Recent Advances in Financial Engineering 2014
Latest Publications

TOTAL DOCUMENTS

11

(FIVE YEARS 0)

H-INDEX

2

(FIVE YEARS 0)

Published By WORLD SCIENTIFIC

9789814730761, 9789814730778

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Moment Properties of Probability Distributions Used in Stochastic Financial Models

Recent Advances in Financial Engineering 2014 ◽

10.1142/9789814730778_0001 ◽

2016 ◽

Author(s):

Jordan Stoyanov

Keyword(s):

Financial Models ◽

Probability Distributions

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Callable Stock Loans

Recent Advances in Financial Engineering 2014 ◽

10.1142/9789814730778_0008 ◽

2016 ◽

Author(s):

Chi Chung Siu ◽

Sheung Chi Phillip Yam ◽

Wei Zhou

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Quadratic Gaussian Joint Pricing Model for Stocks and Bonds: Theory and Empirical Analysis

Recent Advances in Financial Engineering 2014 ◽

10.1142/9789814730778_0006 ◽

2016 ◽

Author(s):

Kentaro Kikuchi

Keyword(s):

Empirical Analysis ◽

Pricing Model ◽

Joint Pricing

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Option Pricing with Ambiguous Correlation and Fast Mean-reverting Volatilities

Recent Advances in Financial Engineering 2014 ◽

10.1142/9789814730778_0007 ◽

2016 ◽

Author(s):

Man Hau Leung ◽

Hoi Ying Wong

Keyword(s):

Option Pricing

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Effects of Reversibility on Investment Timing and Quantity Under Asymmetric Information

Recent Advances in Financial Engineering 2014 ◽

10.1142/9789814730778_0005 ◽

2016 ◽

Author(s):

Xue Cui ◽

Takashi Shibata

Keyword(s):

Asymmetric Information ◽

Investment Timing

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Optimal Short-Covering with Regime Switching

Recent Advances in Financial Engineering 2014 ◽

10.1142/9789814730778_0004 ◽

2016 ◽

Author(s):

Tsz-Kin Chung

Keyword(s):

Regime Switching ◽

Short Covering

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A Second-order Monotone Modification of the Sharpe Ratio

Recent Advances in Financial Engineering 2014 ◽

10.1142/9789814730778_0010 ◽

2016 ◽

Cited By ~ 2

Author(s):

Mikhail Zhitlukhin

Keyword(s):

Sharpe Ratio ◽

Second Order

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FRONT MATTER

Recent Advances in Financial Engineering 2014 ◽

10.1142/9789814730778_fmatter ◽

2016 ◽

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Volume Imbalance and Market Making

Recent Advances in Financial Engineering 2014 ◽

10.1142/9789814730778_0003 ◽

2016 ◽

Author(s):

Álvaro Cartea ◽

Ryan Donnelly ◽

Sebastian Jaimungal

Keyword(s):

Market Making

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An Equilibrium Approach to Indifference Pricing with Model Uncertainty

Recent Advances in Financial Engineering 2014 ◽

10.1142/9789814730778_0002 ◽

2016 ◽

Cited By ~ 4

Author(s):

Mark H.A. Davis ◽

Daisuke Yoshikawa

Keyword(s):

Model Uncertainty ◽

Indifference Pricing ◽

Equilibrium Approach

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