Карта сайта Мастерской Своего Дела
- 07-2015 Origins of Market Shocks
- 07-2015 Price-Volume Relationship
- 07-2015 Jumps Identification
- 07-2015 Model-Independent Price Jump Indicators
- 07-2015 Model-Dependent Price Jump Indicators
- 07-2015 Empirical Description of Markets Around Shocks
- 07-2015 The Synergy of Rating Agencies’ Efforts Russian Experience
- 07-2015 Comparison of the Ratings: Literature and Practice Overview
- 07-2015 Rating Comparisons in the Literature
- 07-2015 Dynamic of the Rating Agencies Activities in Russia
- 07-2015 Comparison of Ratings: Methods and Algorithms
- 07-2015 Modeling of Ratings and the Probability of Default Forecast Models
- 07-2015 Models and Data for Bank Ratings
- 07-2015 Models of Corporations and Sovereigns
- 07-2015 Probability of Default Models
- 07-2015 System of Models and Synergy of Rating Estimations
- 07-2015 Spread Modelling Under Asymmetric Information
- 07-2015 Distinguishing Features of Glosten and Milgrom Model Modification
- 07-2015 Unknown Real Asset Value and Informed Traders’ Errors During the Trading Process
- 07-2015 Simulation Results
- 07-2015 On the Modeling of Financial Time Series
- 07-2015 Stylized Facts
- 07-2015 Brief Review of Financial Time-Series Models
- 07-2015 Multifractal Formalism for Stochastic Processes
- 07-2015 Multifractal Random Walk Model
- 07-2015 Numerical Simulation of the MRW Process
- 07-2015 Statistical Properties of MRW Process
- 07-2015 Calibration of the Model
- 07-2015 Adaptive Stress Testing: Amplifying Network Intelligence by Integrating Outlier Information (Draft 16)
- 07-2015 Amplification Mechanisms Dr ive Systemic Risk
- 07-2015 Adaptive Stress Testing Framework
- 07-2015 Building an Adaptive Stress Library
- 07-2015 Social Markets Hypothesis
- 07-2015 Outliers as Early Warning Signals
- 07-2015 European Divergence Case Study
- 07-2015 U. S. Subprime Case Study: 2006-2008
- 07-2015 The Second Wave: HSBC’s February 2007 Loss
- 07-2015 Risk Myopia and Disruptive Information
- 07-2015 Innovation Comes from the Periphery
- 07-2015 Cycle of Hidden vs. Visible Risk
- 07-2015 The Destabilizing Effect of Stability
- 07-2015 Volatility is not Risk
- 07-2015 Macro Micro Polarity Management
- 07-2015 Outlier Dashboards
- 07-2015 Introducing StressGrades™
- 07-2015 Stress Grades Amplify Market Based Risk Signals
- 07-2015 Backtesting StressGrades
- 07-2015 Introduction to the Mathematical and Statistical Foundations of Econometrics
- 07-2015 Probability and Measure
- 07-2015 Binomial Numbers
- 07-2015 Sample Space
- 07-2015 Probability Measure
- 07-2015 Quality Control
- 07-2015 Quality Control in Practice
- 07-2015 Sampling with Replacement
- 07-2015 Why Do We Need Sigma-Algebras of Events?
