Printed from https://ideas.repec.org/n/nep-fmk/2007-06-02.html
Report NEP-FMK-2007-06-02
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Caio Ibsen R. Almeida & José Valentim M. Vicente, 2006, "Term Structure Movements Implicit in Option Prices," Working Papers Series, Central Bank of Brazil, Research Department, number 128, Dec.
- Item repec:chf:rpseri:rp15 is not listed on IDEAS anymore
- Frankel, David M., 2007, "Adaptive Expectations and Stock Market Crashes," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12817, May.
- Item repec:chf:rpseri:rp07 is not listed on IDEAS anymore
- Item repec:chf:rpseri:rp14 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:07/20 is not listed on IDEAS anymore
- Jaqueline Terra Moura Marins & Eduardo Saliby & Joséte Florencio do Santos, 2006, "Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling," Working Papers Series, Central Bank of Brazil, Research Department, number 116, Sep.
- Jaqueline Terra Moura Marins & Eduardo Saliby, 2007, "Credit Risk Monte Carlos Simulation Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling," Working Papers Series, Central Bank of Brazil, Research Department, number 132, Mar.