alexv's library 119 articles Export

	A Mathematician's Lament [My Copy] (2002) by Paul Lockhart posted to education by alexv on 2009-08-16 15:48:00 as
	Introduction to Statistical Issues in Particle Physics [My Copy] (20 Nov 2003) by Roger Barlow posted to statistics physics by alexv on 2009-08-15 15:30:40 as
	Physics, Topology, Logic and Computation: A Rosetta Stone [My Copy] (6 Jun 2009) by John C. Baez, Mike Stay posted to physics by alexv on 2009-08-13 18:12:38 as along with 1 person NitinCR
	Adjustment and Application of Transition Matrices in Credit Risk Models [My Copy] Social Science Research Network Working Paper Series (30 March 2005) by Stefan Trueck, Oezturkmen Emrah posted to finmath risk by alexv on 2009-07-21 01:27:57 as
	Power-Law Distributions in Empirical Data [My Copy] SIAM Review, Vol. 51, No. 4. (2 Feb 2009), 661. by Aaron Clauset, Cosma R. Shalizi, M. E. J. Newman posted to power-law statistics by alexv on 2009-06-25 02:22:46 as along with 64 people and 2 groups ulmer aheineike danilov Diego_Prada kinop jaia lehalle jsaramak ccthomas vagoskar acrmartins krisl makrehchi jotwin quianominorleo akuhn arsyed coccoinomane janpaniev pawelsobko Borelli tmarscha dpf garyfeng kubyaddi tnhh kaarsinogen dmeister ddahlem vtraag mattjb jfelipe yonyoni laurobeltrao mmcgloho galyardt gconaldi egh ansobol lfriedl jjray itmeson dumpa madhadron sdvillal bigbossman merazzle xpontus muraken sugarexpletive jaspervoskuilen tomhebbron gi0rgi0ne amoebe jasonn pprett AbnerCYH halukbingol anhlc stringertheory deanmalmgren jyew nazareno diamantis ReadingLab EntrepreneurialRisks
	Asymptotics via Empirical Processes [My Copy] Statistical Science, Vol. 4, No. 4. (1989), pp. 341-366. by David Pollard posted to probability statistics by alexv on 2008-11-30 02:41:02 as
	Markov Chains for Exploring Posterior Distributions [My Copy] The Annals of Statistics, Vol. 22, No. 4. (1994), pp. 1701-1728. by Luke Tierney posted to markov-chains probability statistics by alexv on 2008-11-30 02:31:25 as along with 5 people nimbot ppeeling vema ggorjan lcigler
	Statistical Methods in Markov Chains [My Copy] The Annals of Mathematical Statistics, Vol. 32, No. 1. (1961), pp. 12-40. by Patrick Billingsley posted to markov-chains statistics by alexv on 2008-06-04 05:10:41 as along with 3 people arsyed ulmer cherrie
	Test Statistics for Simple MARKOV Chains. A Monte Carlo Study [My Copy] Biometrical Journal, Vol. 20, No. 1. (1978), pp. 41-49. by Fritz K. Bedall posted to markov-chains monte-carlo statistics by alexv on 2008-06-04 04:42:12 as
	Markov Chains and Stochastic Stability [My Copy] (1993) by S. P. Meyn, R. L. Tweedie posted to markov-chains statistics by alexv on 2008-06-01 17:43:48 as
	Bootstrap Methods: Another Look at the Jackknife [My Copy] The Annals of Statistics, Vol. 7, No. 1. (1979), pp. 1-26. by B. Efron posted to statistics by alexv on 2008-05-23 15:12:16 as along with 2 people napvasconcelos pcarbo
	Statistical Inference about Markov Chains [My Copy] The Annals of Mathematical Statistics, Vol. 28, No. 1. (1957), pp. 89-110. by T. W. Anderson, Leo A. Goodman posted to markov-chains statistics by alexv on 2008-05-21 16:08:01 as
	Prepayment, Default, and the Valuation of Mortgage Pass-Through Securities [My Copy] The Journal of Business, Vol. 65, No. 2. (1992), pp. 221-239. by Eduardo S. Schwartz, Walter N. Torous posted to finmath mbs mi by alexv on 2008-04-07 22:32:32 as along with 1 person vrvikas
	Pricing mortgages: An interpretation of the models and results [My Copy] Journal of Financial Services Research, Vol. 1, No. 1. (1987), pp. 19-55. by Patric H. Hendershott, Robert Order posted to finmath mbs by alexv on 2008-04-07 22:25:12 as
	Modeling Mortgage Insurance as a Multistate Process [My Copy] Variance, Vol. 1, No. 1. by Peter Mulquiney, Greg C. Taylor posted to finmath mbs mi by alexv on 2008-04-03 01:12:34 as
	An Option-Based Pricing Model of Private Mortgage Insurance [My Copy] The Journal of Risk and Insurance, Vol. 60, No. 2. (1993), pp. 288-299. by James B. Kau, Donald C. Keenan, Walter posted to finmath mbs mi by alexv on 2008-04-03 00:38:26 as
	$My PDF mandelbrot_fractional.pdf$ Fractional Brownian Motions, Fractional Noises and Applications [My Copy] SIAM Review, Vol. 10, No. 4., pp. 422-437. by Benoit B. Mandelbrot, John W. Van Ness posted to no-tag by alexv on 2008-04-01 23:04:31 as
