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Volume 6, Issue 3

Quantitative Finance

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Quantitative Finance, Volume 6, Issue 3 (2006)

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Quantitative Finance, Volume 6, Issue 3 (2006)

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Vol 24, 2024 Vol 23, 2023 Vol 22, 2022 Vol 21, 2021 Vol 20, 2020 Vol 19, 2019 Vol 18, 2018 Vol 17, 2017 Vol 16, 2016 Vol 15, 2015 Vol 14, 2014 Vol 13, 2013 Vol 12, 2012 Vol 11, 2011 Vol 10, 2010 Vol 9, 2009 Vol 8, 2008 Vol 7, 2007 Volume 6, 2006 Vol 5, 2005 Vol 4, 2004 Vol 3, 2003 Vol 2, 2002 Vol 1, 2001

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Original Articles

Article

Dynamic capital allocation: exploiting persistent patterns in currency performance

Collin Crownover

Pages: 185-191

Published online: 18 Feb 2007

First Page PreviewforDynamic capital allocation: exploiting persistent patterns in currency performance | Full Text | References | PDF (120.7 KB)

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Book Reviews

Book Review

David Hobson

Page: 193

Published online: 18 Feb 2007

CitationforBook Review | Full Text | PDF (59.7 KB)

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Original Articles

Article

Local volatility function models under a benchmark approach

David Heath & Eckhard Platen

Pages: 197-206

Published online: 18 Feb 2007

AbstractforLocal volatility function models under a benchmark approach | Full Text | References | PDF (754.5 KB)

180 Views
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Article

Expensive martingales

Hans Buehler

Pages: 207-218

Published online: 18 Feb 2007

AbstractforExpensive martingales | Full Text | References | PDF (194.6 KB)

154 Views
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Article

Symmetry and duality in Lévy markets

JosÉ Fajardo & Ernesto Mordecki

Pages: 219-227

Published online: 18 Feb 2007

AbstractforSymmetry and duality in Lévy markets | Full Text | References | PDF (156.6 KB)

137 Views
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Article

An exact and explicit solution for the valuation of American put options

Song-Ping Zhu

Pages: 229-242

Published online: 18 Feb 2007

AbstractforAn exact and explicit solution for the valuation of American put options | Full Text | References | PDF (198.8 KB)

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Article

Pricing defaultable bonds: a middle-way approach between structural and reduced-form models

Lara Cathcart & Lina El-Jahel

Pages: 243-253

Published online: 18 Feb 2007

AbstractforPricing defaultable bonds: a middle-way approach between structural and reduced-form models | Full Text | References | PDF (275.3 KB)

335 Views
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Article

Investor preferences and portfolio selection: is diversification an appropriate strategy?

C. James Hueng & Ruey Yau

Pages: 255-271

Published online: 18 Feb 2007

AbstractforInvestor preferences and portfolio selection: is diversification an appropriate strategy? | Full Text | References | PDF (1.1 MB)

327 Views
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