Items where Industrial Sector is "Finance"

A

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 [Study Group Report] (Unpublished)

B

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 [Study Group Report] (Unpublished)

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]

C

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]

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 [Study Group Report] (Unpublished)

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 [Study Group Report] (Unpublished)

D

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]

G

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 [Study Group Report] (Unpublished)

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]

J

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]

K

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 [Study Group Report] (Unpublished)

L

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 [Study Group Report] (Unpublished)

M

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 [Study Group Report] (Unpublished)

P

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 [Study Group Report] (Unpublished)

R

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 [Study Group Report] (Unpublished)

T

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 [Study Group Report] (Unpublished)

V

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] (Unpublished)

W

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 [Study Group Report] (Unpublished)

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