-
1
-
-
0040617246
-
Volatility and correlation forecasting
-
John Wiley, West Sussex
-
Alexander, C. (1996). Volatility and Correlation Forecasting. In The Handbook of Risk Management and Analysis, 233-260, John Wiley, West Sussex.
-
(1996)
The Handbook of Risk Management and Analysis
, pp. 233-260
-
-
Alexander, C.1
-
5
-
-
7444233764
-
Computing as utility: Managing availability, commitment, and pricing through contingent bid auctions
-
Bhargava, H. K. and Sundaresan, S. (2004). Computing as Utility: Managing Availability, Commitment, and Pricing Through Contingent Bid Auctions. Journal of Management Information Systems, 21 (2), 201-227.
-
(2004)
Journal of Management Information Systems
, vol.21
, Issue.2
, pp. 201-227
-
-
Bhargava, H.K.1
Sundaresan, S.2
-
6
-
-
84869473447
-
Financial risk management via multi mode inference GRID applications
-
Palermo
-
Brownlees, C. T., S. Contini, R. D.Meo and V. Sullo (2006). Financial Risk Management Via Multi Mode Inference GRID Applications. In Proceedings of Science, 1st International Workshop on Grid Technology for Financial Modeling and Simulation, Palermo.
-
(2006)
Proceedings of Science, 1st International Workshop on Grid Technology for Financial Modeling and Simulation
-
-
Brownlees, C.T.1
Contini, S.2
Meo, R.D.3
Sullo, V.4
-
7
-
-
84946843199
-
Architectural models for resource management in the grid
-
Buyya, R., Chapin, S. and DiNucci, D. (2000). Architectural Models for Resource Management in the Grid. Lecture Notes in Computer Science 1971, p. 18.
-
(2000)
Lecture Notes in Computer Science
, vol.1971
, pp. 18
-
-
Buyya, R.1
Chapin, S.2
DiNucci, D.3
-
9
-
-
84869424312
-
Grid Solution for market and counterparty risk calculation, Real life problems from the point of view of the system developer
-
Palermo
-
Crespo, D., J. Gil, A. Gómez and E. Mota (2006). Grid Solution for market and counterparty risk calculation. Real life problems from the point of view of the system developer. In Proceedings of Science, 1st International Workshop on Grid Technology for Financial Modeling and Simulation, Palermo.
-
(2006)
Proceedings of Science, 1st International Workshop on Grid Technology for Financial Modeling and Simulation
-
-
Crespo, D.1
Gil, J.2
Gómez, A.3
Mota, E.4
-
10
-
-
0347723004
-
Earnings estimates and the accuracy of expectational data
-
Elton, E. J. and Gruber M. J. (1972). Earnings Estimates and the Accuracy of Expectational Data. Management Science 18 (8), 409-424.
-
(1972)
Management Science
, vol.18
, Issue.8
, pp. 409-424
-
-
Gruber, M.J.1
Elton, E.J.2
-
11
-
-
0000051984
-
Autoregressive conditional heteroscedasticity with estimates of the variance of united kingdom inflation
-
Engle, R. F. (1982). Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation. Econometrica 50 (4), 987-1007.
-
(1982)
Econometrica
, vol.50
, Issue.4
, pp. 987-1007
-
-
Engle, R.F.1
-
12
-
-
29344449660
-
Integrated enterprise balancing mit integrierten ertrags- und risikodatenbanken
-
Faisst, U. and Buhl, H. U. (2005). Integrated Enterprise Balancing mit integrierten Ertrags- und Risikodatenbanken. Wirtschaftsinformatik 47, 403-412.
-
(2005)
Wirtschaftsinformatik
, vol.47
, pp. 403-412
-
-
Faisst, U.1
Buhl, H.U.2
-
13
-
-
0002528209
-
The behavior of stock-market prices
-
Fama, E. F. (1965). The Behavior of Stock-Market Prices. The Journal of Business 38 (1), 34-105.
-
(1965)
The Journal of Business
, vol.38
, Issue.1
, pp. 34-105
-
-
Fama, E.F.1
-
14
-
-
33746650849
-
What is the grid?
-
last accessed: 2009/04/07
-
Foster, I. (2002). What is the Grid? A Three Point Checklist. http://www.mcs.anl.gov/~itf/Articles/WhatIsTheGrid.pdf, last accessed: 2009/04/07.
-
(2002)
A Three Point Checklist
-
-
Foster, I.1
-
16
-
-
0003918059
-
-
last accessed: 2009/04/07
-
Foster, I., Kesselman, C., Nick, J. M. and Tuecke, S. (2002). The Physiology of the Grid-An Open Grid Services Architecture for Distributed Systems Integration. http://www.globus.org/alliance/publications/papers/ogsa. pdf, last accessed: 2009/04/07.
-
(2002)
The Physiology of the Grid-An Open Grid Services Architecture for Distributed Systems Integration
-
-
Foster, I.1
Kesselman, C.2
Nick, J.M.3
Tuecke, S.4
-
17
-
-
0035455653
-
The anatomy of the grid-enabling scalable virtual organizations
-
Foster, I., Kesselman, C. and Tuecke, S. (2001). The Anatomy of the Grid-Enabling Scalable Virtual Organizations. International Journal of High Performance Computing Applications 15 (3), 220- 222.
