International Journal of Financial Markets and Derivatives (IJFMD)

International Journal of Financial Markets and Derivatives

2014 Vol.3 No.4


Pages Title and author(s)
293-321Sovereign CDS and bond credit spread dynamics in the Euro zone: evidence of an asymmetric price transmission in sovereign debt markets
Paulo Pereira Da Silva
DOI: 10.1504/IJFMD.2014.062375
322-357Copulas and dependence structures: evidences from India's and Asian rubber futures markets
Debasish Maitra; Kushankur Dey
DOI: 10.1504/IJFMD.2014.062380
358-391Parity analysis of non-log normality of Black-Scholes and its inter-competence
Vipul Kumar Singh
DOI: 10.1504/IJFMD.2014.062379
392-408On the implied volatility layers under the future risk-free rate uncertainty
Lin-Yee Hin; Nikolai Dokuchaev
DOI: 10.1504/IJFMD.2014.062395

 

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