Volume 1; Issue 6

Quantitative Finance

Volume 1; Issue 6
1

Turbulence in financial markets: the surprising explanatory power of simple cascade models

Lux, T.
Journal:
Quantitative Finance
Year:
2001
Language:
english
File:
PDF, 268 KB
english, 2001
2

Scaling and universality in economics: empirical results and theoretical interpretation

Stanley, H.E., Plerou, V.
Journal:
Quantitative Finance
Year:
2001
Language:
english
File:
PDF, 170 KB
english, 2001
3

AUTHOR INDEX (with titles), volume 1

Journal:
Quantitative Finance
Year:
2001
Language:
english
File:
PDF, 86 KB
english, 2001
4

Power laws and long memory

Lux, T.
Journal:
Quantitative Finance
Year:
2001
Language:
english
File:
PDF, 80 KB
english, 2001
5

Stochastic volatility as a simple generator of apparent financial power laws and long memory

LeBaron, B.
Journal:
Quantitative Finance
Year:
2001
Language:
english
File:
PDF, 409 KB
english, 2001
6

Striking a global balance for successful risk systems

Spedding, V.
Journal:
Quantitative Finance
Year:
2001
Language:
english
File:
PDF, 208 KB
english, 2001
7

Stochastic volatility, power laws and long memory

Mandelbrot, B.B.
Journal:
Quantitative Finance
Year:
2001
Language:
english
File:
PDF, 67 KB
english, 2001
8

Scaling in financial prices: IV. Multifractal concentration

Mandelbrot, B.B.
Journal:
Quantitative Finance
Year:
2001
Language:
english
File:
PDF, 236 KB
english, 2001
9

Pricing, no-arbitrage bounds and robust hedging of instalment options

Davis, M.H.A., Schachermayer, W., Tompkins, R.G.
Journal:
Quantitative Finance
Year:
2001
Language:
english
File:
PDF, 326 KB
english, 2001
10

A jump-diffusion model for pricing corporate debt securities in a complex capital structure

Kijima, M., Suzuki, T.
Journal:
Quantitative Finance
Year:
2001
Language:
english
File:
PDF, 176 KB
english, 2001
11

Live laboratory will analyse real-time market data

Spedding, V.
Journal:
Quantitative Finance
Year:
2001
Language:
english
File:
PDF, 3.73 MB
english, 2001