Two Useful Techniques for Financial Modelling Problems

DOI10.1080/13504860903257666zbMath1233.91323OpenAlexW2047853822MaRDI QIDQ2786204

Paul Doust

Publication date: 21 September 2010

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/13504860903257666

zbMATH Keywords

financial modelling

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (2)

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Cites Work

• Parameterizing correlations: a geometric interpretation
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