International Journal of Bonds and Derivatives
2018 Vol.4 No.1
Pages | Title and author(s) |
1-9 | Corrections in Heston model derivations for bond optionsSatrajit Mandal; Sujoy Bhattacharya DOI: 10.1504/IJBD.2018.097402 |
10-32 | Output, environmental pollution and health nexus in Vietnam: an estimation of simultaneous model with panel dataHa Hai Duong; Kankesu Jayanthakumaran DOI: 10.1504/IJBD.2018.097405 |
33-51 | Rationale and mechanics for peak natural catastrophe variance swaps in insuranceIvelin M. Zvezdov; Sebastian Rath DOI: 10.1504/IJBD.2018.097406 |
52-62 | GARCH volatilities applied to an asset selection algorithm: the case of fixed income marketsAngelo Corelli DOI: 10.1504/IJBD.2018.097423 |
63-73 | Co-movement and the transmission of the Japanese REIT market in different property sectors: a comparative analysis of different monetary policy regimesTakayasu Ito DOI: 10.1504/IJBD.2018.097437 |
74-87 | Pricing a bivariate option with copulasChristian Bucio-Pacheco; Francisco López-Herrera; Roberto J. Santillán-Salgado DOI: 10.1504/IJBD.2018.097445 |