Report NEP-FMK-2013-04-20

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• Gabriel Frahm, 2013. "Pricing and Valuation under the Real-World Measure," Papers 1304.3824, arXiv.org, revised Jan 2016.
• Yannis G. Yatracos, 2013. "A new method to obtain risk neutral probability, without stochastic calculus and price modeling, confirms the universal validity of Black-Scholes-Merton formula and volatility's role," Papers 1304.4929, arXiv.org, revised Nov 2014.
• Hongwei Chuang & Hwai-Chung Ho, 2013. "Measuring the default risk of sovereign debt from the perspective of network," Papers 1304.3814, arXiv.org.
• Peter Claeys & Borek Vašícek, 2012. "“Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”," AQR Working Papers 201209, University of Barcelona, Regional Quantitative Analysis Group, revised Nov 2012.