-
(2001)
International Journal of High Performance Computing Applications
, vol.15
, Issue.3
, pp. 220-222
-
-
Foster, I.1
Kesselman, C.2
Tuecke, S.3
-
18
-
-
0010917718
-
Incorporating volatility updating into the historical simulation method for value-at-risk
-
Hull, J. and White, A. (1998). Incorporating Volatility Updating into the historical Simulation Method for Value-at-Risk. Journal of Risk 1 (1), 5-19.
-
(1998)
Journal of Risk
, vol.1
, Issue.1
, pp. 5-19
-
-
Hull, J.1
White, A.2
-
21
-
-
0001925391
-
Techniques for verifying the accuracy of risk management models
-
Kupiec, P. H. (1995). Techniques for Verifying the Accuracy of Risk Management Models. Journal of Derivatives 3, 73-84.
-
(1995)
Journal of Derivatives
, vol.3
, pp. 73-84
-
-
Kupiec, P.H.1
-
22
-
-
84980100064
-
Security prices, risk and maximal gains from diversification
-
Lintner, J. (1965). Security Prices, Risk and Maximal Gains from Diversification. The Journal of Finance (4), 587-615.
-
(1965)
The Journal of Finance
, Issue.4
, pp. 587-615
-
-
Lintner, J.1
-
23
-
-
84870174318
-
-
last accessed: 2009/04/07
-
Longworth, D. (2004). Grid lock-in on route to SOA. http://www. looselycoupled.com/stories/2004/grid-lock-infr0831.html, last accessed: 2009/04/07.
-
(2004)
Grid Lock-in on Route to SOA
-
-
Longworth, D.1
-
24
-
-
0001504360
-
The variation of certain speculative prices
-
Mandelbrot, B. (1963). The Variation of certain speculative Prices. The Journal of Business 36 (4), 394-419.
-
(1963)
The Journal of Business
, vol.36
, Issue.4
, pp. 394-419
-
-
Mandelbrot, B.1
-
25
-
-
3142558912
-
Correction of an error in the variation of certain speculative prices
-
Mandelbrot, B. (1972). Correction of an Error in 'The Variation of certain speculative Prices'. The Journal of Business 45 (4), 542-543.
-
(1972)
The Journal of Business
, vol.45
, Issue.4
, pp. 542-543
-
-
Mandelbrot, B.1
-
27
-
-
84870709859
-
-
last accessed: 2009/04/07
-
Middlemiss, J. (2004). Gearing up for Grid. http://www.wallstreetandtech. com/story/inDepth/showArticle.jhtml?articleID=17603501, last accessed: 2009/04/07.
-
(2004)
Gearing up for Grid
-
-
Middlemiss, J.1
-
28
-
-
0000294096
-
The cost of capital, corporation finance, and the theory of investment
-
Modigliani, F. and Miller, M. (1958). The Cost of Capital, Corporation Finance, and the Theory of Investment. American Economic Review 48, 261-297.
-
(1958)
American Economic Review
, vol.48
, pp. 261-297
-
-
Modigliani, F.1
Miller, M.2
-
29
-
-
0001238604
-
Equilibrium in a capital asset market
-
Mossin, J. (1966). Equilibrium in a Capital Asset Market. Econometrica 34, 768-783.
-
(1966)
Econometrica
, vol.34
, pp. 768-783
-
-
Mossin, J.1
-
34
-
-
84980092818
-
Capital asset prices: A theory of market equilibrium under conditions of risk
-
Sharpe, W. F. (1964). Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk. The Journal of Finance 19 (3), 425-442.
-
(1964)
The Journal of Finance
, vol.19
, Issue.3
, pp. 425-442
-
-
Sharpe, W.F.1
-
38
-
-
1342328451
-
-
2nd edition . Oldenbourg, München
-
Spremann, K. (2003). Portfoliomanagement. 2nd edition . Oldenbourg, München.
-
(2003)
Portfoliomanagement
-
-
Spremann, K.1
-
39
-
-
20944451228
-
Generating volatility forecasts from value at risk estimates
-
Taylor, J. W. (2005). Generating Volatility Forecasts from Value at Risk Estimates. Management Science 51 (5), 712-726.
-
(2005)
Management Science
, vol.51
, Issue.5
, pp. 712-726
-
-
Taylor, J.W.1
-
40
-
-
0043033674
-
Calculating risk capital
-
Alexander, C. Ed., John Wiley, West Sussex
-
Wilson, T. C. (1996). Calculating Risk Capital. In The Handbook of Risk Management and Analysis (Alexander, C. Ed.), 193-232, John Wiley, West Sussex.
-
(1996)
The Handbook of Risk Management and Analysis
, pp. 193-232
-
-
Wilson, T.C.1
-
41
-
-
4544239065
-
Grid resource allocation and control using computational economies
-
Berman, F. Fox, G. and Hey, T. Eds., John Wiley, West Sussex
-
Wolski, R., J. Brevik, J. S. Plank and T. Bryan (2004). Grid resource allocation and control using computational economies. In Grid Computing - Making the Global Infrastructure a Reality (Berman, F., Fox, G., and Hey, T. Eds.), 747-771, John Wiley, West Sussex.
-
(2004)
Grid Computing - Making the Global Infrastructure a Reality
, pp. 747-771
-
-
Wolski, R.1
Brevik, J.2
Plank, J.S.3
Bryan, T.4
|