Volume 12; Issue 9

Quantitative Finance

Volume 12; Issue 9
1

VaR limits for pension funds: an evaluation

Berstein, Solange M., Chumacero, Rómulo A.
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 563 KB
english, 2012
2

A liquidity-based model for asset price bubbles

Jarrow, Robert A., Protter, Philip, Roch, Alexandre F.
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 211 KB
english, 2012
3

Financial crisis dynamics: attempt to define a market instability indicator

Choi, Youngna, Douady, Raphael
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 340 KB
english, 2012
8

Two stock options at the races: Black–Scholes forecasts

Oshanin, G., Schehr, G.
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 708 KB
english, 2012
10

Statistical signatures in times of panic: markets as a self-organizing system

Borland, Lisa
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 2.38 MB
english, 2012
11

Boomerang, by Michael Lewis

Dunbar, Nicholas
Journal:
Quantitative Finance
Year:
2012
Language:
english
File:
PDF, 378 KB
english, 2012
12

Calendar

Journal:
Quantitative Finance
Year:
2012
File:
PDF, 655 KB
2012