Journal: Quantitative finance - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Journal Quantitative finance

1. Evaluation of volatility predictions in a VaR framework. Issue 5 (3rd May 2016)

Authors:: Amendola, A.; Candila, V.
Journal:: Quantitative finance
Issue:: Volume 16:Issue 5(2016)
Page Start:: 695
Record Type:: Journal Article
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2. Valuation of forward start options under affine jump-diffusion models. Issue 5 (3rd May 2016)

Authors:: Nunes, João Pedro Vidal; Alcaria, Tiago Ramalho Viegas
Journal:: Quantitative finance
Issue:: Volume 16:Issue 5(2016)
Page Start:: 727
Record Type:: Journal Article
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3. Optimal hedging in an extended binomial market under transaction costs. Issue 5 (3rd May 2016)

Authors:: Josephy, Norman; Kimball, Lucia; Steblovskaya, Victoria
Journal:: Quantitative finance
Issue:: Volume 16:Issue 5(2016)
Page Start:: 763
Record Type:: Journal Article
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4. FX Option Performance: An Analysis of the Value Delivered by FX Options Since the Start of the Market. Issue 5 (3rd May 2016)

Authors:: Ryan, Barry
Journal:: Quantitative finance
Issue:: Volume 16:Issue 5(2016)
Page Start:: 677
Record Type:: Journal Article
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5. Analytic approximation formulae for European crack spread options. Issue 5 (3rd May 2016)

Authors:: Aba Oud, M.A.; Goard, J.
Journal:: Quantitative finance
Issue:: Volume 16:Issue 5(2016)
Page Start:: 711
Record Type:: Journal Article
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6. Performance ratio-based coherent risk measure and its application. Issue 5 (3rd May 2016)

Authors:: Chen, Zhiping; Hu, Qianhui; Lin, Ruiyue
Journal:: Quantitative finance
Issue:: Volume 16:Issue 5(2016)
Page Start:: 681
Record Type:: Journal Article
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7. Detecting and modelling the jump risk of CO2 emission allowances and their impact on the valuation of option on futures contracts. Issue 5 (3rd May 2016)

Authors:: Yang, Sharon S.; Huang, Jr-Wei; Chang, Chuang-Chang
Journal:: Quantitative finance
Issue:: Volume 16:Issue 5(2016)
Page Start:: 749
Record Type:: Journal Article
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8. Predicting recovery rates using logistic quantile regression with bounded outcomes. Issue 5 (3rd May 2016)

Authors:: Siao, Jhao-Siang; Hwang, Ruey-Ching; Chu, Chih-Kang
Journal:: Quantitative finance
Issue:: Volume 16:Issue 5(2016)
Page Start:: 777
Record Type:: Journal Article
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9. Calendar. Issue 5 (3rd May 2016)

Journal:: Quantitative finance
Issue:: Volume 16:Issue 5(2016)
Page Start:: 679
Record Type:: Journal Article
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10. Prediction of stock price movement based on daily high prices. Issue 5 (3rd May 2016)

Authors:: Gorenc Novak, Marija; Velušček, Dejan
Journal:: Quantitative finance
Issue:: Volume 16:Issue 5(2016)
Page Start:: 793
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