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Precision of yule-walker methods for the arma spectral model
(2004-12-01)
In this work a new method is proposed of separated estimation for the ARMA spectral model based on the modified Yule-Walker equations and on the least squares method. The proposal of the new method consists of performing ...
Precision of yule-walker methods for the arma spectral model
(2004-12-01)
In this work a new method is proposed of separated estimation for the ARMA spectral model based on the modified Yule-Walker equations and on the least squares method. The proposal of the new method consists of performing ...
A Compound Real Option Approach for Determining the Optimal Investment Path for RPV-Storage Systems
(The Energy Journal, 2022)
The use of residential Photovoltaic-Storage systems may produce large benefits to owners and has expanded rapidly in recent years. Nonetheless, large uncertainties regarding the profitability of these systems make it ...
Riesgo de contraparte en derivados : valuación por método de Least Squares Monte Carlo
(Universidad de San Andrés. Escuela de Negocios, 2019-03)
El objetivo de esta tesis es describir y analizar el riesgo de crédito de contraparte en la valuación de los instrumentos derivados en los mercados Over The Counter, y aplicar la metodología de Least Squares Monte Carlo ...