Перегляд за автором "Malyarenko, A."

Сортувати за: Порядок: Результатів:

  • Adapted downhill simplex method for pricing convertible bonds 
    Mishchenko, K.; Mishchenko, V.; Malyarenko, A. (2007)
    The paper is devoted to modeling optimal exercise strategies of the behavior of investors and issuers working with convertible bonds. This implies solution of the problems of stock price modeling, payoff computation and ...
  • The analytical finance package 
    Silvestrov, D.; Malyarenko, A. (2007)
    We describe the Analytical Finance Package, a set of Java applets which is developing at the Malardalen University.
  • Innovation methods, algorithms, and software for analysis of reinsurance contracts 
    Silvestrov, D.; Teugels, J.; Masol, V.; Malyarenko, A. (2006)
    A Monte Carlo based approach to evaluate and/or compare the riskiness of reinsurance treaties for both the ceding and the reinsurance companies is introduced. An experimental program system Reinsurance Analyser based on ...