Persistence of volatility of sovereign credit risk in presence of structural breaks
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2014 |
Ngene, Geoffrey |
Evaluation of the effectiveness of methods of the imperfect hedging of financial options on the Russian forward market
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2014 |
Nazarova, Varvara |
The relation between manager description and fund performance : evidence from emerging market hedge funds
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2014 |
Peltomäki, Jarkko |
How many managers? : the impact of manager selection skill and fund size
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2014 |
Wintner, Barry A. |
On the liquidity of CAC 40 index options market
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2014 |
François-Heude, Alain |
Procyclicality and diversification in the hedge fund industry in the aftermath of the subprime crisis
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2014 |
Racicot, François-Éric |
Trading in option contracts before large price changes : a comparative study of US and UK markets
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2014 |
Galariotis, Emilios |
Option pricing : very simple formulas
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2014 |
Alghalith, Moawia |
A probabilistic Monte Carlo model for pricing discrete barrier and compound real options
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2014 |
Rostan, Pierre |
Option pricing with a dynamic fat-tailed model
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2014 |
Aboura, Sofiane |
Can turnover go to zero?
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2014 |
Kakushadze, Zura |
Novel no-arbitrage conditions for options written on defaultable assets
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2014 |
Orosi, Greg |
Dual directional structured products
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2014 |
|
Improved lower bounds of call options written on defaultable assets
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2014 |
Orosi, Greg |
Risk aversion, bank funding risk and futures hedging
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2014 |
Raju, Sudhakar |
Guaranteed stop orders as portfolio insurance : an analysis for the German stock market
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2014 |
Leicht, Jonathan Josef |
Editorial: very exotic derivatives
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2013 |
Satchell, Stephen |
Growing role of hedge funds in the economy
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2013 |
Muhtaseb, Majed Rajab |
Are investable hedge fund indices holding their promise?
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2013 |
Boigner, Philip |
The effects of drawdown risk reduction on the US hedge funds
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2013 |
Tavakoli Baghdadabad, Mohammad Reza |