In finance, it refers to the exchange of the flow of payments from a given security (t ==Finance== ...

...of new stylized facts of the intra-daily foreign exchange markets|journal=Finance and Stochastics|language=en|volume=1|issue=2|pages=95–129|doi=10.1007/s0078 ...requency of directional-change intrinsic events maps (1) the [[Volatility (finance)|volatility]] of price changes conditional to (2) the selected threshold <m ...

...e = On Persistence in Mutual Fund Performance | journal = [[The Journal of Finance]]| volume = 52 | issue = 1 | pages = 57–82 | year = 1997 | jstor = 2329556| ...2=E. |title=The Role of Analysts' Forecasts in the Momentum Effect|journal=International Review of Financial Analysis|volume=48|pages=67–84|date=2016|doi=10.1016/j. ...

...y tails]], and [[volatility clustering]] of the empirical asset returns in finance. In 1963, [[Benoît Mandelbrot|Benoit Mandelbrot]] first used the [[Stable d ...ss of the Rosiński's generalized tempered stable distributions, is used in finance.<ref name=sb4/> ...

...or Valuing Real Options: The Boeing Approach. Journal of Applied Corporate Finance, 19(2): 95–104.</ref> but the method is not based on probability theory and ..., 2010, Valuing [[M&A|M&A Synergies]] as (Fuzzy) Real Options, 14th Annual International Conference on Real Options in Rome, Italy, June 16–19, 2010</ref> valuation ...

[[Category:International finance]] ...

...rent account deficit, it has to borrow exactly $700 billion from abroad to finance the deficit and therefore, the country's net foreign asset position falls b *[[Net international investment position]] ...

...dard volatility models do provide accurate forecasts|pages=885–905|journal=International Economic Review |volume=39 |issue=4 |doi=10.2307/2527343|jstor=2527343 |cit The realized [[Volatility (finance)|volatility]] is the square root of the realized variance, or the square ro ...

...Alternative Models of the Short-Term Interest Rate |journal=The Journal of Finance |language=en |volume=47 |issue=3 |pages=1209–1227 |doi=10.1111/j.1540-6261. ...f the Significance of the Wavelet Response to Some CKLS Processes |journal=International Journal of Financial Studies |language=en |volume=6 |issue=3 |pages=76 |doi ...

...y is it to ignore breaks when forecasting the direction of a time series?. International Journal of Forecasting, 20(3), 411-425 [https://www.repository.cam.ac.uk/bi ...., & Herwartz, H. (2011). On economic evaluation of directional forecasts. International Journal of Forecasting, 27(4), 1058-1065. [http://edoc.hu-berlin.de/series/ ...

[[International reserves|Level of International Reserves]] <math>(R)</math> [[Credit (finance)|Credit]] extended to the private sector <math>(\Delta DC_p)</math>. ...

...//internationalecon.com/Finance/Fch30/F30-4.php Suranovic, ''International Finance Theory and Policy'' | Problems and Extensions of PPP]</ref> ...al relativity: the first tests |journal=Journal of International Money and Finance |date=March 2005 |volume=24 |issue=2 |pages=293–316 |doi=10.1016/j.jimonfin ...

...2=E. |title=The Role of Analysts' Forecasts in the Momentum Effect|journal=International Review of Financial Analysis|volume=48|pages=67–84|date=2016|doi=10.1016/j. ...theory of market equilibrium under conditions of risk |journal=Journal of Finance |volume=19 |issue=3 |pages=425–442 |doi=10.2307/2977928|jstor=2977928 |hdl= ...

...ply declined. Major participants in the market include issuers (usually [[International financial institutions|Supranationals]]) of the notes under their [[Medium ...actor [[Lattice model (finance)|grid/lattice]] or [[Monte Carlo methods in finance|Monte Carlo]] models where one factor represents the short rate in currency ...

...or education fund.<ref>{{Cite book|title=CFA Institute Level I: Corporate Finance & Portfolio Management|last=Conroy|first=Robert M.|year=2014|pages=237}}</r ...ket Equilibrium Under Conditions of Risk |date=1964|journal=The Journal of Finance|volume=19|issue=3|pages=425–442|doi=10.1111/j.1540-6261.1964.tb02865.x|issn ...

...{{Short description|Application of mathematical and statistical methods in finance}} ...of [[applied mathematics]], concerned with mathematical modeling in the [[Finance#Quantitative_finance|financial field]]. ...