A essay on the housing price jump risk and the catastrophe risk for the property insurance company
博士 === 國立中山大學 === 財務管理學系研究所 === 97 === This dissertation includes two topics. For the first topic about the housing price jump risk, we use EM gradient algorithms to estimate parameters of the jump diffusion model and test whether the US monthly housing price have jump risk during 1986 to 2006. Then...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/aj8wf5 |