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Vol. 1

International Journal of Financial Markets and Derivatives

2012 Vol. 3 No. 1

 

PagesTitle and authors
1-11Arbitrage illustrated by options models
Tumellano Sebehela
DOI: 10.1504/IJFMD.2012.053317

12-19A comparison between the recent financial crisis of 2008 and the crisis of 1999 in the Athens Stock Market
Anastasios Maligkris; Athanasios Koulakiotis; Apostolos Kiohos
DOI: 10.1504/IJFMD.2012.053322

20-35An Fx options model that incorporates 25-delta strangles and 25-delta risk reversals
K. Vaidyanathan
DOI: 10.1504/IJFMD.2012.053324

36-44Regime dependent causality: equity and credit markets
Ramaprasad Bhar; David B. Colwell; Peipei Wang
DOI: 10.1504/IJFMD.2012.053326

45-60The design of bank-issued market-indexed certificates of deposit - survey, pricing and empirical test
Rodrigo Hernández; Jorge Brusa; Daniel Pu Liu
DOI: 10.1504/IJFMD.2012.053337

61-70The investor sentiment endurance index and its forecasting ability
Ling T. He
DOI: 10.1504/IJFMD.2012.053339

71-90Autocall structured products: a case study of Vale S.A.
Paulo Vitor Jordão Da Gama Silva; Antonio Carlos Figueiredo Pinto; Marcelo Cabus Klotzle
DOI: 10.1504/IJFMD.2012.053343