Applied Mathematical Finance, Volume 15, Issue 3 (2008)

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Applied Mathematical Finance, Volume 15, Issue 3 (2008)

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PAPERS

Article
Return and Value at Risk using the Dirichlet Process
Mahmoud Zarepour, Thierry Bédard & André R. Dabrowski
Pages: 205-218
Published online: 24 May 2008
AbstractforReturn and Value at Risk using the Dirichlet Process | Full Text | References | PDF (450.8 KB)
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Article
Empirical Evaluation of Hybrid Defaultable Bond Pricing Models
S. Antes, M. Ilg, B. Schmid & R. Zagst
Pages: 219-249
Published online: 23 May 2008
AbstractforEmpirical Evaluation of Hybrid Defaultable Bond Pricing Models | Full Text | References | PDF (636.5 KB)
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Article
Hedging Large Portfolios of Options in Discrete Time
B. Peeters, C. L. Dert & A. Lucas
Pages: 251-275
Published online: 24 May 2008
AbstractforHedging Large Portfolios of Options in Discrete Time | Full Text | References | PDF (578.4 KB)
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Article
Pricing Options on Defaultable Stocks
E. Bayraktar
Pages: 277-304
Published online: 23 May 2008
AbstractforPricing Options on Defaultable Stocks | Full Text | References | PDF (899.8 KB)
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