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Quantitative Finance, Volume 6 Issue 4 2006

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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Original Articles
Intelligent finance—an emerging direction
Heping Pan;  Didier Sornette; Kenneth Kortanek
Pages 273 – 277
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Book Reviews
Book review
Book review
Stathis Tompaidis
Pages 279 – 280
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Original Articles
Short-term market reaction after extreme price changes of liquid stocks
Ádám G. Zawadowski;  György Andor; János Kertész
Pages 283 – 295
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Analysis of drawdowns and drawups in the US$ interest-rate market
Riccardo Rebonato; Valerio Gaspari
Pages 297 – 326
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Barrier options and their static hedges: simple derivations and extensions
Rolf Poulsen
Pages 327 – 335
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The square-root process and Asian options
Angelos Dassios; Jayalaxshmi Nagaradjasarma
Pages 337 – 347
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Efficient hybrid methods for portfolio credit derivatives
H. Zheng
Pages 349 – 357
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The robustness of modified unit root tests in the presence of GARCH
Steven Cook
Pages 359 – 363
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