
International Journal of Financial Engineering and Risk Management
2014 Vol.1 No.4
Pages | Title and author(s) |
309-333 | Modelling and forecasting international interest rate spreads: UK, Germany, Japan and the USAOrla Gough; K. Ben Nowman; Stefan Van Dellen DOI: 10.1504/IJFERM.2014.065648 |
334-354 | Computational dynamic market risk measures in discrete time settingBabacar Seck; Robert J. Elliott; Jean-Pierre Gueyie DOI: 10.1504/IJFERM.2014.065649 |
355-374 | Flexible Bayesian modelling of implied volatility surfacesBjörn Uhl DOI: 10.1504/IJFERM.2014.065650 |
375-400 | Liquidity risk and credit risk: a relationship based on the interaction between liquid asset ratio, non-performing loans ratio and systemic liquidity riskIoannis K. Malandrakis DOI: 10.1504/IJFERM.2014.065651 |