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Просмотр Авторы Medvedev, G. A.

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Предварительный просмотрДата выпускаЗаглавиеАвтор(ы)
2006Calculation of functional based on large dimension matrixes in maximal likelihood problemsMedvedev, G. A.
2014Dynamic stochastic models of flow simulators / Gennady MedvedevMedvedev, G. A.
1995Financial safety inequalities based on expected risks for credit institutionsMedvedev, G. A.
1995Financial safety inequalities based on expected risks for credit institutionsMedvedev, G. A.
2004Forward interest rates and volatility of zero coupon yield in affine modelsMedvedev, G. A.
2004Forward interest rates and volatility of zero coupon yield in affine modelsMedvedev, G. A.
2013Multifactor models of term structure of yield for zero coupon bondsMedvedev, G. A.
1998On estimates of Yield rate parameters and spot rate parameters by Yield CurvesMedvedev, G. A.
1998On fitting the autoregressive investment models to real financial dataMedvedev, G. A.
1998On Fitting the Autoregressive Investment Models to real Financial dataMedvedev, G. A.
6-сен-2016On the Probability Distribution Processes Some Models of Interest RatesMedvedev, G. A.
2003Properties of yield curves and forward curves for affine term structure modelsMedvedev, G. A.
2003Properties of yield curves and forward curves for affine term structure modelsMedvedev, G. A.
2001The asset pricing when the interest rates are differentiable stochastic processesMedvedev, G. A.
2001The Asset Pricing When the Interest Rates Are Differentiable Stochastic ProcessesMedvedev, G. A.
2000The explicit form of no arbitrage condition when the term structure model is multi-factorMedvedev, G. A.
2000The explicit form of no arbitrage condition when the term structure model is multi-factorMedvedev, G. A.
2005The forward rates for multifactor model of term structure “with square root”Medvedev, G. A.
2005The forward rates for multifactor model of term structure “with square root”Medvedev, G. A.
1996The Market Price of Risk for Affine Interest Rate Term StructuresMedvedev, G. A.; Cox, S. H.
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