Quantitative Finance and Risk Management
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55

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9789814571234, 9789814571241

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

VAR, CVAR, CVAR Volatility Formalism (Tech. Index 7/10)

Quantitative Finance and Risk Management ◽

10.1142/9789814571241_0028 ◽

2016 ◽

pp. 403-414

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Fat Tail Volatility (Tech. Index 5/10)

Quantitative Finance and Risk Management ◽

10.1142/9789814571241_0021 ◽

2016 ◽

pp. 303-315

Keyword(s):

Fat Tail

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Single Barrier Options (Tech. Index 6/10)

Quantitative Finance and Risk Management ◽

10.1142/9789814571241_0017 ◽

2016 ◽

pp. 261-276

Keyword(s):

Barrier Options

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An Exercise (Tech. Index 1/10)

Quantitative Finance and Risk Management ◽

10.1142/9789814571241_0003 ◽

2016 ◽

pp. 23-28

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FRONT MATTER

Quantitative Finance and Risk Management ◽

10.1142/9789814571241_fmatter ◽

2016 ◽

pp. i-xxi

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Macro-Micro Model: Further Developments (Tech. Index 6/10)

Quantitative Finance and Risk Management ◽

10.1142/9789814571241_0051 ◽

2016 ◽

pp. 829-853

Keyword(s):

Micro Model

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A Multivariate Yield-Curve Lognormal Model and Yield-Curve Kinks (Tech. Index 6/10)

Quantitative Finance and Risk Management ◽

10.1142/9789814571241_0048 ◽

2016 ◽

pp. 741-775

Keyword(s):

Yield Curve ◽

Lognormal Model

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Path Integrals and Options III: Numerical (Tech. Index 6/10)

Quantitative Finance and Risk Management ◽

10.1142/9789814571241_0044 ◽

2016 ◽

pp. 673-710

Keyword(s):

Path Integrals

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Path Integrals and Options I: Introduction (Tech. Index 7/10)

Quantitative Finance and Risk Management ◽

10.1142/9789814571241_0042 ◽

2016 ◽

pp. 573-628

Keyword(s):

Path Integrals

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Model Quality Assurance (Tech. Index 4/10)

Quantitative Finance and Risk Management ◽

10.1142/9789814571241_0033 ◽

2016 ◽

pp. 471-481

Keyword(s):

Quality Assurance ◽

Model Quality

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