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       Volume 3 Issue 3       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

Quantitative Finance, Volume 3 Issue 3 2003

Increasing to 10 issues in 2010
ISSN: 1469-7696 (electronic) 1469-7688 (paper)
Publication Frequency: 8 issues per year
Publisher: Routledge
View new articles ahead of the print edition
select-down Click for help
Editorial
Looking forward to the future
J Doyne Farmer
Page C30
Abstract | Full Text PDF | Request Permissions
Related Articles 		 buy now buy now
Profile: Sanford J Grossman
Informational imperfections in theory and practice
Tim Chapman
Pages C31 – C32
Abstract | References | Full Text PDF | Request Permissions
Related Articles 		 buy now buy now
Profile: MIT LFE
Innovation at MIT
Andrew Lo
Pages C33 – C38
Abstract | References | Full Text PDF | Request Permissions
Related Articles 		 buy now buy now
Comment
The US 2000–2002 market descent: clarification
Didier Sornette; Wei-Xing Zhou
Pages C39 – C41
Abstract | References | Full Text PDF | Request Permissions
Related Articles 		 buy now buy now
Feature
Traditional investment versus absolute return programmes
Hillary Till; Joseph Eagleeye
Pages C42 – C48
Abstract | References | Full Text PDF | Request Permissions
Related Articles 		 buy now buy now
Miscellany
Making money from FX volatility
Stephane Knauf
Pages C48 – C51
Abstract | References | Full Text PDF | Request Permissions
Related Articles 		 buy now buy now
Original Articles
Frankfurt MathFinance Workshop 2003
Matthias Reimer
Page C52
Abstract | Full Text PDF | Request Permissions
Related Articles 		 buy now buy now
Calendar
Calendar
Page C53
Abstract | Full Text PDF | Request Permissions
Related Articles 		 buy now buy now
Original Articles
Non-constant rates and over-diffusive prices in a simple model of limit order markets
Damien Challet; Robin Stinchcombe
Pages 155 – 162
Abstract | References | Full Text PDF | Request Permissions
Cited By | Related Articles 		 buy now buy now
Estimating GARCH models using support vector machines
Fernando Pérez-cruz;  Julio A. Afonso-rodríguez; Javier Giner
Pages 163 – 172
Abstract | References | Full Text PDF | Request Permissions
Related Articles 		 buy now buy now
Alternative asset-price dynamics and volatility smile
Damiano Brigo;  Fabio Mercurio; Giulio Sartorelli
Pages 173 – 183
Abstract | References | Full Text PDF | Request Permissions
Related Articles 		 buy now buy now
A nonparametric test of the mixture-of-distributions model
Wai Mun Fong; Wesley Fabrice Lab-sane
Pages 184 – 194
Abstract | References | Full Text PDF | Request Permissions
Related Articles 		 buy now buy now
Modelling of stochastic fat-tailed auto-correlated processes: an application to short-term rates
Olga Yashkir; Yuri Yashkir
Pages 195 – 200
Abstract | References | Full Text PDF | Request Permissions
Related Articles 		 buy now buy now
Stochastic simulations of time series within Weierstrass–Mandelbrot walks
R. Kutner; F. Świtała
Pages 201 – 211
Abstract | References | Full Text PDF | Request Permissions
Cited By | Related Articles 		 buy now buy now
A data and digital-contracts driven method for pricing complex derivatives
Jun Lu; Hiroshi Ohta
Pages 212 – 219
Abstract | References | Full Text PDF | Request Permissions
Related Articles 		 buy now buy now
Profitable technical trading rules as a source of price instability
David Goldbaum
Pages 220 – 229
Abstract | References | Full Text PDF | 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