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Paper / 2006SMQ / 190743615624560
Liquidity and capital structure
Anderson, Ronald W. / Carverhill, Andrew
capital structure / model calibrationResource overview

Liquidity and capital structure

Paper2006

by Anderson, Ronald W., Carverhill, Andrew

Tags
capital structuremodel calibration

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Suggested foundations for optimisation and numerical methods. Specialist prerequisites vary by paper.

Before you read

  1. Vectors, Matrices and Linear Systems

    Read the linear algebra used to define a numerical problem.

  2. Constrained and Convex Optimisation

    Identify the objective, constraints and conditions for an optimum.

Go further

  1. Calibration as an Inverse Problem

    Understand identifiability and fitted model parameters.

  2. Numerical Conditioning and Stability

    Separate model error from unstable numerical computation.

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