Items where Industrial Sector is "Finance"

Study Group Report

Alcock, Jamie and Goard, Joanne and Vassallo, Tony (2007) Calibrating the mean reverting jump diffusion model to Australian spot electricity prices. [Study Group Report]

Apobhai, M. and Beumee, H. and Dewynne, J. and Howison, S.D. and Whalley, E. (1995) Bond Sweeteners. [Study Group Report]

Barton, N. and Yiu, M. (1990) Long term foreign currency exchange rate predictions. [Study Group Report]

Bhar, Ramaprasad (2007) A jump diffusion model for spot electricity prices. [Study Group Report]

Bhatt, G.S. and Brimlow, J. and Estervig, B. and Caraba, E. and Ghavami, A. and Fan, S. and Ho, N. and Gong, H. and Lenhoff, I. and Huang, Z. and Liang, C. and Sanders, J. and Jin, S. and Wang, Y. and Rossi, R. and Yao, G. and Takeuchi, M. and Yao, L. and Tenali, G. and Duffy, D. and Varga, K. and Fok, P.-W. and Zhao, T. and Please, C.P. (2012) Problem from Standard and Poor’s. [Study Group Report]

Bošnjak, I. and Krejić, N. and Milanović, M. and Nikolić, N. and Petković, P. and Rakić, D. (2014) Optimization of Collateral Value Distribution. [Study Group Report]

Braun, Richard and Edwards, David A. and French, Donald and Larson, Dale and Mahar, Jason and Peterson, Todd and Schleiniger, Gilberto and Tourrucoo, Fabricio and Zhang, Shangyou (2000) Options on Baskets. [Study Group Report]

Broda, P. and Levajković, T. and Kresoja, M. and Marčeta, M. and Mena, H. and Nikolić, M. and Stojančević, T. (2014) Optimization of ATM filling-in with cash. [Study Group Report]

Campbell, Kristen and Chen, Yun and Edwards, David A. and Li, Yanyan and O’Connell, Sean and Patterson, Ryshon and Schleiniger, Gilberto and Schneider, Jodi and Tourrucoo, Fabricio and Yang, Gehua and Yuan, Juan-Ming (2001) Multi-Name Credit Derivatives. [Study Group Report]

Carey, M. and Houghton, C. and Jablonska, M. and Kinsella, J. (2009) Uplift Quadratic Program in Irish Electricity Price Setting. [Study Group Report]

Cheng, Raymond K. and Lawi, Stéphan and Swishchuck, Anatoliy (2002) Price Pseudo-Variance, Pseudo-Covariance, Pseudo-Volatility, and Pseudo-Correlation Swaps - In Analytical Closed-Forms. [Study Group Report]

Chiarella, Carl and Svec, Jiri and Stevenson, Max (2009) Diagnostic testing for earnings simulation engines in the Australian electricity market. [Study Group Report]

Cisneros-Molina, M. and Huang, H. and Salisbury, T. (2008) Evaluation of Target Date Funds. [Study Group Report]

Connaughton, Colm and Herman, John and Johansen, Adam and Kawabata, Emily and Kerr, Robert and Pegg, Michael and Reizenstein, Jeremy and Sakrajda, Piotr and Tawn, Nick and Whincop, Luke (2017) African Drought Risk Pay-Out Benchmarking. [Study Group Report]

Cottrell, David and Huang, Huaxiong and Nigam, Nilima (2006) Incorporating Estimation Error into Optimal Portfolio allocation. [Study Group Report]

Cottrell, Tom and Calistrate, Dan (2000) Designing Incentive-Alignment Contracts in a Principal-Agent Setting in the Presence of Real Options. [Study Group Report]

Desnica, Z. and Krejić, N. and Krklec Jerinkić, N. and Marković, B. and Nedeljkov, M. and Ovcin, Z. and Pavić-Čolić, M. and Piwarska, K. and Vla Panić, K. (2014) Optimization of commodity portfolio management. [Study Group Report]

Dewynne, Jeff and Fischer, Tom and Howison, Sam and Kulesza, Kamil and Lacey, Andrew and Piwarska, Karina and Wilkie, David and Zyskin, Maxim and MacDonald, Angus (2008) Estimating the volatility of property assets. [Study Group Report]

Fatima, T and Grzelak, L and Hendriks, H (2009) Approximate solution to a hybrid model with stochastic volatility: a singular-perturbation strategy. [Study Group Report]

Gaur, Daya (1998) An Optimal Strategy for Maintaining Excess Capacity. [Study Group Report]

