| 11. | Limit Orders, Depth and Volatility: Evidence from the Stock Exchange of Hong Kong
Publishing author: BAE Kee-Hong
Co-author(s): AHN Hee-Joon / CHAN Kalok
Journal article (2001 - Journal of Finance) - English
Online since 2002.10.29 at 05:20:49 - 112 download(s) - 0
rating(s) - Average rating (/5):
Abstract | Download (pdf - 230 Ko) - Zip version (202 Ko) |
|
|
| 12. | Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility
Publishing author: GATFAOUI Hayette
Co-author(s): CHAUVEAU Thierry
Working paper (2004) - English
Online since 2004.04.07 at 10:49:22 - 254 download(s) - 2
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 502 Ko) - Zip version (461 Ko) |
|
|
| 13. | Volatility Trades in the Athens Derivatives Exchange
Publishing author: PAPPAS Georgios
Co-author(s):
Master's thesis (2002 - London Guildhall University) - English
Online since 2004.07.23 at 15:03:27 - 191 download(s) - 2
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 707 Ko) - Zip version (450 Ko) |
|
|
| 14. | Volatility Surface EUR/USD options
Publishing author: MESSIAS Julien
Co-author(s):
Software (2006 - BFCM - CIC) - English
Online since 2007.03.25 at 17:31:16 - 100 download(s) - 1
rating(s) - Average rating (/5): 1
Abstract | Download (zip - 36 Ko) - Zip version (36 Ko) |
|
|
| 15. | Default Implied Volatility for Credit Spread
Publishing author: ZHENG C.K.
Co-author(s):
Working paper (1999) - English
Online since 2002.12.18 at 16:26:35 - 337 download(s) - 0
rating(s) - Average rating (/5):
Abstract | Download (pdf - 94 Ko) - Zip version (84 Ko) |
|
|
| 16. | Alternative Asset-Price Dynamics and Volatility Smile
Publishing author: MERCURIO Fabio
Co-author(s): BRIGO Damiano / SARTORELLI Giulio
Working paper (2001 - Banca IMI) - English
Online since 2002.11.22 at 09:01:45 - 187 download(s) - 0
rating(s) - Average rating (/5):
Abstract | Download (pdf - 261 Ko) - Zip version (217 Ko) |
|
|
| 17. | Volatility transmission and financial crises
Publishing author: CAPORALE Guglielmo Maria
Co-author(s): PITTIS Nikitas/ SPAGNOLO Nicola
Working paper (2002) - English
Online since 2003.02.05 at 09:16:51 - 179 download(s) - 0
rating(s) - Average rating (/5):
Abstract | Download (pdf - 325 Ko) - Zip version (303 Ko) |
|
|
| 18. | IMPACT OF FINANCIAL DERIVATIVES
Publishing author: MARIAPPAN MUTHU GOPALAKRISHNAN
Co-author(s): Tamil Selvan
Project paper (2008 - T.john Institute of Management and Science) - English
Online since 2008.04.30 at 12:08:55 - 44 download(s) - 0
rating(s) - Average rating (/5):
Abstract | Download (doc - 92 Ko) - Zip version (17 Ko) |
|
|
| 19. | Trivariate support of flat-volatility forward Libor rates
Publishing author: JAMSHIDIAN Farshid
Co-author(s):
Working paper (2007 - University of Twente) - English
Online since 2007.03.13 at 13:39:37 - 24 download(s) - 0
rating(s) - Average rating (/5):
Abstract | Download (pdf - 292 Ko) - Zip version (263 Ko) |
|
|
| 20. | Stock Returns and Volatility in India: An Empirical Puzzle?
Publishing author: PATTANAIK Sitikantha
Co-author(s): CHATTERJEE Bhaskar
Journal article (2000 - Reserve Bank of India Occasional Papers – Vol. 21, No. 1, Summer, 2000) - English
Online since 2002.12.21 at 16:25:58 - 451 download(s) - 1
rating(s) - Average rating (/5): 5
Abstract | Download (pdf - 122 Ko) - Zip version (111 Ko) |
|
|
|
|
