

Period of time: 2014年3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 4,issue 3
Menu

Performance of utility-based strategies for hedging basis risk
Quantitative Finance,volume 4,issue 3 , Vol. 4, Iss. 3, 2004-06 , pp.
Testing for persistence in stock returns with GARCH-stable shocks
By Bidarkota Prasad,Mcculloch J in (2004)
Quantitative Finance,volume 4,issue 3 , Vol. 4, Iss. 3, 2004-06 , pp.
Rapid and accurate development of prices and Greeks for n th to default credit swaps in the Li model
By Joshi Mark,Kainth Dherminder in (2004)
Quantitative Finance,volume 4,issue 3 , Vol. 4, Iss. 3, 2004-06 , pp.
Dynamics of international financial networks with risk management
By Nagurney Anna,Cruz Jose in (2004)
Quantitative Finance,volume 4,issue 3 , Vol. 4, Iss. 3, 2004-06 , pp.
Pricing options with American-style average reset features
By Chang Chuang-Chang,Chung San-Lin,Shackleton Mark in (2004)
Quantitative Finance,volume 4,issue 3 , Vol. 4, Iss. 3, 2004-06 , pp.
Geometric Asian options: valuation and calibration with stochastic volatility
By Wong Hoi,Cheung Ying in (2004)
Quantitative Finance,volume 4,issue 3 , Vol. 4, Iss. 3, 2004-06 , pp.
By Højgaard Bjarne,Taksar Michael in (2004)
Quantitative Finance,volume 4,issue 3 , Vol. 4, Iss. 3, 2004-06 , pp.
A new Fourier transform algorithm for value-at-risk
By Albanese Claudio,Jackson Ken,Wiberg Petter in (2004)
Quantitative Finance,volume 4,issue 3 , Vol. 4, Iss. 3, 2004-06 , pp.
Sampling from Archimedean copulas
Quantitative Finance,volume 4,issue 3 , Vol. 4, Iss. 3, 2004-06 , pp.
An out-of-equilibrium model of the distributions of wealth
By Scafetta Nicola,Picozzi Sergio,West Bruce in (2004)
Quantitative Finance,volume 4,issue 3 , Vol. 4, Iss. 3, 2004-06 , pp.