... covsrt(float **covar, int ma, int ia[], int mfit);
void gaussj(float **a, int n, float **b, int m);
void mrqcof(float x[], float y[], float sig[], int ndata, float a[],
int ia[], int ma, float **alpha, ... [], int), float *alamda)
Levenberg-Marquardt method, attempting to reduce the value χ
2
of a fit between a set of data
points
x[1 ndata]
,
y[1 ndata]
with individual standard deviations
si...
... . . . . 424
10.3 Filtering a Mean Reverting Process . 433
10.4 Balanced Method in Filtering . . . . . . 447
10.5 A Benchmark Approach to Filtering in Finance . . 456
10.6 Exercises . . . . . ... discussed earlier.
Since we do not discuss the simulation of L´evy processes including those
with in nite intensity with great detail, we refer the reader for details on this
2.2 Sampling from...
... MODELS IN FINANCE
mental in developing the literature on the modern theory of optimal corporate
finance. According to this theory, the optimal financial structure of the firm is
determined by ... firm.
Modeling optimal corporate financial structure is a useful area for research
in corporate finance since such models can provide information about the op-
timal proportion of source...
... operation. If an interval is contained in another interval, only the larger interval is retained in the data
structure. By maintaining the intervals in sorted order, in O(1)-time the data structure ... satisfy any existing constraints in C. By examining t, each
input relation R of arity k inserts into C about 2
k
constraints which are meant to rule out a large region containing...
... time t.
Moving average is widely used in identifying trends, in making decisions about
buying or selling stock and in constructing other indicators. If the stock’s price
moves above moving average, ... decreasing price trends. It is extremely important to identify the mo-
ments when a trend line breaks, i.e., becomes decreasing after being increasing or
vice versa, since most financial g...
... analyzing
relationship lending, ARINV financing or "asset-based lending" generally involves a form
of intense monitoring not associated with other types of loans. This type of monitoring,
which ... business
loan pricing in their 1994 paper (they did not include the length of the bank-borrower
relationship in the loan pricing equation in their 1993 paper). In contrast, howeve...