Applied Mathematical Finance,volume 10,issue 1  (01-2014)

Period of time： 2014年1期

Publisher： Routledge Ltd

Founded in： 1994

Total resources： 71

ISSN： 1466-4313

Subject： O Mathematical Sciences and Chemical

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Applied Mathematical Finance,volume 10,issue 1

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Optimal execution with nonlinear impact functions and trading-enhanced risk

By Almgren Robert F. in (2003)

Applied Mathematical Finance,volume 10,issue 1 , Vol. 10, Iss. 1, 2003-01 , pp. 1-18

Routledge Ltd

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Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory

By Hamada Mahmoud,Sherris Michael in (2003)

Applied Mathematical Finance,volume 10,issue 1 , Vol. 10, Iss. 1, 2003-01 , pp. 19-47

Routledge Ltd

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A new approximate swaption formula in the LIBOR market model: an asymptotic expansion approach

By Kawai Atsushi in (2003)

Applied Mathematical Finance,volume 10,issue 1 , Vol. 10, Iss. 1, 2003-01 , pp. 49-74

Routledge Ltd

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Valuing catastrophe bonds by Monte Carlo simulations

By Vaugirard Victor E. in (2003)

Applied Mathematical Finance,volume 10,issue 1 , Vol. 10, Iss. 1, 2003-01 , pp. 75-90

Routledge Ltd

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Total 4 item(s)