6

Developing a stress testing framework based on market risk models

Year:
2008
Language:
english
File:
PDF, 268 KB
english, 2008
7

How to Write an Effective Introduction

Year:
2018
Language:
english
File:
PDF, 60 KB
english, 2018
8

Normal mixture GARCH(1,1): applications to exchange rate modelling

Year:
2006
Language:
english
File:
PDF, 1.08 MB
english, 2006
13

Closed Form Approximations for Spread Options

Year:
2011
Language:
english
File:
PDF, 578 KB
english, 2011
14

ANALYTIC APPROXIMATIONS FOR MULTI-ASSET OPTION PRICING

Year:
2012
Language:
english
File:
PDF, 454 KB
english, 2012
16

Indexing and Statistical Arbitrage

Year:
2005
Language:
english
File:
PDF, 220 KB
english, 2005
18

Arithmetic variance swaps

Year:
2017
Language:
english
File:
PDF, 4.11 MB
english, 2017
20

Equity indexing: Optimize your passive investments

Year:
2004
Language:
english
File:
PDF, 183 KB
english, 2004
26

Regime dependent determinants of credit default swap spreads

Year:
2008
Language:
english
File:
PDF, 378 KB
english, 2008
37

Trading and Investing in Volatility Products

Year:
2015
Language:
english
File:
PDF, 1.48 MB
english, 2015
41

Effectiveness of Minimum-Variance Hedging

Year:
2007
Language:
english
File:
PDF, 2.77 MB
english, 2007
42

How to write objectives for education programs

Year:
1975
Language:
english
File:
PDF, 307 KB
english, 1975
44

Regime-dependent smile-adjusted delta hedging

Year:
2012
Language:
english
File:
PDF, 1.26 MB
english, 2012
45

Editorial Note: Letter from the Editors-in-Chief

Year:
2015
Language:
english
File:
PDF, 167 KB
english, 2015
46

Quantile Uncertainty and Value-at-Risk Model Risk

Year:
2012
Language:
english
File:
PDF, 774 KB
english, 2012