Survival Analysis of Patients with Kidney Failure at Arifin Achmad Hospital, Riau Province using the Kaplan-Meier Method
Farissa Sanurtillah, Haposan Sirait
Abstract
The importance of applying advanced mathematical models in bond investing marks a revolutionary step in the modern financial industry, enabling more scalable and adaptive strategies to achieve financial success. The purpose of this talk is to explore and detail the role of advanced mathematical models in changing the bond investment paradigm. The discussion aims to highlight the crucial role of advanced mathematical models in changing the bond investment paradigm, providing a deeper understanding of the optimal potential and risks involved, explaining how this approach can optimize financial outcomes through more detailed analysis. The application of mathematical models involves the use of sophisticated algorithms and statistical analysis to identify optimal investment opportunities. These steps include the use of advanced financial math formulas, such as yield to maturity and duration, to design investment strategies that are adaptive and responsive to bond market dynamics. The application of mathematical models results in a deeper understanding of the bond market, allowing investors to respond quickly to changing market conditions. Thus, the investment strategy formed by this approach can not only improve investment returns, but also reduce the risks that investors may face. The application of advanced mathematical models in bond investing opens the door to smarter and more informed decision-making. By combining data and mathematical analysis, investors can maximize potential investment returns and manage risks more effectively.
Keywords
Advanced mathematical models, bond investing, finansial industry revolution
Black, F., & Scholes. M. (1973). “The Pricing of Options and Corporate Liabilities.” Journal of Political Economy, 81(3), 637-654.
Elbannan, M. A. (2015). The capital asset pricing model: an overview of the theory. International Journal of Economics and Finance, 7(1), 216-228.
In 1997 1st International Conference, Control of Oscillations and Chaos Proceedings (Cat. No. 97TH8329) (Vol. 3, pp. 498-503). IEEE.
Institute of Education Science. (2022). “Federal Student Loan Portofolio.” Retrived from https://ies.ed.gov/federallink/loanportofolio/
Longstaff, F. A., & Schwartz, E. S. (2001). Valuing American Options by Simulation: A Simple Least-Squares Approach. “The Review of Financial Studies, 14(1), 113-147.
Vasicek, O. A. (1977). ”An Equilibrium Characterization of the Term Structure.” Journal of Financial Economy, 5(2), 177-188.
Vercellis, C. (2011). Business intelligence: data mining and optimization for decision making. John Wiley & Sons.
Verrecchia, R. E. (1982). The use of mathematical models in financial accounting. Journal of Accounting Research, 1-42.
Creation is distributed below Lisensi Creative Commons Atribusi 4.0 Internasional.