	The Homogeneous Chaos [My Copy] American Journal of Mathematics, Vol. 60, No. 4. (1938), pp. 897-936. by Norbert Wiener posted to statistics time-series by alexv on 2008-04-01 22:58:17 as
	Stochastic Calculus for Fractional Brownian Motion I. Theory [My Copy] SIAM Journal on Control and Optimization, Vol. 38, No. 2., pp. 582-612. by Tyrone E. Duncan, Yaozhong Hu, Bozenna Pasik-Duncan posted to statistics time-series by alexv on 2008-04-01 22:49:26 as
	An Introduction To Malliavin Calculus With Applications To Economics [My Copy] by Bernt Øksendal posted to finmath statistics by alexv on 2008-02-12 16:58:23 as along with 1 person abelikoff
	Why We Have Never Used the Black-Scholes-Merton Option Pricing Formula (fourth version) [My Copy] Social Science Research Network Working Paper Series (January 2008) by Espen G. Haug, Nassim N. Taleb posted to finmath risk by alexv on 2008-02-04 21:25:14 as along with 2 people pdlug skheller
	Markov Chain Monte Carlo Method and Its Application [My Copy] The Statistician, Vol. 47, No. Part 1. (1998), pp. 69-100. by Stephen P. Brooks posted to monte-carlo statistics by alexv on 2008-01-07 20:10:55 as along with 5 people icosma Xavier delip markusd microserf
	Data-Snooping Biases in Tests of Financial Asset Pricing Models [My Copy] by Andrew W. Lo, Craig A. Mackinlay posted to finmath statistics by alexv on 2007-12-12 17:19:01 as along with 1 person abelikoff
	Analysis of time series subject to changes in regime [My Copy] Journal of Econometrics, Vol. 45, No. 1-2. ( 1990), pp. 39-70. by James D. Hamilton posted to statistics time-series by alexv on 2007-12-12 17:15:19 as along with 1 person abelikoff
	A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle [My Copy] Econometrica, Vol. 57, No. 2. (1989), pp. 357-384. by James D. Hamilton posted to statistics time-series by alexv on 2007-12-12 17:03:15 as along with 2 people abrentnall abelikoff
	A Fisher-Weil Theorem for Non-Parallel Interest Shifts [My Copy] In Advances in Investment Analysis and Portfolio Management, Vol. 6 (1999), pp. 91-100. by R. Fry, J. Biech, J. Mosevich, Nelken posted to finmath risk yield-curve by alexv on 2007-11-14 18:26:00 as
	Coping with the Risk of Interest-Rate Fluctuations: A Note [My Copy] The Journal of Business, Vol. 50, No. 3. (1977), pp. 364-370. by G. O. Bierwag, George G. Kaufman posted to finmath risk yield-curve by alexv on 2007-11-14 18:06:34 as
	Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naïve and Optimal Strategies [My Copy] The Journal of Business, Vol. 44, No. 4. (1971), pp. 408-431. by Lawrence Fisher, Roman L. Weil posted to finmath risk yield-curve by alexv on 2007-11-14 17:41:55 as
	Duration and the Measurement of Basis Risk [My Copy] The Journal of Business, Vol. 52, No. 1. (1979), pp. 51-61. by John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross posted to finmath risk yield-curve by alexv on 2007-11-14 17:37:55 as
	Recursive Bayesian Inference on Stochastic Differential Equations [My Copy] by Simo Särkkä posted to kalman-filter statistics time-series by alexv on 2007-11-05 21:01:10 as along with 1 person os252
	Convex Optimization [My Copy] (08 March 2004) by Stephen Boyd, Lieven Vandenberghe posted to optimization by alexv on 2007-11-05 20:39:26 as along with 31 people and 2 groups CEhrler colass abellogin vgauthier gtdj thomast3 martinthesis sbarthelme Mnourian ansobol yaroslavvb gyuli dariusb joeionnojitsu pjliu BarrosH mh olethros sdvillal NeilInCanadia ngoncalves atbrew paulinus teesid jung_dalglish BrianTomasik gixgax daniel51 samedina chinkeong MarkEveritt Autonomous_Vehicles Networked_Control_Systems
	Generatingfunctionology [My Copy] (1994) by Herbert S. Wilf posted to discrete-math by alexv on 2007-11-05 20:36:02 as along with 1 person NeilInCanadia
	On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems [My Copy] IEEE Transactions on Automatic Control (October 2007) by Simo Särkkä posted to kalman-filter statistics time-series by alexv on 2007-11-05 19:08:22 as
	How to write mathematics [My Copy] L'Enseignement Mathématique, Vol. 16 (1970), pp. 123-152. by Paul Halmos posted to writing by alexv on 2007-11-02 17:33:43 as along with 4 people michaelbanks fierykylin jjray NitinCR
