Recent Advances in Financial Engineering 2010
Latest Publications

TOTAL DOCUMENTS

12

(FIVE YEARS 0)

H-INDEX

2

(FIVE YEARS 0)

Published By WORLD SCIENTIFIC

9789814366021, 9789814366038

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Option Pricing with a Regime-Switching Lévy Model

Recent Advances in Financial Engineering 2010 ◽

10.1142/9789814366038_0008 ◽

2011 ◽

Author(s):

Chi Chung Siu

Keyword(s):

Option Pricing ◽

Regime Switching

Download Full-text

An Empirical Analysis of Equity Market Expectations in the Financial Turmoil Using Implied Moments and Jump Diffusion Processes

Recent Advances in Financial Engineering 2010 ◽

10.1142/9789814366038_0009 ◽

2011 ◽

Author(s):

Yoshihiko Sugihara ◽

Nobuyuki Oda

Keyword(s):

Empirical Analysis ◽

Diffusion Processes ◽

Jump Diffusion ◽

Equity Market ◽

Jump Diffusion Processes ◽

Market Expectations

Download Full-text

The Diversity of Information Acquisition Strategies in a Noisy REE Model with a Common Signal and Independent Signals

Recent Advances in Financial Engineering 2010 ◽

10.1142/9789814366038_0007 ◽

2011 ◽

Author(s):

Satoshi Kawanishi

Keyword(s):

Information Acquisition ◽

Acquisition Strategies ◽

Download Full-text

Optimal Hedging with Additive Models

Recent Advances in Financial Engineering 2010 ◽

10.1142/9789814366038_0011 ◽

2011 ◽

Author(s):

Yuji Yamada

Keyword(s):

Additive Models ◽

Optimal Hedging

Download Full-text

A Note on the Risk Management of CDOs

Recent Advances in Financial Engineering 2010 ◽

10.1142/9789814366038_0003 ◽

2011 ◽

Author(s):

Jean-Paul Laurent

Keyword(s):

Risk Management

Download Full-text

The Distribution of Returns at Longer Horizons

Recent Advances in Financial Engineering 2010 ◽

10.1142/9789814366038_0001 ◽

2011 ◽

Author(s):

Ernst Eberlein ◽

Dilip B. Madan

Download Full-text

Investor Characteristics and Portfolio Value

Recent Advances in Financial Engineering 2010 ◽

10.1142/9789814366038_0010 ◽

2011 ◽

Author(s):

Naoya Takezawa

Download Full-text

FRONT MATTER

Recent Advances in Financial Engineering 2010 ◽

10.1142/9789814366038_fmatter ◽

2011 ◽

Download Full-text

Modeling of Interest-Rate Term Structures under Collateralization and its Implications

Recent Advances in Financial Engineering 2010 ◽

10.1142/9789814366038_0005 ◽

2011 ◽

Author(s):

Masaaki Fujii ◽

Akihiko Takahashi

Keyword(s):

Interest Rate ◽

Term Structures

Download Full-text

Two Examples of an Insider with Medium/Long Term Effects on the Underlying

Recent Advances in Financial Engineering 2010 ◽

10.1142/9789814366038_0002 ◽

2011 ◽

Author(s):

Hiroaki Hata ◽

Arturo Kohatsu-Higa

Keyword(s):

Long Term Effects

Download Full-text