Volume 12; Issue 8

Quantitative Finance

Volume 12; Issue 8
1

Stock market crashes in 2007–2009: were we able to predict them?

Lleo, Sébastien, Ziemba, William T.
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 3.51 MB
english, 2012
4

The holiday and Yom Kippur War sentiment effects: the Tel Aviv Stock Exchange (TASE)

Kaplanski, Guy, Levy, Haim
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 477 KB
english, 2012
6

Universal price impact functions of individual trades in an order-driven market

Zhou, Wei-Xing
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 404 KB
english, 2012
7

Constant Proportion Debt Obligations (CPDOs): modeling and risk analysis

Cont, Rama, Jessen, Cathrine
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 750 KB
english, 2012
9

Forward-neutral valuation relationships for options on zero coupon bonds

Câmara, António, Câmara, Ana
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 314 KB
english, 2012
10

Red-Blooded Risk: The Secret History of Wall Street, by Aaron Brown

Stein, Roger
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 380 KB
english, 2012
11

Calendar

Journal:
Quantitative Finance
Year:
2012
File:
PDF, 691 KB
2012