Report NEP-CFN-2005-03-06

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Other reports in NEP-CFN

The following items were anounced in this report:

• Colin Rowat and Jayasri Dutta, 2004. "The commons with capital markets," Discussion Papers 05-01, Department of Economics, University of Birmingham.
• Thilo Pausch, 2005. "Credit Risk, Credit Rationing, and the Role of Banks: The Case of Risk Averse Lenders," Discussion Paper Series 271, Universitaet Augsburg, Institute for Economics. [Downloadable!]
• Daniele Coen-Pirani & Eva Carceles-Poveda, . "Shareholders Unanimity With Incomplete Markets," GSIA Working Papers 2005-E13, Carnegie Mellon University, Tepper School of Business. [Downloadable!]
• Campi, Luciano & Sbuelz, Alessandro, 2005. "Close-form pricing of benchmark equity default swaps under the CEV assumption," Discussion Paper 28, Tilburg University, Center for Economic Research. [Downloadable!]
• Campi, Luciano & Polbennikov, Simon & Sbuelz, Alessandro, 2005. "Assessing credit with equity : a CEV model with jump to default," Discussion Paper 27, Tilburg University, Center for Economic Research. [Downloadable!]
• Eckhard Platen, 2005. "On the Role of the Growth Optimal Portfolio in Finance," Research Paper Series 144, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
• Fernandez, Pablo, 2005. "The value of tax shields is not equal to the present value of tax shields: A correction," IESE Research Papers D/581, IESE Business School. [Downloadable!]
• Fernandez, Pablo, 2005. "Reply to "Comment on the value of tax shields is NOT equal to the present value of tax shields"," IESE Research Papers D/579, IESE Business School. [Downloadable!]
• Carl Chiarella & Andrew Ziogas, 2005. "Pricing American Options on Jump-Diffusion Processes using Fourier Hermite Series Expansions," Research Paper Series 145, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

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