Volume 3; Issue 2

Quantitative Finance

Volume 3; Issue 2
1

A simple approach for pricing barrier options with time-dependent parameters

Lo, C F, Lee, H C, Hui, C H
Journal:
Quantitative Finance
Year:
2003
Language:
english
File:
PDF, 194 KB
english, 2003
2

An index of market shocks based on multiscale analysis*

Maillet, Bertrand, Michel, Thierry
Journal:
Quantitative Finance
Year:
2003
Language:
english
File:
PDF, 423 KB
english, 2003
3

Reflections on risk

Dacorogna, Michel M
Journal:
Quantitative Finance
Year:
2003
Language:
english
File:
PDF, 115 KB
english, 2003
4

Financial networks with electronic transactions: modelling, analysis and computations

Nagurney, Anna, Ke, Ke
Journal:
Quantitative Finance
Year:
2003
Language:
english
File:
PDF, 251 KB
english, 2003
5

A close look at market microstructure

Iori, Giulia
Journal:
Quantitative Finance
Year:
2003
Language:
english
File:
PDF, 177 KB
english, 2003
6

A two-state jump model

Albanese, Claudio, Jaimungal, Sebastian, Rubisov, Dmitri H
Journal:
Quantitative Finance
Year:
2003
Language:
english
File:
PDF, 212 KB
english, 2003
7

Nucleation of market shocks in the Sornette–Ide model*

Proykova, Ana, Roussenova, Lena, Stauffer, Dietrich
Journal:
Quantitative Finance
Year:
2003
Language:
english
File:
PDF, 127 KB
english, 2003
8

Systematic risk and timescales

Gen¸ay, Ramazan, Sel¸uk, Faruk, Whitcher, Brandon
Journal:
Quantitative Finance
Year:
2003
Language:
english
File:
PDF, 168 KB
english, 2003
9

Calendar

Journal:
Quantitative Finance
Year:
2003
Language:
english
File:
PDF, 104 KB
english, 2003
10

Tracking bond indices in an integrated market and credit risk environment

Jobst, Norbert J, Zenios, Stavros A
Journal:
Quantitative Finance
Year:
2003
Language:
english
File:
PDF, 440 KB
english, 2003
12

The world is our laboratory

Shalizi, Cosma
Journal:
Quantitative Finance
Year:
2003
Language:
english
File:
PDF, 6.08 MB
english, 2003