Derivative Securities Pricing and Modelling - Contemporary Studies in Economic and Financial Analysis
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Published By Emerald Group Publishing Limited

9781780526164, 9781780526171

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Derivative Securities Pricing and Modelling - Contemporary Studies in Economic and Financial Analysis ◽

10.1108/s1569-3759(2012)0000094002 ◽

2012 ◽

pp. ix-xi

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A New Paradigm for Inflation Derivatives Modeling

Derivative Securities Pricing and Modelling - Contemporary Studies in Economic and Financial Analysis ◽

10.1108/s1569-3759(2012)0000094015 ◽

2012 ◽

pp. 305-330

Author(s):

Lixin Wu

Keyword(s):

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Contemporary Studies in Economic and Financial Analysis

Derivative Securities Pricing and Modelling - Contemporary Studies in Economic and Financial Analysis ◽

10.1108/s1569-3759(2012)0000094022 ◽

2012 ◽

pp. ii

Keyword(s):

Financial Analysis

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On the Role of Option Applications in Economic Instability

Derivative Securities Pricing and Modelling - Contemporary Studies in Economic and Financial Analysis ◽

10.1108/s1569-3759(2012)0000094004 ◽

2012 ◽

pp. 15-46

Author(s):

Kavous Ardalan

Keyword(s):

Economic Instability

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An Equity-Based Credit Risk Model

Derivative Securities Pricing and Modelling - Contemporary Studies in Economic and Financial Analysis ◽

10.1108/s1569-3759(2012)0000094017 ◽

2012 ◽

pp. 351-378 ◽

Author(s):

Gaia Barone

Keyword(s):

Credit Risk ◽

Credit Risk Model

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On the Binomial-Tree Approach to Convertible Bonds Pricing and Risk Assessment

Derivative Securities Pricing and Modelling - Contemporary Studies in Economic and Financial Analysis ◽

10.1108/s1569-3759(2012)0000094014 ◽

2012 ◽

pp. 281-302

Author(s):

Krasimir Milanov ◽

Ognyan Kounchev

Keyword(s):

Risk Assessment ◽

Convertible Bonds ◽

Binomial Tree ◽

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Recovering Stochastic Processes from Option Prices

Derivative Securities Pricing and Modelling - Contemporary Studies in Economic and Financial Analysis ◽

10.1108/s1569-3759(2012)0000094008 ◽

2012 ◽

pp. 123-153 ◽

Author(s):

Jens Carsten Jackwerth ◽

Mark Rubinstein

Keyword(s):

Stochastic Processes ◽

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Derivative Securities Pricing and Modelling

Derivative Securities Pricing and Modelling - Contemporary Studies in Economic and Financial Analysis ◽

10.1108/s1569-3759(2012)0000094021 ◽

2012 ◽

pp. i

Keyword(s):

Derivative Securities ◽

Securities Pricing

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High Dimensionality in Finance: A Graph-Theory Analysis

Derivative Securities Pricing and Modelling - Contemporary Studies in Economic and Financial Analysis ◽

10.1108/s1569-3759(2012)0000094007 ◽

2012 ◽

pp. 93-119 ◽

Author(s):

Delphine Lautier ◽

Franck Raynaud

Keyword(s):

Graph Theory ◽

High Dimensionality ◽

Theory Analysis ◽

Graph Theory Analysis

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Derivatives, Commodities, and Social Costs: Exploring Correlation in Economic Uncertainty

Derivative Securities Pricing and Modelling - Contemporary Studies in Economic and Financial Analysis ◽

10.1108/s1569-3759(2012)0000094005 ◽

2012 ◽

pp. 47-70 ◽

Author(s):

Aleksandr V. Gevorkyan ◽

Arkady Gevorkyan

Keyword(s):

Social Costs ◽

Economic Uncertainty

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