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Quantitative finance

London: Taylor & Francis, 2001-
Bristol: Inst. of Physics Publ., anfangs
1.2001 -
Electronic Journal
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Pricing, no-arbitrage bounds and robust hedging of instalment options

E-Article
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Measuring marginal risk contributions in credit portfolios

E-Article
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Empirical performance of models for barrier option valuation

E-Article
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Quantitative spread trading on crude oil and refined products markets

E-Article
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An almost Markovian LIBOR market model calibrated to caps and swaptions

E-Article
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Do foreign exchange fund managers behave like heterogeneous agents?

E-Article
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American step-up and step-down default swaps under Lévy models

E-Article
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Optimal hedging in discrete time

E-Article
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Complexity and financial stability in a large random economy

E-Article
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Asset price bubbles: a survey

E-Article
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