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Quantitative Finance's Blog

Two-step methods in VaR prediction and the importance of fat tails

August 18, 2014 Comments (0)

Quantitative Finance, Ahead of Print.

A financial CCAPM and economic inequalities

August 15, 2014 Comments (0)

Quantitative Finance, Ahead of Print.

A Lévy HJM multiple-curve model with application to CVA computation

August 14, 2014 Comments (0)

Quantitative Finance, Ahead of Print.

Modelling the rebalancing slippage of leveraged exchange-traded funds

August 12, 2014 Comments (0)

Quantitative Finance, Volume 14, Issue 9, Page 1503-1511, September 2014.

After the Music Stopped: The Financial Crisis, the Response, and the Work Ahead

August 12, 2014 Comments (0)

Quantitative Finance, Volume 14, Issue 9, Page 1513-1515, September 2014.

Calendar

August 12, 2014 Comments (0)

Quantitative Finance, Volume 14, Issue 9, Page 1517-1517, September 2014.

Applications sought for book review editor from 2015

August 12, 2014 Comments (0)

Quantitative Finance, Volume 14, Issue 9, Page 1518-1518, September 2014.