Industrial Sector: Finance
Number of items: 12. 2007Study Group ReportBhar, Ramaprasad (2007) A jump diffusion model for spot electricity prices. Australian and New Zealand Mathematics in Industry Study Group > 24th MISG [Wollongong 5/2/2007 - 9/2/2007]. Russell, Ken and Cerone, Pietro and Challis, Vivien (2007) Calculation of a risk measure for the net system load profile. Australian and New Zealand Mathematics in Industry Study Group > 24th MISG [Wollongong 5/2/2007 - 9/2/2007]. Alcock, Jamie and Goard, Joanne and Vassallo, Tony (2007) Calibrating the mean reverting jump diffusion model to Australian spot electricity prices. Australian and New Zealand Mathematics in Industry Study Group > 24th MISG [Wollongong 5/2/2007 - 9/2/2007]. Maberley, Ed and Wilkins, Andy (2007) Determining the independence of various measures of financial risk. Australian and New Zealand Mathematics in Industry Study Group > 24th MISG [Wollongong 5/2/2007 - 9/2/2007]. 2005Study Group ReportWhiten, Bill and Kaye, Marion and Ratneesh, Suri (2005) Optimising the relationship of electricity spot price to real-time input data. Australian and New Zealand Mathematics in Industry Study Group > 22nd MISG [Auckland 24/1/2005 - 28/1/2005]. 2002Study Group Reportvan 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. European Study Group with Industry > 42nd ESGI [Amsterdam 18/2/2002 - 22/2/2002]. 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. Canadian Industrial Problem Solving Workshops > 6th IPSW [Vancouver 27/5/2002 - 31/5/2002]. 2001Study Group ReportKane, Selly and Krupp, Viktoria and Macki, Jack (2001) Monte Carlo Simulation in the Integrated Market and Credit Portfolio Model. Canadian Industrial Problem Solving Workshops > 5th IPSW [Seattle 18/5/2001 - 22/5/2001]. 2000Study Group ReportCottrell, Tom and Calistrate, Dan (2000) Designing Incentive-Alignment Contracts in a Principal-Agent Setting in the Presence of Real Options. Canadian Industrial Problem Solving Workshops > 4th IPSW [Edmonton 29/5/2000 - 3/6/2000]. 1999Study Group ReportTsao, Min and Aggarwala, Rita and Aurag, Hassan and Paulhus, Marc (1999) Efficient Portfolio Selection. Canadian Industrial Problem Solving Workshops > 3rd IPSW [Victoria 31/5/1999 - 4/5/1999]. 1998Study Group ReportGaur, Daya (1998) An Optimal Strategy for Maintaining Excess Capacity. Canadian Industrial Problem Solving Workshops > 2nd IPSW [Calgary 1/6/1998 - 5/6/1998]. Paulhus, Mark (1998) Inventory Optimization using a Renewal Model for Sales. Canadian Industrial Problem Solving Workshops > 2nd IPSW [Calgary 1/6/1998 - 5/6/1998]. This list was generated on Tue Oct 14 21:10:18 BST 2008. |
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