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EconWPA
Finance
Contact information of
EconWPA:
Web page: http://129.3.20.41
For technical questions regarding this series, please contact
(EconWPA)
Series handle: repec:wpa:wuwpfi
More pages of listings: 0|1|2|3|4
2003
2002- 0212006 Option pricing with Levy Process
by Eric Benhamou [Downloadable!]
- 0212005 A Martingale Result for Convexity Adjustment in the Black Pricing Model
by Eric Benhamou [Downloadable!]
- 0212004 Smart Monte Carlo: Various tricks using Malliavin calculus
by Eric Benhamou [Downloadable!]
- 0212003 A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks
by Eric Benhamou [Downloadable!]
- 0212002 The Impact of Bank Capital Requirements in Indonesia
by Donsyah Yudistira [Downloadable!]
- 0212001 MODIS: A Market-Oriented Deposit Insurance Scheme
by Reza Vaez-Zadeh & Danyang Xie & Edda Zoli [Downloadable!]
- 0211008 A General Characterization of Quadratic Term Structure Models
by Li Chen & H. Vincent Poor [Downloadable!]
- 0211007 How to work in the uncertain market conditions
by Dmitry Baryshevsky [Downloadable!]
- 0211004 Consumption and Investment Optimization under Constraints
by Long Nguyen-Thanh [Downloadable!]
- 0211003 Portfolio Selection with Probabilistic Utility, Bayesian Statistics, and Markov Chain Monte Carlo
by Pietro Rossi & Massimo Tavoni & Flavio Cocco & Robert Marschinski [Downloadable!]
- 0211002 Information, Alternative Markets, and Security Price Processes: A Survey of Literature
by Rafiqul Bhuyan [Downloadable!]
- 0211001 Can technological change explain the stock market collapse of 1974?
by Adrian Peralta-Alva [Downloadable!]
- 0210006 Why do European Venture Capital Companies syndicate?
by Sophie Manigart & Miguel Meuleman [Downloadable!]
- 0210005 Herding and Contrarian Behavior in Financial Markets - An Internet Experiment
by Mathias Drehmann & Joerg Oechssler & Andreas Roider [Downloadable!]
- 0210004 The realized equity premium has been higher than expected: further evidence
by Marco Taboga [Downloadable!]
- 0210003 Performance Incentives, Performance Pressure and Executive Turnover
by Narayanan Subramanian & Atreya Chakraborty & Shahbaz Sheikh [Downloadable!]
- 0210002 Stochastic Dominance Portfolio Analysis of Forestry Assets
by V.-P. Heikkinen & & Timo Kuosmanen [Downloadable!]
- 0210001 An Analysis of Hedge Fund Performance
by Daniel Capocci [Downloadable!]
- 0209008 The Small Business Credit Gap: Some New Evidence
by Rajiv Mallick & Atreya Chakraborty [Downloadable!]
- 0209007 The Importance of Being Known: Relationship Banking and Credit Limits
by Cresenta Fernando & Atreya Chakraborty & Rajiv Mallick [Downloadable!]
- 0209006 The Geometry of Payoff Spaces
by Marcel Hendrickx [Downloadable!]
- 0209005 De schuld van het Nederlandse huishouden?
by Hans Groeneveld & Ralph de Haas [Downloadable!]
- 0209004 Het integraal kwantificeren van valutarisico’s
by Ralph de Haas [Downloadable!]
- 0209003 Banken, instituties en zachte budgetbeperkingen tijdens de transitie
by Ralph de Haas [Downloadable!]
- 0209002 Financial collateral and capital adequacy requirements
by Ralph de Haas & Thomas Keijser [Downloadable!]
- 0209001 The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets
by Bernd Hayo & Ali Kutan [Downloadable!]
- 0207019 What Type of Process Underlies Options? A Simple Robust Test
by Peter Carr & Liuren Wu [Downloadable!]
- 0207018 Markov Chain Approximations For Term Structure Models
by David Backus & Liuren Wu & Stanley Zin [Downloadable!]
- 0207017 Time-Varying Arrival Rates of Informed and Uninformed Trades
by David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu [Downloadable!]
