Volume 6; Issue 4

Quantitative Finance

Volume 6; Issue 4
1

The robustness of modified unit root tests in the presence of GARCH

Cook, Steven
Journal:
Quantitative Finance
Année:
2006
Langue:
english
Fichier:
PDF, 135 KB
english, 2006
2

Intelligent finance—an emerging direction

Pan, Heping, Sornette, Didier, Kortanek, Kenneth
Journal:
Quantitative Finance
Année:
2006
Langue:
english
Fichier:
PDF, 122 KB
english, 2006
3

The square-root process and Asian options

Dassios, Angelos, Nagaradjasarma, Jayalaxshmi
Journal:
Quantitative Finance
Année:
2006
Langue:
english
Fichier:
PDF, 240 KB
english, 2006
4

Book review

Tompaidis, Stathis
Journal:
Quantitative Finance
Année:
2006
Langue:
english
Fichier:
PDF, 120 KB
english, 2006
5

Barrier options and their static hedges: simple derivations and extensions

Poulsen, Rolf
Journal:
Quantitative Finance
Année:
2006
Langue:
english
Fichier:
PDF, 195 KB
english, 2006
6

Short-term market reaction after extreme price changes of liquid stocks

Zawadowski, Ádám G., Andor, György, Kertész, János
Journal:
Quantitative Finance
Année:
2006
Langue:
english
Fichier:
PDF, 441 KB
english, 2006
7

Analysis of drawdowns and drawups in the US$ interest-rate market

Rebonato, Riccardo, Gaspari, Valerio
Journal:
Quantitative Finance
Année:
2006
Langue:
english
Fichier:
PDF, 433 KB
english, 2006
8

Efficient hybrid methods for portfolio credit derivatives

Zheng, H.
Journal:
Quantitative Finance
Année:
2006
Langue:
english
Fichier:
PDF, 205 KB
english, 2006