Period of time: 2014年1期
Publisher: Routledge Ltd
Founded in: 2001
Total resources: 87
ISSN: 1469-7688
Subject: F8 Finances
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Quantitative Finance,volume 2,issue 1
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Active management: Can it beat the markets?
Quantitative Finance,volume 2,issue 1 , Vol. 2, Iss. 1, 2002-02 , pp.Introduction to the special issue on volatility modelling
By Cont Rama,Avellaneda Marco in (2002)
Quantitative Finance,volume 2,issue 1 , Vol. 2, Iss. 1, 2002-02 , pp.Defusing volatility explosions with complex analysis
Quantitative Finance,volume 2,issue 1 , Vol. 2, Iss. 1, 2002-02 , pp.Some recent developments in stochastic volatility modelling
By Barndorff-Nielsen Ole,Nicolato Elisa,Shephard Neil in (2002)
Quantitative Finance,volume 2,issue 1 , Vol. 2, Iss. 1, 2002-02 , pp.Variance reduction for Monte Carlo simulation in a stochastic volatility environment
By Fouque Jean-Pierre,Andrew Tullie Tracey in (2002)
Quantitative Finance,volume 2,issue 1 , Vol. 2, Iss. 1, 2002-02 , pp.Deterministic implied volatility models
Quantitative Finance,volume 2,issue 1 , Vol. 2, Iss. 1, 2002-02 , pp.Dynamics of implied volatility surfaces
By Cont Rama,da Fonseca José in (2002)
Quantitative Finance,volume 2,issue 1 , Vol. 2, Iss. 1, 2002-02 , pp.Asymptotics and calibration of local volatility models
By Berestycki H,Busca J,Florent I in (2002)
Quantitative Finance,volume 2,issue 1 , Vol. 2, Iss. 1, 2002-02 , pp.Entropy and information in the interest rate term structure
By Brody D,Hughston L in (2002)
Quantitative Finance,volume 2,issue 1 , Vol. 2, Iss. 1, 2002-02 , pp.