Dynamics of the top of the order book in a global FX spot market

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Computational finance and its applications II
1. Verfasser: Howorka, E. (VerfasserIn)
Weitere Verfasser: Schmidt, A. B. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2006
Schlagworte:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Community e-kiosk portal technology on Wall Street 2006 Lawler, J.
Time value of the Internet banking adoption and customer trust 2006 Chang, Y. T.
Financial assurance program for incidents induced by Internet-based attacks in the financial services industry 2006 Raggad, B. G.
Contingent claim valuation with penalty costs on short selling positions 2006 Costa, O. L. V.
Geometric tools for the valuation of performance-dependent options 2006 Gerstner, T.
Applying design patterns for web-based derivatives pricing 2006
Applications of penalized binary choice estimatiors with improved predictive fit 2006 Miller, D. J.
Seasonal behaviour of the volatility on European stock markets 2006
Simulating a digital business ecosystem 2006 Petrou, M.
T-outlier and a novel dimensionality reduction framework for high dimensional financial time series 2006
Integrating elements in an i-DSS for portfolio management in the Mexican market 2006 Osorio, M. A.
Stategic asset allocation using quadratic programming with case based reasoning and intelligent agents 2006
Selection of an optimal portfolio with stochastic volatility and discrete observations 2006 Batalova, N. V.
Management of the productivity of information and communications technology (ICT) in the financial services industry 2006 Gabberty, J. W.
Collaborative support for on-line banking solutions in the financial services industry 2006 Krassnigg, H.
Critical success factors in planning for Web services in the financial services industry 2006 Howell-Barber, H.
Integrated equity applications after Sarbanes-Oxley 2006 Criner, O.
Mean-variance hedging strategies in discrete time and continuous state space 2006 Costa, O. L. V.
A Monte Carlo study for the temporal aggregation problem using one factor continuous time short rate models 2006 Lin, Y. C.
The impact of the futures market on spot volatility: an analysis in Turkisch derivatives markets 2006 Baklaci, H.
Alle Artikel auflisten