Volume 13; Issue 7

Quantitative Finance

Volume 13; Issue 7
2

Do foreign exchange fund managers behave like heterogeneous agents?

Verschoor, Willem F.C., Zwinkels, Remco C.J.
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 340 KB
english, 2013
3

The term structure of S&P 100 model-free volatilities

Lim, Kian-Guan, Ting, Christopher
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 939 KB
english, 2013
4

Analysis of trade packages in the Chinese stock market

Ren, Fei, Zhou, Wei-Xing
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 520 KB
english, 2013
6

Currency total return swaps: valuation and risk factor analysis

CUCHET, ROMAIN, FRANÇOIS, PASCAL, HÜBNER, GEORGES
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 728 KB
english, 2013
7

Arbitrage-free interval and dynamic hedging in an illiquid market

Yang, Jinqiang, Yang, Zhaojun
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 480 KB
english, 2013
9

Time zone normalization of FX seasonality

MASRY, S., DUPUIS, A., OLSEN, R. B., TSANG, E.
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 404 KB
english, 2013
10

Applying hedging strategies to estimate model risk and provision calculation

Elices, Alberto, Giménez, Eduard
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 1.43 MB
english, 2013
11

A formalization of double auction market dynamics

Tsang, Edward, Olsen, Richard, Masry, Shaimaa
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 512 KB
english, 2013
12

Calendar

Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 199 KB
english, 2013
13

Great by Choice: Uncertainty, Chaos, and Luck – Why Some Thrive Despite Them All

Kurtz, Lloyd
Journal:
Quantitative Finance
Year:
2013
Language:
english
File:
PDF, 148 KB
english, 2013