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 5 Issue 5       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 5 Issue 5 2005

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
Original Article
Empirical estimation of tail dependence using copulas: application to Asian markets
Cyril Caillault; Dominique Guégan
Pages 489 – 501
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Cited By | Related Articles 		 buy now buy now
Original Articles
FX trading models – how are they doing?
Jessica James
Pages 425 – 431
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
On the distributional distance between the lognormal LIBOR and swap market models
Damiano Brigo; Jan Liinev
Pages 433 – 442
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension
Szu-Lang Liao; Hsing-Hua Huang
Pages 443 – 457
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Probability distributions and leveraged trading strategies: an application of Gaussian mixture models to the Morgan Stanley Technology Index Tracking Fund
Andreas Lindemann;  Christian L. Dunis; Paulo Lisboa
Pages 459 – 474
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
On non-Gaussianity and dependence in financial time series: a nonextensive approach
S. M. Duarte Queirós
Pages 475 – 487
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Optimal portfolio delegation when parties have different coefficients of risk aversion
Kasper Larsen
Pages 503 – 512
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