A tag is a keyword or label that categorizes your question with other, similar questions. Using the right tags makes it easier for others to find and answer your question.
|Type to find tags:|
|continuous-time× 9||jump× 9||
a financial model of interest rates. It is used for pricing interest rate derivatives. The quantities that are modeled are a set of forward rates (also called forward LIBORs)…
An active management portfolio strategy that rebalances the percentage of assets held in various categories in order to take advantage of market pricing anomalies or strong market sectors.
|nasdaq× 9||parameter-estimation× 9|
|numerairechange× 8||nonlinear× 8||
a trading system of buying financial assets that had high returns over the past months and selling those ones had low returns over the same time period.
|markov× 8||minimum-variance× 8||sec× 8||reuters× 8|
|rebalancing× 8||random-matrix-theory× 8||put× 8||spread-options× 8|
|time× 8||kernel× 8||
|embedded-options× 8||covariance-estimation× 8||career× 8||discount-factor-curve× 8|
|basel× 8||broker× 8||adjusted× 8||barrier× 7|
|digital-signal-processing× 7||data-mining× 7||credit-scoring× 7||drawdown× 7|