	Time Series Modelling and Interpretation [My Copy] by C. W. J. Granger, M. J. Morris posted to statistics time-series by alexv on 2007-10-30 01:42:29 as
	Differential Evolution - A simple and efficient adaptive scheme for global optimization over continuous spaces [My Copy] by Rainer Storn, Kenneth Price posted to optimization by alexv on 2007-10-17 03:19:40 as
	Time Series Analysis [My Copy] (11 January 1994) by James D. Hamilton posted to kalman-filter statistics time-series by alexv on 2007-10-16 20:29:48 as along with 8 people Vaidas rivadeneyra jrnold alvarolozano toomash fredrikhw dangchil maricarmen
	A New Approach to Linear Filtering and Prediction Problems [My Copy] Transactions of the ASME – Journal of Basic Engineering, No. 82 (Series D). (1960), pp. 35-45. by R. E. Kalman posted to kalman-filter statistics time-series by alexv on 2007-10-16 18:40:17 as along with 6 people Mnourian tijszwinkels pqnga sfuniak ppeeling sourada
	Stochastic Differential Equations: An Introduction with Applications (Universitext) [My Copy] (15 July 2003) by Bernt Øksendal posted to probability statistics by alexv on 2007-09-27 18:06:09 as along with 6 people Dangerfc dungarov ansobol Borelli nmdang felixmiguelc
	Filtering in Finance [My Copy] Wilmott Magazine, Vol. 2003, No. 3. (2003), pp. 67-83. by Alireza Javaheri, Delphine Lautier, Alain Galli posted to finmath kalman-filter time-series by alexv on 2007-09-25 22:26:40 as along with 1 person abelikoff
	A REVIEW OF TERM-STRUCTURE MODELS AND THEIR APPLICATIONS: FORMS PART OF: REPORT OF THE FIXED-INTEREST WORKING GROUP, B.A.J. 4, II PG.213-383 [My Copy] British Actuarial Journal, Vol. 4, No. 2. (1998), pp. 323-349. by Chaplin, G.B. posted to finmath interest-rate-model by alexv on 2007-09-25 18:27:06 as along with 1 person lbo
	Numerical Procedures for Implementing Term Structure Models II: Two-Factor Models [My Copy] Journal of Derivatives, Vol. 2, No. 2. (Winter 1994), pp. 37-48. by J. Hull, A. White posted to finmath interest-rate-model by alexv on 2007-09-18 21:00:42 as along with 3 people joeionnojitsu danfcook abelikoff
	Numerical Procedures for Implementing Term Structure Models I: Single-Factor Models [My Copy] Journal of Derivatives (Fall 1994), pp. 7-16. by John C. Hull, Alan White posted to finmath interest-rate-model by alexv on 2007-09-18 20:46:17 as along with 1 person danfcook
	Classical and Quantum Probability [My Copy] (27 Feb 2000) by R. F. Streater posted to probability quantum by alexv on 2007-09-18 19:34:46 as along with 4 people ansobol jrw proportional BrendaChng
	An equilibrium characterization of the term structure [My Copy] Journal of Financial Economics, Vol. 5, No. 2. (November 1977), pp. 177-188. by O. Vasicek posted to finmath interest-rate-model yield-curve by alexv on 2007-09-17 19:40:36 as along with 4 people brotchie ras snax danfcook
	Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance) [My Copy] (15 September 2006) by Damiano Brigo, Fabio Mercurio posted to finmath interest-rate-model by alexv on 2007-09-14 19:04:54 as along with 2 people danfcook trivial81
	Affine processes and applications in finance [My Copy] The Annals of Applied Probability, Vol. 13, No. 3. (2003), pp. 984-1053. by D. Duffie, D. Filipović, W. Schachermayer posted to finmath interest-rate-model probability by alexv on 2007-09-14 17:48:10 as along with 1 person abelikoff
	Predictability of Interest Rates and Interest-Rate Portfolios by Turan Bali, Massoud Heidari, Liuren Wu [My Copy] SSRN eLibrary (2006) by Turan Bali, Massoud Heidari, Liuren Wu posted to finmath interest-rate-model kalman-filter time-series yield-curve by alexv on 2007-09-12 21:58:50 as along with 1 person abelikoff
	An Overview of Stochastic Filtering Theory [My Copy] Advances in Applied Probability, Vol. 17, No. 2. (1985), pp. 249-251. by Ioannis Karatzas posted to probability statistics time-series by alexv on 2007-08-30 17:14:49 as
	A Geometric View of Interest Rate Theory [My Copy] In Handbook of Mathematical Finance by Tomas Bjork posted to finmath interest-rate-model by alexv on 2007-08-08 16:25:36 as along with 1 person abelikoff

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alexv's library 119 articles Export

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