Financial Engineering and the Japanese Markets
Latest Publications

TOTAL DOCUMENTS

39

(FIVE YEARS 0)

H-INDEX

7

(FIVE YEARS 0)

Published By Springer-Verlag

1380-2011

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany

Financial Engineering and the Japanese Markets ◽

10.1007/bf02425805 ◽

1996 ◽

Vol 3 (3) ◽

pp. 263-275 ◽

Author(s):

Isao Shoji ◽

Tohru Ozaki

Keyword(s):

Interest Rate ◽

Interest Rate Models ◽

Statistical Comparison

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A note on the no arbitrage condition for international financial markets

Financial Engineering and the Japanese Markets ◽

10.1007/bf02425803 ◽

1996 ◽

Vol 3 (3) ◽

pp. 239-251 ◽

Author(s):

Freddy Delbaen ◽

Hiroshi Shirakawa

Keyword(s):

Financial Markets ◽

International Financial Markets ◽

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Valuation of FX barrier options under stochastic volatility

Financial Engineering and the Japanese Markets ◽

10.1007/bf02425801 ◽

1996 ◽

Vol 3 (3) ◽

pp. 195-215 ◽

Author(s):

David Heath ◽

Eckhard Platen

Keyword(s):

Stochastic Volatility ◽

Barrier Options

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A preference free partial differential equation for the term structure of interest rates

Financial Engineering and the Japanese Markets ◽

10.1007/bf02425802 ◽

1996 ◽

Vol 3 (3) ◽

pp. 217-238 ◽

Author(s):

Carl Chiarella ◽

Nadima El-Hassan

Keyword(s):

Differential Equation ◽

Partial Differential Equation ◽

Interest Rates ◽

Term Structure ◽

Partial Differential

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Pricing and hedging power options

Financial Engineering and the Japanese Markets ◽

10.1007/bf02425804 ◽

1996 ◽

Vol 3 (3) ◽

pp. 253-261 ◽

Author(s):

Ronald C. Heynen ◽

Harry M. Kat

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An implementation of the HJM model with application to Japanese interest futures

Financial Engineering and the Japanese Markets ◽

10.1007/bf00868084 ◽

1996 ◽

Vol 3 (2) ◽

pp. 151-170 ◽

Author(s):

Kenji Kamizono ◽

Takeaki Kariya

Keyword(s):

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Quality options and hedging in Japanese Government Bond Futures markets

Financial Engineering and the Japanese Markets ◽

10.1007/bf00868085 ◽

1996 ◽

Vol 3 (2) ◽

pp. 171-193 ◽

Author(s):

Shang-Wu Yu ◽

Michael Theobald ◽

John Cadle

Keyword(s):

Futures Markets ◽

Japanese Government ◽

Government Bond ◽

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Non-ideal Brownian motion, generalized Langevin Equation and its application to the security market

Financial Engineering and the Japanese Markets ◽

10.1007/bf00868082 ◽

1996 ◽

Vol 3 (2) ◽

pp. 87-119 ◽

Author(s):

Masafumi Takahashi

Keyword(s):

Brownian Motion ◽

Langevin Equation ◽

Generalized Langevin Equation ◽

Security Market

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Non-Gaussian distribution for stock returns and related stochastic differential equation

Financial Engineering and the Japanese Markets ◽

10.1007/bf00868083 ◽

1996 ◽

Vol 3 (2) ◽

pp. 121-149 ◽

Author(s):

Yuichi Nagahara

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Stock Returns ◽

Gaussian Distribution ◽

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Feedforward versus recurrent neural networks for forecasting monthly japanese yen exchange rates

Financial Engineering and the Japanese Markets ◽

10.1007/bf00868008 ◽

1996 ◽

Vol 3 (1) ◽

pp. 59-75 ◽

Author(s):

Giovani Dematos ◽

Milton S. Boyd ◽

Bahman Kermanshahi ◽

Nowrouz Kohzadi ◽

Iebeling Kaastra

Keyword(s):

Neural Networks ◽

Exchange Rates ◽

Recurrent Neural Networks ◽

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