Computational Finance and its Applications III
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21

(FIVE YEARS 0)

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2

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Published By WIT Press

9781845641115

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Derivative pricing as a business grid application using NextGRID technology

Computational Finance and its Applications III ◽

10.2495/cf080061 ◽

2008 ◽

Author(s):

A. Basermann ◽

G. A. Kohring ◽

C. Neff

Keyword(s):

Derivative Pricing ◽

Grid Application

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Feasible estimation of the long term interest rate dynamics by nonlinear techniques

Computational Finance and its Applications III ◽

10.2495/cf080051 ◽

2008 ◽

Author(s):

S. Fink ◽

J. Walde

Keyword(s):

Interest Rate ◽

Interest Rate Dynamics

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An empirical investigation of the short-term relationship between interest rate risk and credit risk

Computational Finance and its Applications III ◽

10.2495/cf080181 ◽

2008 ◽

Cited By ~ 1

Author(s):

C. Cech

Keyword(s):

Interest Rate ◽

Credit Risk ◽

Empirical Investigation ◽

Interest Rate Risk ◽

Short Term ◽

Rate Risk

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Day-of-the-week effect in some of the Gulf Cooperation Council (GCC) stock markets

Computational Finance and its Applications III ◽

10.2495/cf080141 ◽

2008 ◽

Cited By ~ 1

Author(s):

A. M. Al-Barrak

Keyword(s):

Stock Markets ◽

Gulf Cooperation Council ◽

Day Of The Week

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Looking for short term signals in stock market data

Computational Finance and its Applications III ◽

10.2495/cf080151 ◽

2008 ◽

Author(s):

A. Bocharov

Keyword(s):

Stock Market ◽

Short Term ◽

Market Data

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Valuation of swing options with supplier flexibility – switching and recall features: a methodology note

Computational Finance and its Applications III ◽

10.2495/cf080071 ◽

2008 ◽

Author(s):

S. Persad

Keyword(s):

Swing Options

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Portfolio rankings with skewness and kurtosis

Computational Finance and its Applications III ◽

10.2495/cf080111 ◽

2008 ◽

Author(s):

M. Di Pierro ◽

J. Mosevich

Keyword(s):

Skewness And Kurtosis

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Control systems identification in finance and economics

Computational Finance and its Applications III ◽

10.2495/cf080011 ◽

2008 ◽

Author(s):

O. Criner

Keyword(s):

Control Systems ◽

Systems Identification

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Novel pruning based hierarchical agglomerative clustering for mining outliers in financial time series

Computational Finance and its Applications III ◽

10.2495/cf080041 ◽

2008 ◽

Cited By ~ 4

Author(s):

D. Wang ◽

P. J. Fortier ◽

H. E. Michel

Keyword(s):

Time Series ◽

Financial Time Series ◽

Agglomerative Clustering ◽

Financial Time ◽

Hierarchical Agglomerative Clustering

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A Green’s function-based iterative approach to the pricing of American options

Computational Finance and its Applications III ◽

10.2495/cf080091 ◽

2008 ◽

Author(s):

M. Y. Melnikov

Keyword(s):

Green’S Function ◽

Green's Function ◽

American Options ◽

Iterative Approach

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