Volume 4; Issue 3

Quantitative Finance

Volume 4; Issue 3
1

Performance of utility-based strategies for hedging basis risk

Monoyios, Michael
Journal:
Quantitative Finance
Year:
2004
Language:
english
File:
PDF, 205 KB
english, 2004
2

Sampling from Archimedean copulas

Whelan, Niall
Journal:
Quantitative Finance
Year:
2004
Language:
english
File:
PDF, 204 KB
english, 2004
3

Geometric Asian options: valuation and calibration with stochastic volatility

Wong, Hoi Ying, Cheung, Ying Lok
Journal:
Quantitative Finance
Year:
2004
Language:
english
File:
PDF, 239 KB
english, 2004
4

Equity indexing: Optimize your passive investments

Alexander, Carol, Dimitriu, Anca
Journal:
Quantitative Finance
Year:
2004
Language:
english
File:
PDF, 183 KB
english, 2004
5

Models of asset returns: changes of pattern from high to low event frequency

Töyli, Juuso, Sysi-aho, Marko, Kaski, Kimmo
Journal:
Quantitative Finance
Year:
2004
Language:
english
File:
PDF, 524 KB
english, 2004
6

A new Fourier transform algorithm for value-at-risk

Albanese, Claudio, Jackson, Ken, Wiberg, Petter
Journal:
Quantitative Finance
Year:
2004
Language:
english
File:
PDF, 682 KB
english, 2004
7

Calendar

Journal:
Quantitative Finance
Year:
2004
Language:
english
File:
PDF, 56 KB
english, 2004
9

Pricing options with American-style average reset features

Chang, Chuang-Chang, Chung, San-Lin, Shackleton, Mark B
Journal:
Quantitative Finance
Year:
2004
Language:
english
File:
PDF, 152 KB
english, 2004
10

Dynamics of international financial networks with risk management

Nagurney, Anna, Cruz, Jose
Journal:
Quantitative Finance
Year:
2004
Language:
english
File:
PDF, 236 KB
english, 2004
11

Going beyond the LIBOR model

Javaheri, Alireza
Journal:
Quantitative Finance
Year:
2004
Language:
english
File:
PDF, 483 KB
english, 2004
13

QFRC drives financial research

Hall, Tony
Journal:
Quantitative Finance
Year:
2004
Language:
english
File:
PDF, 621 KB
english, 2004
14

Testing for persistence in stock returns with GARCH-stable shocks

Bidarkota, Prasad V, Mcculloch, J Huston
Journal:
Quantitative Finance
Year:
2004
Language:
english
File:
PDF, 216 KB
english, 2004
15

An out-of-equilibrium model of the distributions of wealth

Scafetta, Nicola, Picozzi, Sergio, West, Bruce J
Journal:
Quantitative Finance
Year:
2004
Language:
english
File:
PDF, 261 KB
english, 2004
16

On the estimation of cost of capital and its reliability

Wong, Wing-keung, Chan, Raymond H
Journal:
Quantitative Finance
Year:
2004
Language:
english
File:
PDF, 146 KB
english, 2004