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    1,184 Downloads  1,928 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    1,949 Downloads  4,607 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    1,420 Downloads  2,688 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    1,408 Downloads  2,743 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    2,039 Downloads  4,930 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    1,442 Downloads  2,450 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    2,825 Downloads  10,704 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    3,365 Downloads  7,693 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    2,894 Downloads  5,798 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    1,701 Downloads  2,881 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    1,479 Downloads  2,579 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    1,723 Downloads  2,866 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    1,533 Downloads  2,465 Views   Citations
  This article belongs to the Special Issue on Option Pricing