Results for Discipline:
Financial Planning, Accountancy
Hits 1-10 within 16 documents
Update rules for convex risk measures [journal article]
Source: Quantitative Finance, 8 (2008) 8. p.833-843
A Continuous-Time Model for Reinvestment Risk in Bond Markets [journal article]
Source: Quantitative Finance, 9 (2009) 4. p.451-464
Analyzing Liquidity and Absorption Limits of Electronic Markets with Volume Durations [journal article]
Source: Quantitative Finance, 8 (2008) 4. p.353-361
Regression methods in pricing American and Bermudan options using consumption processes [journal article]
Source: Quantitative Finance, 9 (2009) 3. p.315-327
On the feasibility of portfolio optimization under expected shortfall [journal article]
Source: Quantitative Finance, 7 (2007) 4. p.389-396
Modelling bonds and credit default swaps using a structural model with contagion [journal article]
Source: Quantitative Finance, 8 (2008) 7. p.669-680
Double knock-out Asian barrier options which widen or contract as they approach maturity [journal article]
Source: Quantitative Finance, 9 (2009) 3. p.329-340
Analysis of the rebalancing frequency in log-optimal portfolio selection [journal article]
Source: Quantitative Finance, 10 (2010) 2. p.221-234
Cash management using multi-stage stochastic programming [journal article]
Source: Quantitative Finance, 10 (2010) 2. p.209-219
Credit contagion and credit risk [journal article]
Source: Quantitative Finance, 9 (2009) 4. p.373-382