One Factor Models for the ABS Correlation Market: Pricing TABX Tranches

2008 ◽  
Author(s):  
Joao Garcia ◽  
Serge Goossens
Keyword(s):  
Factor Models ◽  
Market Pricing

Use of Derivatives as Hedging Instruments and Market Pricing of Earnings

2020 ◽  
Vol 45 (5) ◽  
pp. 161-201
Author(s):  
Hyun-Young Park ◽  
Ho-Young Lee
Keyword(s):  
Market Pricing

Oil market pricing and the impact on stock market

2018 ◽  
Vol 24 (1) ◽  
pp. 178-188
Author(s):  
A.Yu. Mikhailov ◽  
◽  
T.F. Burova ◽  
Keyword(s):  
Stock Market ◽  
Market Pricing ◽  
Oil Market ◽  
The Impact

Control of processing at multi-tool two-support setup

2020 ◽  
pp. 67-73
Author(s):  
N.D. YUsubov ◽  
G.M. Abbasova
Keyword(s):  
Degrees Of Freedom ◽  
Factor Model ◽  
Angular Displacement ◽  
Factor Models ◽  
Technological System ◽  
Displacement Control ◽  
Model Accuracy ◽  
Six Degrees Of Freedom ◽  
Angular Displacements ◽  
And Control

The accuracy of two-tool machining on automatic lathes is analyzed. Full-factor models of distortions and scattering fields of the performed dimensions, taking into account the flexibility of the technological system on six degrees of freedom, i. e. angular displacements in the technological system, were used in the research. Possibilities of design and control of two-tool adjustment are considered. Keywords turning processing, cutting mode, two-tool setup, full-factor model, accuracy, angular displacement, control, calculation [email protected]

Impact of factor models on portfolio risk measures: a structural approach

2012 ◽  
Vol 8 (2) ◽  
pp. 47-79 ◽  
Author(s):  
Marcos Escobar ◽  
Tobias Frielingsdorf ◽  
Rudi Zagst
Keyword(s):  
Risk Measures ◽  
Factor Models ◽  
Structural Approach ◽  
Portfolio Risk
Sign in / Sign up

Export Citation Format

Share Document