Volume 10; Issue 9

Quantitative Finance

Volume 10; Issue 9
1

On the first passage time distribution of an Ornstein–Uhlenbeck process

Yi, Chuang
Journal:
Quantitative Finance
Year:
2010
Language:
english
File:
PDF, 120 KB
english, 2010
2

The Geneva Finance Research Institute

Padovani, Miret
Journal:
Quantitative Finance
Year:
2010
Language:
english
File:
PDF, 1.07 MB
english, 2010
3

Calendar

Journal:
Quantitative Finance
Year:
2010
File:
PDF, 791 KB
2010
5

Predictability of nonlinear trading rules in the U.S. stock market

Chong, Terence Tai-Leung, Lam, Tau-Hing
Journal:
Quantitative Finance
Year:
2010
Language:
english
File:
PDF, 156 KB
english, 2010
8

Loss aversion and the price of risk

Levy, M.
Journal:
Quantitative Finance
Year:
2010
Language:
english
File:
PDF, 1.16 MB
english, 2010
9

Time to default and other sensitivities of credit ratings

Parnes, Dror
Journal:
Quantitative Finance
Year:
2010
Language:
english
File:
PDF, 321 KB
english, 2010
11

Predicting bankruptcy using the discrete-time semiparametric hazard model

Cheng, K. F., Chu, C. K., Hwang, Ruey-Ching
Journal:
Quantitative Finance
Year:
2010
Language:
english
File:
PDF, 324 KB
english, 2010
12

Dynamic complex hedging in additive markets

Corcuera, José M., Guerra, João M. E.
Journal:
Quantitative Finance
Year:
2010
Language:
english
File:
PDF, 248 KB
english, 2010