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International Journal of Financial Markets and Derivatives (IJFMD)

International Journal of Financial Markets and Derivatives

2011 Vol.2 No.3


Pages Title and author(s)
149-179A review of volatility and option pricing
Sovan Mitra
DOI: 10.1504/IJFMD.2011.042598
180-194On the pricing of single premium variable annuities with periodic fees and periodic cost of insurance using option pricing techniques
Thomas Poufinas
DOI: 10.1504/IJFMD.2011.042599
195-208An economic analysis of bank-issued market-indexed certificate of deposit – an option pricing approach
Rodrigo Hernández; Jorge Brusa; Daniel Pu Liu
DOI: 10.1504/IJFMD.2011.042600
209-222A general method for pricing European exotic options under Lévy processes
Rossella Agliardi
DOI: 10.1504/IJFMD.2011.042601
223-235A non-Markov model for volatility jumps
V. Arunachalam; L. Blanco; S. Dharmaraja
DOI: 10.1504/IJFMD.2011.042602
236-243Accurate numerical solution of Black-Scholes option pricing equations
Raquel García-Rubio
DOI: 10.1504/IJFMD.2011.042603
244-248Hedging with a generalised basis risk: empirical results
Moawia Alghalith; Ricardo Lalloo; Martin Franklin; Christos Floros
DOI: 10.1504/IJFMD.2011.042604

 

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