Volume 5; Issue 6

Quantitative Finance

Volume 5; Issue 6
2

Moment swaps

Year:
2005
Language:
english
File:
PDF, 155 KB
english, 2005
4

On a multivariate Markov chain model for credit risk measurement

Year:
2005
Language:
english
File:
PDF, 225 KB
english, 2005
5

Statistical properties of demand fluctuation in the financial market

Year:
2005
Language:
english
File:
PDF, 148 KB
english, 2005
6

Two phase behaviour and the distribution of volume

Year:
2005
Language:
english
File:
PDF, 113 KB
english, 2005
7

Valuation of volatility derivatives as an inverse problem

Year:
2005
Language:
english
File:
PDF, 239 KB
english, 2005