Financial Engineering and the Japanese Markets
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39
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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

1996 ◽  
Vol 3 (3) ◽  
pp. 263-275 ◽  
Author(s):  
Isao Shoji ◽  
Tohru Ozaki
Keyword(s):  
Interest Rate ◽  
Short Term ◽  
Interest Rate Models ◽  
Statistical Comparison

Valuation of FX barrier options under stochastic volatility

1996 ◽  
Vol 3 (3) ◽  
pp. 195-215 ◽  
Author(s):  
David Heath ◽  
Eckhard Platen
Keyword(s):  
Stochastic Volatility ◽  
Barrier Options

A note on the no arbitrage condition for international financial markets

1996 ◽  
Vol 3 (3) ◽  
pp. 239-251 ◽  
Author(s):  
Freddy Delbaen ◽  
Hiroshi Shirakawa
Keyword(s):  
Financial Markets ◽  
International Financial Markets ◽  
No Arbitrage

Pricing and hedging power options

1996 ◽  
Vol 3 (3) ◽  
pp. 253-261 ◽  
Author(s):  
Ronald C. Heynen ◽  
Harry M. Kat

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

1996 ◽  
Vol 3 (2) ◽  
pp. 151-170 ◽  
Author(s):  
Kenji Kamizono ◽  
Takeaki Kariya
Keyword(s):  
Hjm Model

Quality options and hedging in Japanese Government Bond Futures markets

1996 ◽  
Vol 3 (2) ◽  
pp. 171-193 ◽  
Author(s):  
Shang-Wu Yu ◽  
Michael Theobald ◽  
John Cadle
Keyword(s):  
Futures Markets ◽  
Japanese Government ◽  
Government Bond ◽  
Bond Futures

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

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 ◽  
Japanese Yen
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