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Quantitative Finance, Volume 9 Issue 7 2009

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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Features
Capital requirements, acceptable risks and profits
Dilip B. Madan
Pages 767 – 773
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Features
The causes of the credit crunch: a backwards look?
David Murphy
Pages 775 – 790
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Research Papers
The Epps effect revisited
Bence Tóth; János Kertész
Pages 793 – 802
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Pricing and capital requirements for with profit contracts: modelling considerations
Laura Ballotta
Pages 803 – 817
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Valuing qualitative options with stochastic volatility
Bong-Gyu Jang; Kum-Hwan Roh
Pages 819 – 825
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Efficient option pricing on stocks paying discrete or path-dependent dividends with the stair tree
Tian-Shyr Dai
Pages 827 – 838
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An empirical analysis of multivariate copula models
Matthias Fischer;  Christian Köck;  Stephan Schlüter; Florian Weigert
Pages 839 – 854
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Gram–Charlier densities: a multivariate approach
Esther B. Del Brio;  Trino-Manuel Ñíguez; Javier Perote
Pages 855 – 868
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Robust portfolio selection under downside risk measures
Shushang Zhu;  Duan Li; Shouyang Wang
Pages 869 – 885
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