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Quantitative Finance, Volume 2 Issue 2 2002

Increasing to 10 issues in 2010
ISSN: 1469-7696 (electronic) 1469-7688 (paper)
Publication Frequency: 8 issues per year
Publisher: Routledge
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Profile: Robert C Merton
Scholarly approach brings sweeping change
Vanessa Spedding
Pages 84 – 85
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Feature
Adaptability assures research centre's sucess
Vanessa Spedding
Pages 86 – 87
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Review
The first history of derivatives
Derivatives: The Tools that Changed Finance
John Hull
Page 88
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Calendar
Calendar
Page 89
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Original Articles
Multiresolution approximation for volatility processes
Enrico Capobianco
Pages 91 – 110
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International tax arbitrage via corporate income splitting
Satish Chand
Pages 111 – 115
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Option pricing under regime switching
Jin-Chuan Duan;  Ivilina Popova; Peter Ritchken
Pages 116 – 132
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Value management
Klaus Hellwig
Pages 133 – 138
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Skewness in individual stocks at different investment horizons
Amado Peiró
Pages 139 – 146
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Heterogeneous expectations, currency options and the euro/dollar
Bronka Rzepkowski
Pages 147 – 157
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On the computation of option prices and sensitivities in the Black–Scholes–Merton model
B. A. Shadwick; W. F. Shadwick
Pages 158 – 166
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