Volume 12; Issue 6

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Quantitative Finance
Volume 12; Issue 6

Quantitative Finance

Volume 12; Issue 6

1

Hedging derivatives with model error

Jarrow, Robert A.

Journal:

Quantitative Finance

Année:

2012

Langue:

english

Fichier:

PDF, 169 KB

english, 2012

2

Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability

Hashimoto, Yuko, Ito, Takatoshi, Ohnishi, Takaaki, Takayasu, Misako, Takayasu, Hideki, Watanabe, Tsutomu

Journal:

Quantitative Finance

Année:

2012

Langue:

english

Fichier:

PDF, 457 KB

english, 2012

3

Do industries contain predictive information for the Fama–French factors?

Tsuji, Chikashi

Journal:

Quantitative Finance

Année:

2012

Langue:

english

Fichier:

PDF, 415 KB

english, 2012

4

Entrepreneurship and innovation in financial institutions

Journal:

Quantitative Finance

Année:

2012

Langue:

english

Fichier:

PDF, 453 KB

english, 2012

5

Time varying betas and the unconditional distribution of asset returns

Adcock, C. J., Cortez, M. Ceu, Armada, M. J. Rocha, Silva, F.

Journal:

Quantitative Finance

Année:

2012

Langue:

english

Fichier:

PDF, 408 KB

english, 2012

6

Pricing guaranteed minimum withdrawal benefits under stochastic interest rates

Peng, Jingjiang, Leung, Kwai Sun, Kwok, Yue Kuen

Journal:

Quantitative Finance

Année:

2012

Langue:

english

Fichier:

PDF, 336 KB

english, 2012

7

Monitoring the board: should shareholders have direct proxy access?

Loureiro, Gilberto

Journal:

Quantitative Finance

Année:

2012

Langue:

english

Fichier:

PDF, 285 KB

english, 2012

8

Optimal stopping under model uncertainty and the regularity of lower Snell envelopes

Erick, Treviño-Aguilar

Journal:

Quantitative Finance

Année:

2012

Langue:

english

Fichier:

PDF, 243 KB

english, 2012

9

Exchange rate and inflation risk premia in the EMU

Font, Begoña, Grau, Alfredo Juan

Journal:

Quantitative Finance

Année:

2012

Langue:

english

Fichier:

PDF, 1.98 MB

english, 2012

10

Realism in quantitative finance: a note

Andrikopoulos, Andreas

Journal:

Quantitative Finance

Année:

2012

Langue:

english

Fichier:

PDF, 165 KB

english, 2012

11

The Darwin Economy: Liberty, Competition, and the Common Good, by Robert H. Frank

Journal:

Quantitative Finance

Année:

2012

Langue:

english

Fichier:

PDF, 364 KB

english, 2012

12

From credit valuation adjustments to credit capital commitments

Madan, Dilip B.

Journal:

Quantitative Finance

Année:

2012

Langue:

english

Fichier:

PDF, 315 KB

english, 2012

13

Calendar

Journal:

Quantitative Finance

Année:

2012

Fichier:

PDF, 602 KB

2012