International Journal of Financial Markets and Derivatives (IJFMD)

International Journal of Financial Markets and Derivatives

2011 Vol.2 No.4


Pages Title and author(s)
249-257Pattern derivatives
Casey S. Schroeder; Massimo Di Pierro
DOI: 10.1504/IJFMD.2011.045608
258-264RETRACTED ARTICLE Discrete volatility calibration for callable swaps: a model comparison
Angelo Corelli
DOI: 10.1504/IJFMD.2011.045597
265-287Pricing two dimensional derivatives under stochastic correlation
Alexander Alvarez; Marcos Escobar; Pablo Olivares
DOI: 10.1504/IJFMD.2011.045598
288-297A model of stock option prices
Zhongjin Yang; Cassidy Yang
DOI: 10.1504/IJFMD.2011.045599
298-313Can we use the Black-Scholes-Merton model to value temperature options?
Gunter Meissner; James Burke
DOI: 10.1504/IJFMD.2011.045601
314-330Pricing Chinese warrants using artificial neural networks coupled with Markov regime switching model
David Liu; Lei Zhang
DOI: 10.1504/IJFMD.2011.045600

 

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