Gendron, Bernard and Chouman, Mervat and Fu, Xiaorui and Khuong, Paul-Virak and Cordeau, Jean-François and El Ouali, Mehdi and Ghaffari, Hamid and Li, Yang and Liu, Xi and Ropke, Stefan and Warren, Robert (2007) Strategic Planning at Kruger Products. [Study Group Report]

Grodzevich, Oleg and Romanko, Oleksandr (2006) Normalization and Other Topics in Multi-Objective Optimization. [Study Group Report]

Hazelwood, Vera and Bandeira, Afonso and Cavaleiro, Marta and Davies, Russell and Mondal, Anirban and Morales, Sergio and Piwarska, K. and Please, C.P. (2010) Earthquake risk: Including Uncertainties in the Ground Motion Calculations. [Study Group Report]

Howison, S.D. and Dewynne, J. (1995) Risk/Reward. [Study Group Report]

Jaimungal, S. (2011) Car Centres Placement Problem. [Study Group Report]

Jakub, Lengiewicz and Krzysztof, Turek and Jacek, Lewkowicz and Poul, Hjorth and Agnieszka, Kaszkowiak and Anna, Kortyka and Mariusz, Marczewski and John, Ockendon and Wojciech, Okrasinski and Zbigniew, Peradzynski and Piotr, Wojdyllo and Karolina, Wojtasik and Maciej, Zmuda (2011) Models and measures to evaluate the effectiveness of funds utilization for scientific research and development of advanced technologies. [Study Group Report]

Janicijevic, S. and Luzanin, Z. and Pereverzyev, S. and Stojkovska, I. and Tepavcevic, A. (2014) Credit Scorecard for Corporate Clients based on Industries. [Study Group Report]

Jones, Marvin and Barton, David and Hall, Cameron and Coskun, Erhan and Lacey, Andrew and Lorenz, Maike and Maringer, Johannes and Please, Colin and Richardson, Giles (2009) Oil price cycle and sensitivity model. [Study Group Report]

Kane, Selly and Krupp, Viktoria and Macki, Jack (2001) Monte Carlo Simulation in the Integrated Market and Credit Portfolio Model. [Study Group Report]

Lamper, D. (2002) Risk and Return Performance Attribution for Cross Border Investment Portfolio. [Study Group Report]

Lawson, Zoe and Jones, Owen and Holland, Mark and Oak, Neeraj and Hall, Cameron and Hewitt, Ian and Wilson, Eddie and Leese, Robert (2013) Business Rates Pooling. [Study Group Report]

Lee, Seung Youn (2003) Correlation Structures Corresponding to Forward Rates. [Study Group Report]

Maberley, Ed and Wilkins, Andy (2007) Determining the independence of various measures of financial risk. [Study Group Report]

Manus, Lorcan Mac and Barons, Martine and Belica, Matej and Chleboun, Colm and Dellar, P. and Gin, Stephen and Gould, Martin D and Graf, Isabell and Klepek, Karolina Aleksandra and Konrad, Bernhard and Kwiecinska, Agnieszka Alina and Lai, Yi-Ming and Luo, Jamie and Ockendon, John and Sobczak, Grzegorz and Sorensen, Troels Bjerre and Szerling, Pawel and Virmani, Jyotika (2010) Modelling hurricane track memory. [Study Group Report]

Mills, G. (1991) Air handling system optimisation. [Study Group Report]

Paulhus, Mark (1998) Inventory Optimization using a Renewal Model for Sales. [Study Group Report]

Peng, S. (2006) Testing and finding the generating functions of an option pricing mechanism through market data. [Study Group Report]

Russell, Ken and Cerone, Pietro and Challis, Vivien (2007) Calculation of a risk measure for the net system load profile. [Study Group Report]

Tsao, Min and Aggarwala, Rita and Aurag, Hassan and Paulhus, Marc (1999) Efficient Portfolio Selection. [Study Group Report]

Tsuil, L. K. and Chadam, J. (2008) Portfolio Optimization. [Study Group Report]

Ware, Tony (2005) Adaptive Statistical Evaluation Tools for Equity Ranking Models. [Study Group Report]

Whiten, Bill and Kaye, Marion and Ratneesh, Suri (2005) Optimising the relationship of electricity spot price to real-time input data. [Study Group Report]

van Blokland, Piet and Booth, Lorna and Hiremath, Kirankumar and Hochstenbach, Michiel and Koole, Ger and Pop, Sorin and Quant, Marieke and Wirosoetisno, Djoko (2002) The Euro Diffusion Project. [Study Group Report]