Printed from https://ideas.repec.org/n/nep-rmg/2003-08-17.html
Report NEP-RMG-2003-08-17
This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-RMG
The following items were announced in this report:
- Item repec:dnb:mebser:2002-15 is not listed on IDEAS anymore
- David Bakstein & Sam Howison, 2003, "Using Options on Greeks as Liquidity Protection," OFRC Working Papers Series, Oxford Financial Research Centre, number 2003mf03.
- Hjalmarsson, Erik, 2003, "Does the Black-Scholes formula work for electricity markets? A nonparametric approach," Working Papers in Economics, University of Gothenburg, Department of Economics, number 101, Jul.
- Patric H. Hendershott & Bryan D. MacGregor, 2003, "Investor Rationality: Evidence from UK Property Capitalization Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 9894, Aug.
- Vicky Henderson & David Hobson & William Shaw & Rafal Wojakowski, 2003, "Bounds for Floating-Strike Asian Options using Symmetry," OFRC Working Papers Series, Oxford Financial Research Centre, number 2003mf04.
- Gobert, Karine & Gonzalez, Patrick & Poitevin, Michel, 2002, "Bank Value and Financial Fragility," Cahiers de recherche, GREEN, number 0202.
- Claudio Soto, 2003, "The Effects of Nominal and Real Shocks on the Chilean Real Exchange Rate During the Nineties," Working Papers Central Bank of Chile, Central Bank of Chile, number 220, Aug.
- Hai-Chin YU & Ming-Chang Huang, 2003, "Statistical properties of volatility in fractal dimension and probability distribution among six stock markets - USA, Japan, Taiwan, South Korea, Singapore, and Hong Kong," Econometrics, University Library of Munich, Germany, number 0308002, Aug, revised 18 Aug 2003.
- James Poterba & Joshua Rauh & Steven Venti & David Wise, 2003, "Utility Evaluation of Risk in Retirement Saving Accounts," NBER Working Papers, National Bureau of Economic Research, Inc, number 9892, Aug.
- Sam Howison & Avraam Rafailidis & Henrik Rasmussen, 2003, "On the Pricing and Hedging of Volatility Derivatives," OFRC Working Papers Series, Oxford Financial Research Centre, number 2003mf06.
- Item repec:dnb:mebser:2003-04 is not listed on IDEAS anymore
- Paul R. Bergin & Ivan Tchakarov, 2003, "Does Exchange Rate Risk Matter for Welfare?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9900, Aug.
- Andrew Feltenstein & Roger Lagunoff, 2003, "International versus Domestic Auditing of Bank Solvency," Macroeconomics, University Library of Munich, Germany, number 0308002, Aug.
- Item repec:dnb:mebser:2002-8 is not listed on IDEAS anymore
- Vicky Henderson & David Hobson & Sam Howison & Tino Kluge, 2003, "A Comparison of q-optimal Option Prices in a Stochastic Volatility Model with Correlation," OFRC Working Papers Series, Oxford Financial Research Centre, number 2003mf02.
- Jeannette H.C. Woerner, 2003, "Estimation of Integrated Volatility in Stochastic Volatility Models," OFRC Working Papers Series, Oxford Financial Research Centre, number 2003mf05.
- David Fielding & Kalvinder Shields, 2003, "Do Currency Unions Deliver More Economic Integration than Fixed Exchange Rates? Evidence from the CFA and the ECCU," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 03/9, Mar.
- Georges Dionne & Florence Giuliano & Pierre Picard, 2003, "Optimal Auditing for Insurance Fraud," Cahiers de recherche, CIRPEE, number 0329.
- David Lamper & Sam Howison, 2003, "Monte Carlo valuation of American Options," OFRC Working Papers Series, Oxford Financial Research Centre, number 2003mf01.
- Carmen M. Reinhart & Kenneth S. Rogoff & Miguel A. Savastano, 2003, "Debt Intolerance," NBER Working Papers, National Bureau of Economic Research, Inc, number 9908, Aug.