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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. 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:
- Gabriel Frahm, 2013, "Pricing and Valuation under the Real-World Measure," Papers, arXiv.org, number 1304.3824, Apr, 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, arXiv.org, number 1304.4929, Apr, revised Nov 2014.
- Hongwei Chuang & Hwai-Chung Ho, 2013, "Measuring the default risk of sovereign debt from the perspective of network," Papers, arXiv.org, number 1304.3814, Apr.
- Peter Claeys & Borek Vašícek, 2012, "“Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201209, Nov, revised Nov 2012.