Authors:service@scirp.org Abstract: Expectations, Means-Tested Subsidies, and Economic Performance during the Recession Labor Market, Means-Tested Subsidies, Recession, Neoclassical Growth Model Paper Information Full Paper: PDF (Size:3099KB) DOI : 10.4236/jmf.2017.73029 Nonparametric Model Calibration for Derivatives Local Stochastic Volatility, Calibration, Derivative Pricing, Partial Integro-Differential Equations Paper Information Full Paper: PDF (Size:2071KB) DOI : 10.4236/jmf.2017.73030 Computation of Greeks Using Binomial Tree Options, Greeks, Binomial Tree Paper Information Full Paper: PDF (Size:1214KB) DOI : 10.4236/jmf.2017.73031 The Distribution of the Time of Ruin, the Surplus Immediately before Ruin and Deficit at Ruin under Two Sided Risk Renewal Process Two Sided Jumps, Renewal Risk Process, Random Gain, Lindley Distribution, Erlangian Distribution Paper Information Full Paper: PDF (Size:280KB) DOI : 10.4236/jmf.2017.73032 Theories on the Relationship between Price Process and Stochastic Volatility Matrix with Compensated Poisson Jump Using Fourier Transforms Stochastic Differential Equation, Fourier Transform, Compensated Poisson Jump Paper Information Full Paper: PDF (Size:450KB) DOI : 10.4236/jmf.2017.73033 From Power Curves to Discriminative Power: Measuring Model Performance of LGD Models LGD Model, Lorenz Curve, Gini Index, Power Ratio Paper Information Full Paper: PDF (Size:800KB) DOI : 10.4236/jmf.2017.73034 Existence of Financial Equilibria in a General Equilibrium Model with Piece-Wise Smooth Production Manifolds Existence of Equilibria, Transversality, Linear Technology, General Equilibrium, Production, Regularization Paper Information Full Paper: PDF (Size:349KB) DOI : 10.4236/jmf.2017.73035 CVA under Bates Model with Stochastic Default Intensity CVA, Bates Model, Stochastic Default Intensity, Wrong Way Risk, Jump at Default Paper Information Full Paper: PDF (Size:2697KB) DOI : 10.4236/jmf.2017.73036 Portfolio Optimization Problem with Delay under Cox-Ingersoll-Ross Model Portfolio, Stochastic Delay Differential Equation, Stochastic Volatility, Hamilton-Jacobin-Bellman Equation Paper Information Full Paper: PDF (Size:2651KB) DOI : 10.4236/jmf.2017.73037 Discriminant Analysis of Demand-Side Roadblocks to Financial Inclusion in Northern Ghana Financial Inclusion, Discriminant Analysis, Demand-Side Roadblocks, Northern Ghana Paper Information Full Paper: PDF (Size:1699KB) DOI : 10.4236/jmf.2017.73038 Multidimensional Time Series Analysis of Financial Markets Based on the Complex Network Approach Complex Networks, Time Series, Price-Volume Correlations, Multidimensional Paper Information Full Paper: PDF (Size:3996KB) DOI : 10.4236/jmf.2017.73039 Multi-Period Portfolio Selection with No-Shorting Constraints: Duality Analysis Multi-Period Mean-Variance Formulation, Auxiliary Market, Martingale Method, Risk Neutral Probability, Duality, Optimal Trading Strategy Paper Information Full Paper: PDF (Size:426KB) DOI : 10.4236/jmf.2017.73040 The Distribution of Returns Statis... PubDate: 2017-06-19
Authors:service@scirp.org Abstract: The Economics of XVA Trading XVA Trading, Credit Value Adjustment, Funding Value Adjustment, Margin Value Adjustment, CVA, FVA, MVA Paper Information Full Paper: PDF (Size:3743KB) DOI : 10.4236/jmf.2017.72013 A Comparison Study of ADI and LOD Methods on Option Pricing Models Black-Scholes Equation, ADI, LOD, Option Pricing, Finite Difference Method Paper Information Full Paper: PDF (Size:3475KB) DOI : 10.4236/jmf.2017.72014 Analysis of Cross-Correlations in Emerging Markets Using Random Matrix Theory Random Matrix Theory, Cross-Correlations, Emerging Markets, Option Pricing, Eigenvalues Eigenvectors, Inverse Participation Ratios and Implied Volatility Paper Information Full Paper: PDF (Size:486KB) DOI : 10.4236/jmf.2017.72015 Application of Fast N-Body Algorithm to Option Pricing under CGMY Model Jump-Diffusion Model, CGMY Model, Option Pricing, Cartesian Treecode Paper Information Full Paper: PDF (Size:730KB) DOI : 10.4236/jmf.2017.72016 Optimal Investment Strategy under Stochastic Interest Rates Firm Investment Strategy, Interest Rates, Emerging Market Countries, Stochastic Optimal Control Paper Information Full Paper: PDF (Size:1214KB) DOI : 10.4236/jmf.2017.72017 Production Smoothing in Developed Countries Unit Root, Structural Breaks, Inventory Investment, BCa Confidence Intervals, Limiting Distribution Paper Information Full Paper: PDF (Size:402KB) DOI : 10.4236/jmf.2017.72018 Mathematical Analysis of Financial Model on Market Price with Stochastic Volatility Stochastic Volatility, Black Scholes Biases, Heston Model, Black-Scholes Equation, Calibration, Characteristic Functions Paper Information Full Paper: PDF (Size:2195KB) DOI : 10.4236/jmf.2017.72019 An Empirical Evaluation in GARCH Volatility Modeling: Evidence from the Stockholm Stock Exchange Stockholm Stock Exchange, Volatility, GARCH Models, Leverage Effect, Forecasting Paper Information Full Paper: PDF (Size:1700KB) DOI : 10.4236/jmf.2017.72020 Foreign Direct Investment and Industrial Sector Performance: Assessing the Long-Run Implication on Economic Growth in Nigeria Foreign Direct Investment, Industrial Sector Output and Economic Growth Paper Information Full Paper: PDF (Size:717KB) DOI : 10.4236/jmf.2017.72021 Return Predictability and Strategic Trading under Symmetric Information Strategic Trading under Symmetric Information, Tend Chasing, Return Predictability Paper Information Full Paper: PDF (Size:1699KB) DOI : 10.4236/jmf.2017.72022 Commercial Bank Ownership Structure and Risk Preference The Corporate Governance Structure, Ownership Structure, Risk Preference Paper Information Full Paper: PDF (Size:293KB) DOI : 10.4236/jmf.2017.72023 A Stochastic Correlation Model with Time Change for Pricing Credit Spread Options Stochastic Correlation, Jacobi Process, Stochastic Time Change, Eigenfunction Expansion, Credit Spread Options Paper Information Full Paper: PDF (Size:893KB) DOI : 10.4236/jmf.2017.72024 Jumps in High-Frequency Data on the Chinese Stock Market High-Frequency Data, Activity S... PubDate: 2017-05-09
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