International Journal of Financial Engineering and Risk Management (IJFERM)

International Journal of Financial Engineering and Risk Management

2014 Vol.1 No.4


Pages Title and author(s)
309-333Modelling and forecasting international interest rate spreads: UK, Germany, Japan and the USA
Orla Gough; K. Ben Nowman; Stefan Van Dellen
DOI: 10.1504/IJFERM.2014.065648
334-354Computational dynamic market risk measures in discrete time setting
Babacar Seck; Robert J. Elliott; Jean-Pierre Gueyie
DOI: 10.1504/IJFERM.2014.065649
355-374Flexible Bayesian modelling of implied volatility surfaces
Björn Uhl
DOI: 10.1504/IJFERM.2014.065650
375-400Liquidity risk and credit risk: a relationship based on the interaction between liquid asset ratio, non-performing loans ratio and systemic liquidity risk
Ioannis K. Malandrakis
DOI: 10.1504/IJFERM.2014.065651

 

Return to top