International Journal of Financial Markets and Derivatives (IJFMD)

International Journal of Financial Markets and Derivatives

2020 Vol.7 No.4


Pages Title and author(s)
315-336Stress test techniques using drawdown metrics: a Brazilian case study
Arthur Geronazzo; João Luiz Chela
DOI: 10.1504/IJFMD.2020.111886
337-374A theory of 'auction as a search' in speculative markets
Sudhanshu Pani
DOI: 10.1504/IJFMD.2020.111887
375-396The valuation of options on index futures with stochastic dividend yields
Enrique A. Zambrano; Rednaxela Sequera
DOI: 10.1504/IJFMD.2020.111889
397-413Country risk and increasing returns to credibility gains: analysis for an emerging economy
Kiara De Deus Demura; Ricardo Ramalhete Moreira
DOI: 10.1504/IJFMD.2020.111890
414-423Equilibrium in options' incomplete markets
Christos Kountzakis
DOI: 10.1504/IJFMD.2020.111891

 

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