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5. Challenges in Financial Modelling:Numerics,Statistics,and Calibration

Challenges in Financial Modelling:Numerics,Statistics,and Calibration

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：ChengpCN

【摘 要】

：

　　Modeling of financial markets leads to a plethora of challenging problems that range from analytic to numerical ones.They are characterized by massive quant

【作 者】

：

Zubelli Jorge 

【机 构】

：

IMPA

【出 处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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论文部分内容阅读

　　Modeling of financial markets leads to a plethora of challenging problems that range from analytic to numerical ones.They are characterized by massive quantities of data and unobservable variables that are fundamental in the model interpretation.

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