İstatistik
56 mbinu katika familia hii.
Zilizoangaziwa
Altman Z-Score: Kutabiri Kufilisika kwa MashirikaThe Altman Z-Score is a linear discriminant model developed by Edward I. Altman in 1968 to predict corporate bankruptcy using five accounting-based financial ratios. Derived througTaratibu za Uchambuzi katika UkaguziAnalytical procedures are evaluations of financial information made by studying plausible relationships among both financial and non-financial data. Rather than testing individual Modeli ya BatesThe Bates model (1996) combines stochastic volatility and jump diffusion to capture both the volatility smile and the implied volatility skew observed in equity and currency optionBeneish M-Score: Kutambua Ulaghai wa FaidaThe Beneish M-Score is a statistical model developed by Messod Beneish in 1999 to identify whether a company has manipulated its reported earnings. The model combines eight financiUthamini wa Chaguo la Binomiali (Cox-Ross-Rubinstein)The binomial option pricing model, introduced by John Cox, Stephen Ross, and Mark Rubinstein in 1979, prices options by modelling the underlying as a discrete tree in which the priMfumo wa Ugawaji Mali wa Black-LittermanThe Black-Litterman model, introduced by Fischer Black and Robert Litterman in 1992, is a Bayesian portfolio allocation framework that blends market-equilibrium returns with an inv
Njia ya usomaji
Mbinu za msingi zinazorejelewa zaidi za mada hii, kwa mpangilio zilivyobuniwa — mahali pa kuanzia ikiwa wewe ni mgeni hapa.
Mbinu zote 56
Altman Z-Score: Kutabiri Kufilisika kwa MashirikaTaratibu za Uchambuzi katika UkaguziModeli ya BatesBeneish M-Score: Kutambua Ulaghai wa FaidaUthamini wa Chaguo la Binomiali (Cox-Ross-Rubinstein)Mfumo wa Ugawaji Mali wa Black-LittermanMfumo wa Kuweka Bei wa Chaguo wa Black-Scholes-MertonMfumo wa Tathmini wa CAMELSKielelezo cha bei ya mali hatarishi (CAPM)Mabadiliko ya NumeraireThibitisho la Thamani ya Hatari (Matarajio ya Upungufu)Njia ya Tathmini ya Hali (Contingent Valuation Method)Mfumo wa CDO wa CopulaMifumo ya kopula (Gaussiani, t, Clayton, Gumbel, Frank)Mifumo ya Hatari ya Mikopo (Merton, KMV, CreditMetrics)Uchanganuzi wa Mikopo (Scorecards, WoE/IV)Urekebishaji wa Thamani ya MikopoDCC-GARCH (Uhusiano Unaobadilika wa Masharti)Marekebisho ya Thamani ya MadeniMfumo wa Utaratibu wa Utambuzi wa Diamond-Mortensen-PissaridesUchambuzi wa DuPontUtendaji wa tukio (CAR na BHAR)Nadharia ya Thamani Iliyokithiri (EVT)Mfumo wa Hatari wa Vipengele (Fama-French, APT)Wagrika kupitia Utambulisho wa KiotomatikiMfumo wa HAR-RV wa Matumizi Halisi ya KutikisikaMfumo wa Bei za HedonicMfumo wa HJMModeli ya Hull-WhiteMifumo ya Viwango vya Riba (Vasicek, CIR, Nelson-Siegel)Kipimo cha Uunganishaji wa Johansen na Kielelezo cha Mfumo wa Kurekebisha MakosaMfumo wa Merton Jump-DiffusionKalman FilterKigezo cha KellyModeli wa Soko wa LiborMifumo ya Hatari ya Uzamili (Amihud, Roll, LOT)Volatilite ya Ndani (Dupire)Mifumo ya Kumbukumbu-Ndefu (ARFIMA, FIGARCH)Data ya Masafa ya Juu na Uchambuzi wa Muundo wa SokoUboreshaji wa Pato la Pamoja la Maana-Tofauti (Markowitz)Merton Default ModelMchoro wa Vizazi VinavyoingilianaBiashara ya Jozi (Usuluhishi wa Takwimu)Sababu Kuu za Hatari za MsingiMfumo wa Ramsey-Cass-KoopmansMfumo wa Mzunguko Halisi wa BiasharaNadharia ya Hisa Zinazotambulika na Muundo wa HARKielelezo cha Mabadiliko ya Mfumo wa Markov kwa Mfululizo wa KifedhaMfumo wa Pato la Fedha wa Uwiano wa Hatari (Mchango Sawa wa Hatari)Uthamini Usio na Hatari (Risk-Neutral Valuation)Mfumo wa SABRMlinganyo wa SlutskyMchanganuo wa Kutokuwa na Utulivu wa Kimahesabu (Heston)Tail Risk MeasuresNjia ya Gharama ya SafariUpimaji wa Thamani-kwenye-Hatari (VaR) baada ya Kipindi