Volume 12; Issue 3

Quantitative Finance

Volume 12; Issue 3
3

Temperature models for pricing weather derivatives

Year:
2012
Language:
english
File:
PDF, 777 KB
english, 2012
4

On monitoring financial stress index with extreme value theory

Year:
2012
Language:
english
File:
PDF, 1.02 MB
english, 2012
5

Models for stock returns

Year:
2012
Language:
english
File:
PDF, 215 KB
english, 2012
6

Real options with a double continuation region

Year:
2012
Language:
english
File:
PDF, 255 KB
english, 2012
7

Pricing dynamic binary variables and their derivatives

Year:
2012
Language:
english
File:
PDF, 368 KB
english, 2012
8

Calendar

Year:
2012
Language:
english
File:
PDF, 629 KB
english, 2012
9

Positive return premia in Japan

Year:
2012
Language:
english
File:
PDF, 345 KB
english, 2012
10

Nonlinear interdependence of the Chinese stock markets

Year:
2012
Language:
english
File:
PDF, 375 KB
english, 2012