Ekonometriki ya fedha
52 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 througBeneish 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 financiMfumo 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 invMfumo wa Kuweka Bei wa Chaguo wa Black-Scholes-MertonThe Black-Scholes-Merton model, published by Fischer Black and Myron Scholes in 1973 with the theoretical framework extended by Robert Merton, gives a closed-form no-arbitrage pricMfumo wa Bonus-MalusA Bonus-Malus System (BMS) is an actuarial experience-rating mechanism used primarily in automobile insurance to adjust individual policyholders' premiums based on their personal cMfumo wa Tathmini wa CAMELSThe CAMELS Rating System is a supervisory framework used by US bank regulators to evaluate the overall condition of financial institutions across six dimensions: Capital Adequacy,
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Mbinu zote 52
Altman Z-Score: Kutabiri Kufilisika kwa MashirikaBeneish M-Score: Kutambua Ulaghai wa FaidaMfumo wa Ugawaji Mali wa Black-LittermanMfumo wa Kuweka Bei wa Chaguo wa Black-Scholes-MertonMfumo wa Bonus-MalusMfumo wa Tathmini wa CAMELSKielelezo cha bei ya mali hatarishi (CAPM)Mbinu ya Chain-Ladder ya Kuhifadhi Madai (Mfumo wa Mack)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)Nadharia ya UaminifuMifumo ya Hatari ya Mikopo (Merton, KMV, CreditMetrics)Uchanganuzi wa Mikopo (Scorecards, WoE/IV)Urekebishaji wa Thamani ya MikopoMarekebisho 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)Mfumo wa Merton Jump-DiffusionKigezo cha KellyModeli wa Soko wa LiborMifumo ya Hatari ya Uzamili (Amihud, Roll, LOT)Volatilite ya Ndani (Dupire)Mfumo wa Usambazaji wa HasaraData 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)Nadharia ya AngukoMlinganyo wa SlutskyTail Risk MeasuresNjia ya Gharama ya SafariUpimaji wa Thamani-kwenye-Hatari (VaR) baada ya Kipindi