Volume 7, Number 2, May 2017 (Special Issue on Density Estimation in Finance and Insurance)

Cover Page, Table of Contents and Others: PDF (size: 3605KB)

• Valuation of Derivatives on the Cost Variables of the Shipping Market ()
  Christos E. Kountzakis
  Journal of Mathematical Finance Vol.7 No.2,  May 31, 2017
  DOI: 10.4236/jmf.2017.72027    1,119 Downloads  1,748 Views   Citations
  This article belongs to the Special Issue on
• The Stochastic Volatility Model, Regime Switching and Value-at-Risk (VaR) in International Equity Markets ()
  Ata Assaf
  Journal of Mathematical Finance Vol.7 No.2,  May 31, 2017
  DOI: 10.4236/jmf.2017.72026    1,810 Downloads  4,058 Views   Citations
  This article belongs to the Special Issue on
• Jumps in High-Frequency Data on the Chinese Stock Market ()
  Ying Li, Tengfei Jiang
  Journal of Mathematical Finance Vol.7 No.2,  May 31, 2017
  DOI: 10.4236/jmf.2017.72025    1,344 Downloads  2,486 Views   Citations
  This article belongs to the Special Issue on Density Estimation in Finance and Insurance
• A Stochastic Correlation Model with Time Change for Pricing Credit Spread Options ()
  Zhigang Tong, Allen Liu
  Journal of Mathematical Finance Vol.7 No.2,  May 31, 2017
  DOI: 10.4236/jmf.2017.72024    1,338 Downloads  2,447 Views   Citations
  This article belongs to the Special Issue on Option Pricing
• Commercial Bank Ownership Structure and Risk Preference ()
  Haoxuan Zhong
  Journal of Mathematical Finance Vol.7 No.2,  May 27, 2017
  DOI: 10.4236/jmf.2017.72023    1,911 Downloads  4,633 Views   Citations
  This article belongs to the Special Issue on
• Return Predictability and Strategic Trading under Symmetric Information ()
  Ming Guo, Hui Ou-Yang
  Journal of Mathematical Finance Vol.7 No.2,  May 23, 2017
  DOI: 10.4236/jmf.2017.72022    1,368 Downloads  2,272 Views   Citations
  This article belongs to the Special Issue on
• Foreign Direct Investment and Industrial Sector Performance: Assessing the Long-Run Implication on Economic Growth in Nigeria ()
  Emmanuel S. Akpan, Gamaliel O. Eweke
  Journal of Mathematical Finance Vol.7 No.2,  May 23, 2017
  DOI: 10.4236/jmf.2017.72021    2,607 Downloads  9,800 Views   Citations
  This article belongs to the Special Issue on
• An Empirical Evaluation in GARCH Volatility Modeling: Evidence from the Stockholm Stock Exchange ()
  Chaido Dritsaki
  Journal of Mathematical Finance Vol.7 No.2,  May 19, 2017
  DOI: 10.4236/jmf.2017.72020    3,101 Downloads  6,885 Views   Citations
  This article belongs to the Special Issue on
• Mathematical Analysis of Financial Model on Market Price with Stochastic Volatility ()
  Mitun Kumar Mondal, Md. Abdul Alim, Md. Faizur Rahman, Md. Haider Ali Biswas
  Journal of Mathematical Finance Vol.7 No.2,  May 19, 2017
  DOI: 10.4236/jmf.2017.72019    2,748 Downloads  5,511 Views   Citations
  This article belongs to the Special Issue on
• Production Smoothing in Developed Countries ()
  Isamu Ginama, Mitsuhiro Odaki
  Journal of Mathematical Finance Vol.7 No.2,  May 19, 2017
  DOI: 10.4236/jmf.2017.72018    1,503 Downloads  2,241 Views   Citations
  This article belongs to the Special Issue on
• Optimal Investment Strategy under Stochastic Interest Rates ()
  Adeline Peter Mtunya, Philip Ngare, Yaw Nkansah-Gyekye
  Journal of Mathematical Finance Vol.7 No.2,  May 19, 2017
  DOI: 10.4236/jmf.2017.72017    1,602 Downloads  2,639 Views   Citations
  This article belongs to the Special Issue on
• Application of Fast N-Body Algorithm to Option Pricing under CGMY Model ()
  Takayuki Sakuma
  Journal of Mathematical Finance Vol.7 No.2,  May 19, 2017
  DOI: 10.4236/jmf.2017.72016    1,370 Downloads  2,350 Views   Citations
  This article belongs to the Special Issue on Option Pricing
• Analysis of Cross-Correlations in Emerging Markets Using Random Matrix Theory ()
  Thomas Chinwe Urama, Patrick Oseloka Ezepue, Chimezie Peters Nnanwa
  Journal of Mathematical Finance Vol.7 No.2,  May 16, 2017
  DOI: 10.4236/jmf.2017.72015    1,613 Downloads  2,772 Views   Citations
  This article belongs to the Special Issue on
• A Comparison Study of ADI and LOD Methods on Option Pricing Models ()
  Neda Bagheri, Hassan Karnameh Haghighi
  Journal of Mathematical Finance Vol.7 No.2,  May 15, 2017
  DOI: 10.4236/jmf.2017.72014    1,440 Downloads  2,251 Views   Citations
  This article belongs to the Special Issue on Option Pricing
• The Economics of XVA Trading ()
  Peter J. Zeitsch
  Journal of Mathematical Finance Vol.7 No.2,  May 9, 2017
  DOI: 10.4236/jmf.2017.72013    4,286 Downloads  18,886 Views   Citations
  This article belongs to the Special Issue on