International Journal of Bonds and Derivatives (IJBD)

International Journal of Bonds and Derivatives

2017 Vol.3 No.1


Pages Title and author(s)
1-20Optimal hedging using both regular and weather derivatives
Augusto Castillo; Rafael Aguila
DOI: 10.1504/IJBD.2017.083949
21-43Real rate swaption and zero coupon inflation index swaption
Christian Kamtchueng
DOI: 10.1504/IJBD.2017.083950
44-70Impact of seasoned equity and private placement disclosures on derivative prices: are the spot and option markets integrated?
Mohamed Ariff; Fan-Fah Cheng; Shamsher Mohamad
DOI: 10.1504/IJBD.2017.083951
71-92Long memory forecasting of yield spreads using a fractionally integrated ARMA model and its application in Islamic capital market
Issam Bousalam; Moustapha Hamzaoui
DOI: 10.1504/IJBD.2017.083952

 

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