Showing 1 - 20 results of 24 for search 'Clarence C. Y. Kwan', query time: 0.05s Refine Results
  1. 1
    Solving the Black-Scholes Partial Differential Equation via the Solution Method for a One-Dimensional Heat Equation: A Pedagogic Approach with a Spreadsheet-Based Illustration

    Solving the Black-Scholes Partial Differential Equation via the Solution Method for a One-Dimensional Heat Equation: A Pedagogic Approach with a Spreadsheet-Based Illustration by Clarence C. Y. Kwan

    Published 2019-09-01
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  2. 2
    A Regression-Based Interpretation of the Inverse of the Sample Covariance Matrix

    A Regression-Based Interpretation of the Inverse of the Sample Covariance Matrix by Clarence C. Y. Kwan

    Published 2014-01-01
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  3. 3
    A Pedagogic Note on the Inverse of the Sum of Matrices: Miller’s Theorem and a Spreadsheet-Based Illustration

    A Pedagogic Note on the Inverse of the Sum of Matrices: Miller’s Theorem and a Spreadsheet-Based Illustration by Clarence C.Y. Kwan

    Published 2022-07-01
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  4. 4
    Estimation Error in the Correlation of Two Random Variables: A Spreadsheet-Based Exposition

    Estimation Error in the Correlation of Two Random Variables: A Spreadsheet-Based Exposition by Clarence C. Y. Kwan

    Published 2009-07-01
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  5. 5
    The Arbitrage Pricing Model: A Pedagogic Derivation and a Spreadsheet-Based Illustration

    The Arbitrage Pricing Model: A Pedagogic Derivation and a Spreadsheet-Based Illustration by Clarence C. Y. Kwan

    Published 2016-01-01
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  6. 6
    Spreadsheet-Based Sudoku as a Tool for Teaching Logical Deduction

    Spreadsheet-Based Sudoku as a Tool for Teaching Logical Deduction by Clarence C. Y. Kwan

    Published 2010-01-01
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  7. 7
    Estimation Error in the Correlation of Two Random Variables: A Spreadsheet-Based Exposition

    Estimation Error in the Correlation of Two Random Variables: A Spreadsheet-Based Exposition by Clarence C. Y. Kwan

    Published 2009-01-01
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  8. 8
    Addendum to a Case Study on Using Spreadsheets to Facilitate Committee Discussions and to Assist Committee Decisions in an Academic Setting: Graduate Admissions of Applicants with Degrees from Chinese Universities

    Addendum to a Case Study on Using Spreadsheets to Facilitate Committee Discussions and to Assist Committee Decisions in an Academic Setting: Graduate Admissions of Applicants with... by Clarence C Y Kwan

    Published 2020-04-01
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  9. 9
    The Arbitrage Pricing Model: A Pedagogic Derivation and a Spreadsheet-Based Illustration

    The Arbitrage Pricing Model: A Pedagogic Derivation and a Spreadsheet-Based Illustration by Clarence C. Y. Kwan

    Published 2016-05-01
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  10. 10
    The Requirement of a Positive Definite Covariance Matrix of Security Returns for Mean-Variance Portfolio Analysis: A Pedagogic Illustration

    The Requirement of a Positive Definite Covariance Matrix of Security Returns for Mean-Variance Portfolio Analysis: A Pedagogic Illustration by Clarence C. Y. Kwan

    Published 2010-07-01
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  11. 11
    Remedies for Misapplications of Sylvester’s Criterion: A Pedagogic Illustration

    Remedies for Misapplications of Sylvester’s Criterion: A Pedagogic Illustration by Clarence C.Y. Kwan

    Published 2021-09-01
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  12. 12
    The Requirement of a Positive Definite Covariance Matrix of Security Returns for Mean-Variance Portfolio Analysis: A Pedagogic Illustration

    The Requirement of a Positive Definite Covariance Matrix of Security Returns for Mean-Variance Portfolio Analysis: A Pedagogic Illustration by Clarence C. Y. Kwan

    Published 2010-01-01
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  13. 13
    An Introduction to Shrinkage Estimation of the Covariance Matrix: A Pedagogic Illustration

    An Introduction to Shrinkage Estimation of the Covariance Matrix: A Pedagogic Illustration by Clarence C. Y. Kwan

    Published 2011-01-01
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  14. 14
    Market Neutral Portfolio Selection: A Pedagogic Illustration

    Market Neutral Portfolio Selection: A Pedagogic Illustration by Clarence C. Y. Kwan

    Published 2013-01-01
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  15. 15
    Using Spreadsheets to Facilitate Committee Discussions and to Assist Committee Decisions in an Academic Setting: A Case Study

    Using Spreadsheets to Facilitate Committee Discussions and to Assist Committee Decisions in an Academic Setting: A Case Study by Clarence C. Y. Kwan

    Published 2017-01-01
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  16. 16
    Shrinkage of the Sample Correlation Matrix of Returns Towards a Constant Correlation Target: A Pedagogic Illustration Based on Dow Jones Stock Returns

    Shrinkage of the Sample Correlation Matrix of Returns Towards a Constant Correlation Target: A Pedagogic Illustration Based on Dow Jones Stock Returns by Clarence C. Y. Kwan

    Published 2017-01-01
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  17. 17
    The 1/N Investment Strategy from a Pedagogic Perspective: A Spreadsheet-Based Illustration

    The 1/N Investment Strategy from a Pedagogic Perspective: A Spreadsheet-Based Illustration by Clarence C. Y. Kwan

    Published 2024-03-01
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  18. 18
    Time-Value Concepts, Bond Valuation, and Corresponding Spreadsheet Functions

    Time-Value Concepts, Bond Valuation, and Corresponding Spreadsheet Functions by Yi Feng, Clarence C. Y. Kwan

    Published 2011-01-01
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  19. 19
    Interest Rate Conversion

    Interest Rate Conversion by Yi Feng, Clarence C. Y. Kwan

    Published 2014-01-01
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  20. 20
    Connecting Binomial and Black-Scholes Option Pricing Models: A Spreadsheet-Based Illustration

    Connecting Binomial and Black-Scholes Option Pricing Models: A Spreadsheet-Based Illustration by Yi Feng, Clarence C. Y. Kwan

    Published 2012-01-01
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