International Journal of Financial Markets and Derivatives (IJFMD)

International Journal of Financial Markets and Derivatives

2015 Vol.4 No.2


Pages Title and author(s)
97-121An equilibrium model for the OTC derivative with the counterparty risk via the credit charge
Kazuhiro Takino
DOI: 10.1504/IJFMD.2015.069979
122-134Indices to measure relative performance across markets
Mohamed Ihab Kira
DOI: 10.1504/IJFMD.2015.069980
135-162The payment structure of securitisation: a signalling device of quality
Mari L. Robertson
DOI: 10.1504/IJFMD.2015.069981
163-179Honest and dishonest stochastic control for Lévy processes with application to property market
C. Achudume; C.R. Nwozo
DOI: 10.1504/IJFMD.2015.069982
180-194Smoothing the volatility smile using the Corrado-Su model
Vinicius Mothé Maia; Antonio Carlos Figueiredo Pinto; Marcelo Cabus Klotzle
DOI: 10.1504/IJFMD.2015.069983

 

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