Volume 2; Issue 6

Quantitative Finance

Volume 2; Issue 6
1

Stochastic volatility options pricing with wavelets and artificial neural networks

Zapart, Christopher
Journal:
Quantitative Finance
Year:
2002
Language:
english
File:
PDF, 1.02 MB
english, 2002
2

Pricing of perpetual Bermudan options

Boyarchenko, S I, Levendorskii, S Z
Journal:
Quantitative Finance
Year:
2002
Language:
english
File:
PDF, 958 KB
english, 2002
4

A theory of non‐Gaussian option pricing

Borland, Lisa
Journal:
Quantitative Finance
Year:
2002
Language:
english
File:
PDF, 1.55 MB
english, 2002
5

The US 2000‐2002 market descent: How much longer and deeper?

Sornette, Didier, Zhou, Wei‐Xing
Journal:
Quantitative Finance
Year:
2002
Language:
english
File:
PDF, 1.65 MB
english, 2002
6

Editorial board

Journal:
Quantitative Finance
Year:
2002
Language:
english
File:
PDF, 243 KB
english, 2002
7

Molten lava meets market languor

Sancetta, Alessio, Satchell, Steve E
Journal:
Quantitative Finance
Year:
2002
Language:
english
File:
PDF, 247 KB
english, 2002
8

Debunking efficient markets?

Keen, Steve
Journal:
Quantitative Finance
Year:
2002
Language:
english
File:
PDF, 382 KB
english, 2002
9

S&P 500 predictions of Sornette and Zhou

Meister, Christian, Bothmer, Hans‐Christian Graf v.
Journal:
Quantitative Finance
Year:
2002
Language:
english
File:
PDF, 259 KB
english, 2002
10

How to get rich with Sornette and Zhou

Stauffer, Dietrich
Journal:
Quantitative Finance
Year:
2002
Language:
english
File:
PDF, 234 KB
english, 2002
11

Risk considerations unique to hedge funds

Till, Hilary
Journal:
Quantitative Finance
Year:
2002
Language:
english
File:
PDF, 441 KB
english, 2002
12

An interest rate model with a Markovian mean reverting level

Elliott, Robert J, Mamon, Rogemar S
Journal:
Quantitative Finance
Year:
2002
Language:
english
File:
PDF, 465 KB
english, 2002
13

Consistent pricing and hedging for a modified constant elasticity of variance model

Heath, David, Platen, Eckhard
Journal:
Quantitative Finance
Year:
2002
Language:
english
File:
PDF, 1.08 MB
english, 2002
14

Diversification and generalized tracking errors for correlated non‐normal returns

Wise, Mark B, Bhansali, Vineer
Journal:
Quantitative Finance
Year:
2002
Language:
english
File:
PDF, 567 KB
english, 2002
15

Dedication brings success through diversity

Spedding, Vanessa
Journal:
Quantitative Finance
Year:
2002
Language:
english
File:
PDF, 821 KB
english, 2002
16

Where mathematics, insurance and finance meet

Embrechts, Paul
Journal:
Quantitative Finance
Year:
2002
Language:
english
File:
PDF, 545 KB
english, 2002