International Journal of Bonds and Derivatives (IJBD) Inderscience Publishers - linking academia, business and industry through research

International Journal of Bonds and Derivatives

Pages	Title and author(s)
1-9	Corrections in Heston model derivations for bond options Satrajit 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 data Ha Hai Duong; Kankesu Jayanthakumaran DOI: 10.1504/IJBD.2018.097405
33-51	Rationale and mechanics for peak natural catastrophe variance swaps in insurance Ivelin 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 markets Angelo 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 regimes Takayasu Ito DOI: 10.1504/IJBD.2018.097437
74-87	Pricing a bivariate option with copulas Christian Bucio-Pacheco; Francisco López-Herrera; Roberto J. Santillán-Salgado DOI: 10.1504/IJBD.2018.097445