NEP-FIN-2003-08-31

This file is part of IDEAS, which uses RePEc data

Report NEP-FIN-2003-08-31

This is the archive for NEP-FIN, a report on new working papers in the area of Finance. Philip Yu issued this report. It is usually issued weekly.

This report is closed
Other reports in NEP-FIN

The following items were anounced in this report:

René Lalonde & Zhenhua Zhu & Frédérick Demers, 2003. "Forecasting and Analyzing World Commodity Prices," Working Papers 03-24, Bank of Canada. [Downloadable!]
Hayette Gatfaoui, 2003. "Risk Disaggregation And Credit Risk Valuation In The Merton Like Way," Finance 0308007, EconWPA. [Downloadable!]
Vicky Henderson & David Hobson, 2002. "Coupling and Option Price Comparisons in a Jump-Diffusion model," OFRC Working Papers Series 2002mf01, Oxford Financial Research Centre. [Downloadable!]
David Bakstein & Sam Howison, 2002. "A Risk-Neutral Parametric Liquidity Model for Derivatives," OFRC Working Papers Series 2002mf02, Oxford Financial Research Centre. [Downloadable!]
Gobert, Karine & González, Patrick & Lai, Alexandra & Poitevin, Michel, 2003. "Endogenous Value and Financial Fragility," Cahiers de recherche 0306, GREEN. [Downloadable!]
Henriette Prast, 2003. "Behavioral finance: the role of psychology in financial markets (Dutch title: Gedragseconomie: de rol van psychologie op financiële markten)," Research Series Supervision (discontinued) 62, Netherlands Central Bank, Directorate Supervision.
Gobert, Karine & González, Patrick & Lai, Alexandra & Poitevin, Michel, 2003. "Endogenous Value and Financial Fragility," Cahiers de recherche 0306, Université Laval - Département d'économique. [Downloadable!]
Giovanni Barone-Adesi & Claudia Ravanelli & Henrik Rasmussen, 2003. "An Option Pricing Formula for the GARCH diffusion model," OFRC Working Papers Series 2003mf07, Oxford Financial Research Centre. [Downloadable!]
Vicky Henderson, 2002. "Analytical Comparisons of Option prices in Stochastic Volatility Models," OFRC Working Papers Series 2002mf03, Oxford Financial Research Centre. [Downloadable!]

This page was last updated on 2009-11-29.

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