- 07-2015 Properties of Algebras and Sigma-Algebras
- 07-2015 Borel Sets
- 07-2015 Outer Measure
- 07-2015 Lebesgue Integral
- 07-2015 Random Variables and Their Distributions
- 07-2015 Density Func tions
- 07-2015 Conditional Probability, Bayes’ Rule, and Independence
- 07-2015 Bayes’ Rule
- 07-2015 Positive Definite and Semidefinite Matrices
- 07-2015 Generalized Eigenvalues and Eigenvectors
- 07-2015 Appendix II - Miscellaneous Mathematics
- 07-2015 Supremum and Infimum
- 07-2015 Limsup and Liminf
- 07-2015 Continuity of Concave and Convex Functions
- 07-2015 Uniform Continuity
- 07-2015 The Mean Value Theorem
- 07-2015 Taylor’s Theorem
- 07-2015 Appendix III - A Brief Review of Complex Analysis
- 07-2015 The Complex Exponential Function
- 07-2015 The Complex Logarithm
- 07-2015 Series Expansion of the Complex Logarithm
- 07-2015 Appendix IV - Tables of Critical Values
- 07-2015 Sets in Euclidean Spaces
- 07-2015 B. Extension of an Outer Measure to a Probability Measure
- 07-2015 Borel Measurability, Integration, and Mathematical Expectations
- 07-2015 Borel Measurability
- 07-2015 Mathematical Expectation
- 07-2015 Liapounov’s Inequality
- 07-2015 Expectations of Products of Independent Random Variables
- 07-2015 Moment-Generating Functions and Characteristic Functions
- 07-2015 Conditional Expectations
- 07-2015 Properties of Conditional Expectations
- 07-2015 Conditional Probability Measures and Conditional Independence
- 07-2015 Conditioning on Increasing Sigma-Algebras
- 07-2015 Conditional Expectations as the Best Forecast Schemes
- 07-2015 Distributions and Transformations
- 07-2015 The Binomial Distribution A random variable X has a binomial distribution if
- 07-2015 The Poisson Distribution
- 07-2015 Transformations of Discrete Random Variables and Vectors
- 07-2015 Transformations of Absolutely Continuous Random Variables
- 07-2015 Transformations of Absolutely Continuous Random Vectors 4.4.1. The Linear Case
- 07-2015 The Nonlinear Case
- 07-2015 The Normal Distribution
- 07-2015 Distributions Related to the Standard Normal Distribution
- 07-2015 The Student’s t Distribution
- 07-2015 The Standard Cauchy Distribution
- 07-2015 The Uniform Distribution and Its Relation to the Standard Normal Distribution
- 07-2015 The Multivariate Normal Distribution and Its Application to Statistical Inference
- 07-2015 The Multivariate Normal Distribution
- 07-2015 Follows now from Theorem 5.2. Q. E. D
- 07-2015 Conditional Distributions of Multivariate Normal Random Variables
- 07-2015 Independence of Linear and Quadratic Transformations of Multivariate Normal Random Variables
- 07-2015 Distributions of Quadratic Forms of Multivariate Normal Random Variables
- 07-2015 Applications to Statistical Inference under Normality
- 07-2015 Confidence Intervals
- 07-2015 Testing Parameter Hypotheses
- 07-2015 Applications to Regression Analysis
- 07-2015 Least-Squares Estimation Observe that
- 07-2015 Hypotheses Testing
- 07-2015 Modes of Convergence
- 07-2015 Convergence in Probability and the Weak Law of Large Numbers
- 07-2015 The Uniform Law of Large Numbers and Its Applications
- 07-2015 Applications of the Uniform Weak Law of Large Numbers
- 07-2015 Generalized Slutsky’s Theorem
- 07-2015 Convergence in Distribution
- 07-2015 Convergence of Characteristic Functions
- 07-2015 The Central Limit Theorem
- 07-2015 Asymptotic Normality of M-Estimators
- 07-2015 B.2. Slutsky’s Theorem
- 07-2015 Convergence of Characteristic Functions and Distributions
- 07-2015 Dependent Laws of Large Numbers and Central Limit Theorems
- 07-2015 Weak Laws of Large Numbers for Stationary Processes
- 07-2015 Mixing Conditions
- 07-2015 Uniform Weak Laws of Large Numbers
- 07-2015 Dependent Central Limit Theorems
- 07-2015 A Generic Central Limit Theorem
- 07-2015 A.2. A Hilbert Space of Random Variables
- 07-2015 A.5. Proof of the Wold Decomposition
- 07-2015 Maximum Likelihood Theory
- 07-2015 Likelihood Functions
- 07-2015 Linear Regression with Normal Errors
- 07-2015 The Tobit Model
- 07-2015 Asymptotic Properties of ML Estimators
- 07-2015 First - and Second-Order Conditions
- 07-2015 Generic Conditions for Consistency and Asymptotic Normality
- 07-2015 Asymptotic Efficiency of the ML Estimator
- 07-2015 Testing Parameter Restrictions
- 07-2015 The Lagrange Multiplier Test
- 07-2015 Selecting a Test
- 07-2015 Appendix I - Review of Linear Algebra
- 07-2015 The Inverse and Transpose of a Matrix
- 07-2015 Elementary Matrices and Permutation Matrices
- 07-2015 Gaussian Elimination of a Square Matrix and the Gauss-Jordan Iteration for Inverting a Matrix
- 07-2015 The Gauss-Jordan Iteration for Inverting a Matrix
Страницы:
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703
