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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
Abstract | References Full-Text HTML XML Pub. Date: May 31, 2017
DOI: 10.4236/jmf.2017.72027 826 Downloads 1,173 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
DOI: 10.4236/jmf.2017.72026 1,197 Downloads 1,915 Views Citations This article belongs to the Special Issue on
Jumps in High-Frequency Data on the Chinese Stock Market ()
Ying Li, Tengfei Jiang
DOI: 10.4236/jmf.2017.72025 999 Downloads 1,544 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
DOI: 10.4236/jmf.2017.72024 995 Downloads 1,580 Views Citations This article belongs to the Special Issue on Option Pricing
Commercial Bank Ownership Structure and Risk Preference ()
Haoxuan Zhong
Abstract | References Full-Text HTML XML Pub. Date: May 27, 2017
DOI: 10.4236/jmf.2017.72023 1,227 Downloads 2,070 Views Citations This article belongs to the Special Issue on
Return Predictability and Strategic Trading under Symmetric Information ()
Ming Guo, Hui Ou-Yang
Abstract | References Full-Text HTML XML Pub. Date: May 23, 2017
DOI: 10.4236/jmf.2017.72022 971 Downloads 1,395 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
DOI: 10.4236/jmf.2017.72021 1,628 Downloads 4,854 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
Abstract | References Full-Text HTML XML Pub. Date: May 19, 2017
DOI: 10.4236/jmf.2017.72020 1,748 Downloads 2,826 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
DOI: 10.4236/jmf.2017.72019 1,875 Downloads 3,235 Views Citations This article belongs to the Special Issue on
Production Smoothing in Developed Countries ()
Isamu Ginama, Mitsuhiro Odaki
DOI: 10.4236/jmf.2017.72018 1,061 Downloads 1,439 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
DOI: 10.4236/jmf.2017.72017 1,118 Downloads 1,686 Views Citations This article belongs to the Special Issue on
Application of Fast N-Body Algorithm to Option Pricing under CGMY Model ()
Takayuki Sakuma
DOI: 10.4236/jmf.2017.72016 1,002 Downloads 1,518 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
Abstract | References Full-Text HTML XML Pub. Date: May 16, 2017
DOI: 10.4236/jmf.2017.72015 985 Downloads 1,548 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
Abstract | References Full-Text HTML XML Pub. Date: May 15, 2017
DOI: 10.4236/jmf.2017.72014 1,055 Downloads 1,536 Views Citations This article belongs to the Special Issue on Option Pricing
The Economics of XVA Trading ()
Peter J. Zeitsch
Abstract | References Full-Text HTML XML Pub. Date: May 9, 2017
DOI: 10.4236/jmf.2017.72013 2,429 Downloads 5,601 Views Citations This article belongs to the Special Issue on
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