94)
Subject Index
Derivative Securities Pricing and Modelling
ISBN: 978-1-78052-616-4, eISBN: 978-1-78052-617-1
ISSN: 1569-3759
Publication date: 5 July 2012
Citation
(2012), "Subject Index", Batten, J.A. and Wagner, N. (Ed.) Derivative Securities Pricing and Modelling (Contemporary Studies in Economic and Financial Analysis, Vol. 94), Emerald Group Publishing Limited, Leeds, pp. 429-433. https://doi.org/10.1108/S1569-3759(2012)0000094020
Publisher
:Emerald Group Publishing Limited
Copyright © 2012, Emerald Group Publishing Limited
- Derivative Securities Pricing and Modelling
- Contemporary Studies in Economic and Financial Analysis
- Contemporary Studies in Economic and Financial Analysis
- Copyright Page
- List of Contributors
- Derivatives Securities Pricing and Modelling
- On the Role of Option Applications in Economic Instability
- Derivatives, Commodities, and Social Costs: Exploring Correlation in Economic Uncertainty
- Contingent Capital Securities: Problems and Solutions
- High Dimensionality in Finance: A Graph-Theory Analysis
- Recovering Stochastic Processes from Option Prices
- The Pricing Kernel Puzzle: Reconciling Index Option Data and Economic Theory
- Risk-Neutral Densities and Catastrophe Events
- Non-Gaussian Price Dynamics and Implications for Option Pricing
- On the Empirical Behavior of Stochastic Volatility Models: Do Skewness and Kurtosis Matter?
- Re-Evaluating Hedging Performance for Asymmetry: The Case of Crude Oil
- On the Binomial-Tree Approach to Convertible Bonds Pricing and Risk Assessment
- A New Paradigm for Inflation Derivatives Modeling
- An Option-Pricing Framework for the Valuation of Fund Management Compensation
- An Equity-Based Credit Risk Model
- Business Cycles and the Impact of Macroeconomic Surprises on Interest Rate Swap Spreads: Australian Evidence
- The Evolution of the Use of Derivatives in Slovenian Non-Financial Companies
- Subject Index