International Journal of Financial Markets and Derivatives (IJFMD)

International Journal of Financial Markets and Derivatives

2015 Vol.4 No.3/4


Pages Title and author(s)
195-202A simple relationship between Greeks for Asian options
Tianmiao Liu; Yoshifumi Muroi
DOI: 10.1504/IJFMD.2015.073457
203-212Intraday price discovery and information sharing between stocks and single stock futures: evidence from India
Anshul Jain; Pratap Chandra Biswal
DOI: 10.1504/IJFMD.2015.073464
213-230The information content of the VDAX volatility index and backtesting daily value-at-risk models
Ihsan Ullah Badshah
DOI: 10.1504/IJFMD.2015.073468
231-245Non-arbitrage valuation of equities
Sebastián A. Rey
DOI: 10.1504/IJFMD.2015.073472
246-272A regime switching quadratic model for VIX futures valuation
Zhigang Tong
DOI: 10.1504/IJFMD.2015.073484
273-298The conditional dependence structure of banking sector credit default swap indices
Rania Zghal; Ahmed Ghorbel; Mohamed Triki
DOI: 10.1504/IJFMD.2015.073486

 

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