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Vol. 1

International Journal of Financial Markets and Derivatives

2009 Vol. 1 No. 1

 

Preface
PagesTitle and authors
1-4Hedging under production and price uncertainty: a decision analysis
Moawia Alghalith
DOI: 10.1504/IJFMD.2009.028941

5-40Accuracy measures for American put option pricing algorithms
David H. Goldenberg
DOI: 10.1504/IJFMD.2009.028942

41-48On the quadratic valuation of American call options: challenging the functional form
Andreas Andrikopoulos
DOI: 10.1504/IJFMD.2009.028943

49-63Design and use of weather derivatives for farmers: the case of hedging rain risk by soyabean growers in Jhalawar district in India
Rajiv Seth, Valeed A. Ansari, Manipadma Datta
DOI: 10.1504/IJFMD.2009.028944

64-74Volatility dynamics in three euro exchange rates: correlations, spillovers and commonality
David G. McMillan, Isabel Ruiz
DOI: 10.1504/IJFMD.2009.028945

75-95The effect of the EMU on short and long-run stock market dynamics: new evidence on financial integration
Juan Angel Lafuente, Javier Ordonez
DOI: 10.1504/IJFMD.2009.028946

96-123Trade transparency and trading volume: the possible impact of the financial instruments markets directive on the trading volume of EU equity markets
Emilios Avgouleas, Stavros Degiannakis
DOI: 10.1504/IJFMD.2009.028947