The notes cover several topics such as Measure Theory, Discrete Time Martingales, Discrete Time Option Pricing, Continuous Time, Martingales, Stochastic Integrals, Stochastic Calcu...
These notes cover several topics such as Predicting Asset Returns, Linear Factor Model, Linear Factor Models in SDF Form, Consumption-Based Asset Pricing, Riskneutral Distributions...
These notes cover several topics such as The classic capital asset pricing model, The CAPM in general equilibrium, Infinite horizon economies, Continuous time models, Asset pricing...
Abstract. The problem of computing Craig interpolants in SMT has recently received a lot of interest, mainly for its applications in formal verification. Efficient algorithms for ...
Alessandro Cimatti, Alberto Griggio, Roberto Sebas...
Abstract. Data privacy is an important application of ontology modularization. The aim is to publish one module while keeping the information of another module private. We show how...