International Journal of Bonds and Derivatives (IJBD)

International Journal of Bonds and Derivatives

2018 Vol.4 No.1


Pages Title and author(s)
1-9Corrections in Heston model derivations for bond options
Satrajit Mandal; Sujoy Bhattacharya
DOI: 10.1504/IJBD.2018.097402
10-32Output, 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
33-51Rationale and mechanics for peak natural catastrophe variance swaps in insurance
Ivelin M. Zvezdov; Sebastian Rath
DOI: 10.1504/IJBD.2018.097406
52-62GARCH volatilities applied to an asset selection algorithm: the case of fixed income markets
Angelo Corelli
DOI: 10.1504/IJBD.2018.097423
63-73Co-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
74-87Pricing a bivariate option with copulas
Christian Bucio-Pacheco; Francisco López-Herrera; Roberto J. Santillán-Salgado
DOI: 10.1504/IJBD.2018.097445

 

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