Applied Mathematical Finance,volume 14,issue 3  (07-2014)

Period of time： 2014年3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 14,issue 3

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A Simple Derivation of and Improvements to Jamshidian's and Rogers' Upper Bound Methods for Bermudan Options

By Joshi Mark S. in (2007)

Applied Mathematical Finance,volume 14,issue 3 , Vol. 14, Iss. 3, 2007-07 , pp. 197-205

Routledge Ltd

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Approximate Formulas for Zero-coupon Bonds

By Tourrucôo Fabricio,Hagan Patrick S.,Schleiniger Gilberto F. in (2007)

Applied Mathematical Finance,volume 14,issue 3 , Vol. 14, Iss. 3, 2007-07 , pp. 207-226

Routledge Ltd

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Changing Correlation and Equity Portfolio Diversification Failure for Linear Factor Models during Market Declines*

By Sancetta Alessio,Satchell Steve E. in (2007)

Applied Mathematical Finance,volume 14,issue 3 , Vol. 14, Iss. 3, 2007-07 , pp. 227-242

Routledge Ltd

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Term Structure Models with Parallel and Proportional Shifts

By Armerin Fredrik,Jensen Bjarne Astrup,Björk Tomas in (2007)

Applied Mathematical Finance,volume 14,issue 3 , Vol. 14, Iss. 3, 2007-07 , pp. 243-260

Routledge Ltd

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Using Utility Functions to Model Risky Bonds

By Goard Joanna in (2007)

Applied Mathematical Finance,volume 14,issue 3 , Vol. 14, Iss. 3, 2007-07 , pp. 261-289

Routledge Ltd

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Total 5 item(s)