International Journal of Financial Markets and Derivatives (IJFMD)

International Journal of Financial Markets and Derivatives

2018 Vol.6 No.4


Pages Title and author(s)
269-286Closed-form solution for the critical stock price and the price of perpetual American call options via the improved Mellin transforms
Sunday Emmanuel Fadugba; Chuma Raphael Nwozo
DOI: 10.1504/IJFMD.2018.097489
287-320Dynamics of randomness and efficiency in the Indian stock markets
S. Sujeesh Kumar; V. Nandamohan
DOI: 10.1504/IJFMD.2018.097491
321-334Assessing the power of VaR: new empirical evidence
Andrei Rusu
DOI: 10.1504/IJFMD.2018.097520
335-364An equilibrium pricing for OTC derivatives with non-cash collateralisation
Kazuhiro Takino
DOI: 10.1504/IJFMD.2018.097492
365-375Comparison of determinants in the different property sectors of Japanese REIT market under non-traditional monetary policy regimes
Takayasu Ito
DOI: 10.1504/IJFMD.2018.097494

 

Return to top