- 0207016 A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs
by Gautam Goswami & Milind Shrikhande & Liuren Wu [Downloadable!]
- 0207015 Asset Pricing Under The Quadratic Class
by Markus Leippold & Liuren Wu [Downloadable!]
- 0207014 Design and Estimation of Quadratic Term Structure Models
by Markus Leippold & Liuren Wu [Downloadable!]
- 0207013 Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?
by Massoud Heidari & Liuren WU [Downloadable!]
- 0207012 The Finite Moment Log Stable Process and Option Pricing
by Peter Carr & Liuren Wu [Downloadable!]
- 0207011 Time-Changed Levy Processes and Option Pricing
by Peter Carr & Liuren Wu [Downloadable!]
- 0207010 Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rates and Interest Rate Derivatives
by Massoud Heidari & Liuren Wu [Downloadable!]
- 0207009 Contagion in Financial Markets
by David Backus & Silverio Foresi & Liuren Wu [Downloadable!]
- 0207008 Accouting for Biases in Black-Scholes
by David Backus & Silverio Foresi & Liuren Wu [Downloadable!]
- 0207007 Monte Carlo Pricing of American Options Using Nonparametric Regression
by Pizzi Claudio & Pellizzari Paolo [Downloadable!]
- 0207006 Optimization of Risk Exposure
by Alexei Gretchikha [Downloadable!]
- 0207005 The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures
by Sohnke M. Bartram & G. Andrew Karolyi [Downloadable!]
- 0207004 Analytical Aproach to Value Options with State Variables of a Levy System
by Nguyen Thanh Long [Downloadable!]
- 0207003 Financial Performance Government Trading Enterprises 1996-97 to 2000-01
by Productivity Commission [Downloadable!]
- 0207002 Review of the Superannuation Industry (Supervision) Act 1993 and Certain Other Superannuation Legislation
by Productivity Commission [Downloadable!]
- 0207001 Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations
by Sohnke M. Bartram [Downloadable!]
- 0206005 Seize the Moments: Approximating American Option Prices in the GARCH Framework
by Jin-Chuan Duan & Genevieve Gauthier & Caroline Sasseville & Jean-Guy Simonato [Downloadable!]
- 0206002 On valuing corporate debt with the volatility of corporate assets evolving according to an Ornstein-Uhlenbeck process
by Bakhodir Ergashev [Downloadable!]
- 0206001 Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market
by Patrick Houweling & Albert Mentink & Ton Vorst [Downloadable!]
- 0205004 All Moments of Discrete and Continuous Arithmetic Averages on Brownian Paths: A Closed Form
by Allen Abrahamson [Downloadable!]
- 0205003 Trading system evaluation based on past performance: Random Signals Test
by Alex Strashny [Downloadable!]
- 0205002 Monetary Conditions and Stock Returns: A South African Case Study
by Clive Coetzee [Downloadable!]
- 0204002 The Future of the Stock Market Channel In Egypt
by Maged Shawky Sourial [Downloadable!]
- 0203006 A note on a generalized Black-Scholes formula
by Bakhodir A Ergashev [Downloadable!]
- 0203002 Wealth Effects of Banks' Rights to Market and Originate Annuities
by Arnold R. Cowan & Jann C. Howell & Mark L. Power [Downloadable!]
- 0203001 Symmetries in Jump-Diffusion Models with Applications in Option Pricing and Credit Risk
by Jiri Hoogland & Dimitri Neumann & Michel Vellekoop [Downloadable!]
- 0202002 How Active Are Managers in SA
by Tony Bell & Maarten Ackerman [Downloadable!]
- 0201004 An Integrated Model of Market and Limit Orders
by Sugato Chakravarty & Craig Holden [Downloadable!]
- 0201003 Stealth-Trading: Which Traders' Trades Move Stock Prices?
by Sugato Chakravarty [Downloadable!]
- 0201001 Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk
by Ali Bora Yigitbasioglu [Downloadable!]
20012000199919981997More pages of listings: 0|1|2|3|4Access
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This page was last updated on 2009-11-17.
This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.