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Volume 12; Issue 5
Main
Quantitative Finance
Volume 12; Issue 5
Quantitative Finance
Volume 12; Issue 5
1
A closed-form solution to American options under general diffusion processes
Zhao, Jing
,
Wong, Hoi Ying
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 293 KB
Your tags:
english, 2012
2
Estimation of multiple period expected shortfall and median shortfall for risk management
So, Mike K. P.
,
Wong, Chi-Ming
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 750 KB
Your tags:
english, 2012
3
Time-varying long-run mean of commodity prices and the modeling of futures term structures
Tang, Ke
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 316 KB
Your tags:
english, 2012
4
Leverage causes fat tails and clustered volatility
Thurner, Stefan
,
Farmer, J. Doyne
,
Geanakoplos, John
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 1.40 MB
Your tags:
english, 2012
5
Bayesian Value-at-Risk with product partition models
Bormetti, Giacomo
,
De Giuli, Maria Elena
,
Delpini, Danilo
,
Tarantola, Claudia
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 291 KB
Your tags:
english, 2012
6
A strategy-proof test of portfolio returns
Foster, Dean P.
,
Young, H. Peyton
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 2.13 MB
Your tags:
english, 2012
7
Probability-unbiased Value-at-Risk estimators
Francioni, Ivo
,
Herzog, Florian
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 855 KB
Your tags:
english, 2012
8
Performance evaluation of balanced pension plans
Andreu, Laura
,
Swinkels, Laurens
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 307 KB
Your tags:
english, 2012
9
Coupling index and stocks
Jourdain, Benjamin
,
Sbai, Mohamed
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 566 KB
Your tags:
english, 2012
10
Predicting stock price movements: an ordered probit analysis on the Australian Securities Exchange
Yang, Joey Wenling
,
Parwada, Jerry
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 289 KB
Your tags:
english, 2012
11
Unbounded liabilities, capital reserve requirements and the taxpayer put option
Eberlein, Ernst
,
Madan, Dilip B.
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 377 KB
Your tags:
english, 2012
12
Stochastic Analysis with Financial Applications, by Arturo Kohatsu-Higa, Nicolas Privault and Shuenn-Jyi Sheu (Eds.)
Gupton, Greg M.
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 315 KB
Your tags:
english, 2012
13
Statistical finance at the École Polytechnique, Paris: the informal FIESTA research group
Bacry, Emmanuel
,
Hoffmann, Marc
,
Rosenbaum, Mathieu
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 1.11 MB
Your tags:
english, 2012
14
Calendar
Journal:
Quantitative Finance
Year:
2012
File:
PDF, 599 KB
Your tags:
2012
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