informaworld logo
HOME . ABOUT US . CONTACT US 		HELP . PUBLISH WITH US . LIBRARIANS 
ebooks logo journals logo reference works logo abstract databases logo
bullet  SIGN IN Register | Why Register? | Got a Voucher? alerts   marked lists   shopping cart 

informaworld

HOME   |   SEARCH   |   BROWSE
    Issues List       Latest Issue       Forthcoming Articles       Aims & Scope       Editorial Board       Instructions for Authors       Call for Papers       Subscribe      
<< earliestearliest   < prevprev   Issue listissues   next >next   latest >>latest
Publisher Logo Publication Cover
Search within this journal
iFirst
immediate access to the latest key research articles

Quantitative Finance

Increasing to 10 issues in 2010
ISSN: 1469-7696 (electronic) 1469-7688 (paper)
Publication Frequency: 8 issues per year
Publisher: Routledge
Viewing the Journal: Select an article or change the sort order. Enter your search term on the left to find other articles in this journal.
Sort by: Title | Date | Author
< Newer • 1 • 2 • 3 • Older >
select-down Click for help
Original Articles
Stochastic resonance and the trade arrival rate of stocks
A. Christian Silva; Ju-Yi J. Yen
First Published on: 04 November 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Leveraged Lévy processes as models for stock prices
Dilip B. Madan; Yue Xiao
First Published on: 04 November 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Further international evidence on durable consumption growth and long-run consumption risk
Elena Márquez; Belén Nieto
First Published on: 04 November 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
The t copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management
Xiaolin Luo; Pavel V. Shevchenko
First Published on: 04 November 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Changes in volatility of credit spread and market efficiency during rapid growth of credit-related securities
Christopher Hessel; Jun Wang
First Published on: 04 November 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Long-term strategic asset allocation with inflation risk and regime switching
Tak Kuen Siu
First Published on: 02 November 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Exact properties of measures of optimal investment for benchmarked portfolios
J. Knight; S. E. Satchell
First Published on: 02 November 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
On the acceleration of explicit finite difference methods for option pricing
Stephen O'Sullivan; Conall O'Sullivan
First Published on: 02 November 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Portfolio sensitivity to changes in the maximum and the maximum drawdown
Libor Pospisil; Jan Vecer
First Published on: 02 November 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
No-transaction bounds and estimation risk
Vasyl Golosnoy
First Published on: 02 November 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Loss aversion and the price of risk
M. Levy
First Published on: 02 November 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Single and joint default in a structural model with purely discontinuous asset prices
Filippo Fiorani;  Elisa Luciano; Patrizia Semeraro
First Published on: 22 October 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Regression-based algorithms for life insurance contracts with surrender guarantees
Anna Rita Bacinello;  Enrico Biffis; Pietro Millossovich
First Published on: 22 October 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Multi-regime nonlinear capital asset pricing models
Cathy W. S. Chen;  Richard H. Gerlach; Ann M. H. Lin
First Published on: 22 October 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Fierce stock market fluctuation disrupts scalefree distribution
Jing Liu;  Chi K. Tse; Keqing He
First Published on: 22 October 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
Lihua Bai;  Junyi Guo; Huayue Zhang
First Published on: 22 October 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Analysis of Kelly-optimal portfolios
Paolo Laureti;  Matúš Medo; Yi-Cheng Zhang
First Published on: 22 October 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Change analysis of a dynamic copula for measuring dependence in multivariate financial data
D. Guégan; J. Zhang
First Published on: 22 October 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Valuation of energy storage: an optimal switching approach
René Carmona; Michael Ludkovski
First Published on: 08 October 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Dynamic complex hedging in additive markets
José M. Corcuera; João M. E. Guerra
First Published on: 08 October 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Can expected shortfall and Value-at-Risk be used to statically hedge options?
Jonathan J. Wylie;  Qiang Zhang; Tak Kuen Siu
First Published on: 08 October 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
The risk-shifting effect and the value of a warrant
Emanuele Bajo; Massimiliano Barbi
First Published on: 08 October 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Time to default and other sensitivities of credit ratings
Dror Parnes
First Published on: 08 October 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Static-arbitrage lower bounds on the prices of basket options via linear programming
Javier Peña;  Juan C. Vera; Luis F. Zuluaga
First Published on: 08 October 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Johnson binomial trees
Jean-Guy Simonato
First Published on: 08 October 2009
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
select-up

Privacy Policy | Terms & Conditions | Accessibility | RSS
FAQs in: English . Français . Español . 中文（简体和繁體）
© 2009 Informa plc