Is Part Of: Quantitative finance. Volume 16:Issue 10(2016) - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Is Part Of Quantitative finance. Volume 16:Issue 10(2016)

1. A flexible spot multiple-curve model. Issue 10 (2nd October 2016)

Authors:: Grasselli, Martino; Miglietta, Giulio
Journal:: Quantitative finance
Issue:: Volume 16:Issue 10(2016)
Page Start:: 1465
Record Type:: Journal Article
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2. A pairs trading strategy based on linear state space models and the Kalman filter. Issue 10 (2nd October 2016)

Authors:: de Moura, Carlos Eduardo; Pizzinga, Adrian; Zubelli, Jorge
Journal:: Quantitative finance
Issue:: Volume 16:Issue 10(2016)
Page Start:: 1559
Record Type:: Journal Article
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3. Calendar. Issue 10 (2nd October 2016)

Journal:: Quantitative finance
Issue:: Volume 16:Issue 10(2016)
Page Start:: 1483
Record Type:: Journal Article
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4. Correlation estimation using components of Japanese candlesticks. Issue 10 (2nd October 2016)

Authors:: Popov, V.
Journal:: Quantitative finance
Issue:: Volume 16:Issue 10(2016)
Page Start:: 1615
Record Type:: Journal Article
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5. Dynamic asset–liability management in a Markov market with stochastic cash flows. Issue 10 (2nd October 2016)

Authors:: Yao, Haixiang; Li, Xun; Hao, Zhifeng; Li, Yong
Journal:: Quantitative finance
Issue:: Volume 16:Issue 10(2016)
Page Start:: 1575
Record Type:: Journal Article
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6. Elimination of systemic risk in financial networks by means of a systemic risk transaction tax. Issue 10 (2nd October 2016)

Authors:: Poledna, Sebastian; Thurner, Stefan
Journal:: Quantitative finance
Issue:: Volume 16:Issue 10(2016)
Page Start:: 1599
Record Type:: Journal Article
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7. Enhanced equity-credit modelling for contingent convertibles. Issue 10 (2nd October 2016)

Authors:: Chung, Tsz-Kin; Kwok, Yue-Kuen
Journal:: Quantitative finance
Issue:: Volume 16:Issue 10(2016)
Page Start:: 1511
Record Type:: Journal Article
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8. Expected shortfall estimation for apparently infinite-mean models of operational risk. Issue 10 (2nd October 2016)

Authors:: Cirillo, Pasquale; Taleb, Nassim Nicholas
Journal:: Quantitative finance
Issue:: Volume 16:Issue 10(2016)
Page Start:: 1485
Record Type:: Journal Article
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9. From insurance risk to credit portfolio management: a new approach to pricing CDOs. Issue 10 (2nd October 2016)

Authors:: Andreoli, Alessandro; Ballestra, Luca Vincenzo; Pacelli, Graziella
Journal:: Quantitative finance
Issue:: Volume 16:Issue 10(2016)
Page Start:: 1495
Record Type:: Journal Article
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10. Learning from Data. Issue 10 (2nd October 2016)

Authors:: Rebonato, Riccardo
Journal:: Quantitative finance
Issue:: Volume 16:Issue 10(2016)
Page Start:: 1479
Record Type:: Journal Article
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