International Journal of Financial Markets and Derivatives (IJFMD)

International Journal of Financial Markets and Derivatives

2016 Vol.5 No.1

Pages Title and author(s)
1-22Electricity prices forecast analysis using the extreme value theory
Mario Domingues de Paula Simões; Marcelo Cabus Klotzle; Antonio Carlos Figueiredo Pinto; Leonardo Lima Gomes
DOI: 10.1504/IJFMD.2016.076973
23-35Price discovery and risk transfer in the Brent crude oil futures market
Saada Abba Abdullahi; Zahid Muhammad
DOI: 10.1504/IJFMD.2016.076974
36-55An efficient grid lattice algorithm for pricing American-style options
Zhongkai Liu; Tao Pang
DOI: 10.1504/IJFMD.2016.076978
56-75Option pricing in stochastic volatility models driven by fractional Lévy processes
Zhigang Tong
DOI: 10.1504/IJFMD.2016.076983
76-95Stock market capitalisation and economic growth: empirical evidence from Africa
Mohamed Jalloh
DOI: 10.1504/IJFMD.2016.076991