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Journals Directory

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Taylor and Francis Journals

Taylor and Francis Journals

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Wiley Finance Books

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Research Library at MoneyScience

MoneyScience

A Proposal for Limiting Speculation on Derivatives: An FDA for Financial Innovation (Visit resource)

MoneyScience 12 hours ago

MoneyScience

A Theory of the Self for the Sociology of Morality (pdf) (Visit resource)

MoneyScience 18 hours ago

MoneyScience

Financial integration, specialization and systemic risk (pdf) (Visit resource)

MoneyScience 5 days ago

Journals and ePrints

Econophysics Forum

A parsimonious model for intraday European option pricing

Econophysics Forum 12 hours ago

Econophysics Forum

Global Networks of Trade and Bits

Econophysics Forum 12 hours ago

Econophysics Forum

On the dynamics of social conflicts: looking for the Black Swan

Econophysics Forum 12 hours ago

Applied Mathematical Finance

The Endogenous Price Dynamics of Emission Allowances and an Application to Option Pricing

Applied Mathematical Finance 14 hours ago

Applied Mathematical Finance

Bonds and Options in Exponentially Affine Bond Models

Applied Mathematical Finance 2 days ago

The Review of Financial Studies

Cover

The Review of Financial Studies 2 days ago

The Review of Financial Studies

Editorial Board

The Review of Financial Studies 2 days ago

The Review of Financial Studies

Forthcoming Articles

The Review of Financial Studies 2 days ago

The Review of Financial Studies

Table of Contents

The Review of Financial Studies 2 days ago

The Review of Financial Studies

Journalists and the Stock Market

The Review of Financial Studies 2 days ago

The Review of Financial Studies

Corporate Dividend Policies: Lessons from Private Firms

The Review of Financial Studies 2 days ago

The Review of Financial Studies

Snow and Leverage

The Review of Financial Studies 2 days ago

The Review of Financial Studies

Optimal Priority Structure, Capital Structure, and Investment

The Review of Financial Studies 2 days ago

The Review of Financial Studies

Corporate Liquidity and Capital Structure

The Review of Financial Studies 2 days ago

The Review of Financial Studies

Trade Credit Contracts

The Review of Financial Studies 2 days ago

The Review of Financial Studies

Financing Constraints and the Cost of Capital: Evidence from the Funding of Corporate Pension Plans

The Review of Financial Studies 2 days ago

The Review of Financial Studies

Mutual Fund Tournaments: The Sorting Bias and New Evidence

The Review of Financial Studies 2 days ago

The Review of Financial Studies

Tournament Behavior in Hedge Funds: High-water Marks, Fund Liquidation, and Managerial Stake

The Review of Financial Studies 2 days ago

Quantitative Finance at arXiv

Comparative statistics of Garman-Klass, Parkinson, Roger-Satchell and bridge estimators. (arXiv:1202.4311v1 [q-fin.ST])

Quantitative Finance at arXiv 2 days ago

Quantitative Finance at arXiv

A parsimonious model for intraday European option pricing. (arXiv:1202.4332v1 [q-fin.PR])

Quantitative Finance at arXiv 2 days ago

Quantitative Finance at arXiv

Liquidity in Credit Networks: A Little Trust Goes a Long Way. (arXiv:1007.0515v3 [q-fin.TR] UPDATED)

Quantitative Finance at arXiv 2 days ago

The Centre for Economic Policy Research

Determinants of Banking System Fragility: A Regional Perspective (CEPR DP8858)

The Centre for Economic Policy Research 2 days ago

The Centre for Economic Policy Research

Financial Integration, Specialization, and Systemic Risk (CEPR DP8854)

The Centre for Economic Policy Research 2 days ago

The Centre for Economic Policy Research

Sudden Spikes in Global Risk (CEPR DP8853)

The Centre for Economic Policy Research 2 days ago

The Centre for Economic Policy Research

Bank Bonuses and Bail-outs (CEPR DP8852)

The Centre for Economic Policy Research 2 days ago

The Centre for Economic Policy Research

The Seeds of a Crisis: A Theory of Bank Liquidity and Risk-Taking over the Business Cycle (CEPR DP8851)

The Centre for Economic Policy Research 2 days ago

Econophysics Forum

Derivatives and Credit Contagion in Interconnected Networks

Econophysics Forum 3 days ago

Econophysics Forum

Agent-based Versus Macroscopic Modeling of Competition and Business Processe 8ec s in Economics and Finance

Econophysics Forum 3 days ago

Econophysics Forum

A simple microstructure return model explaining microstructure noise and Epps effects

Econophysics Forum 3 days ago

Econophysics Forum

Scaling Laws in Human Language

Econophysics Forum 3 days ago

Econophysics Forum

Correlated dynamics in egocentric communication networks

Econophysics Forum 3 days ago

Econophysics Forum

On the distribution of time-to-proof of mathematical conjectures

Econophysics Forum 3 days ago

Quantitative Finance at arXiv

Iterated risk measures for risk-sensitive Markov decision processes with discounted cost. (arXiv:1202.3755v1 [cs.GT])

Quantitative Finance at arXiv 3 days ago

Quantitative Finance at arXiv

A simple microstructure return model explaining microstructure noise and Epps effects. (arXiv:1202.3915v1 [q-fin.TR])

Quantitative Finance at arXiv 3 days ago

Quantitative Finance at arXiv

Utility Based Pricing in the Large Claim, Nearly Complete Limit. (arXiv:1202.4007v1 [q-fin.PR])

Quantitative Finance at arXiv 3 days ago

Applied Mathematical Finance

Options on Realized Variance in Log-OU Models

Applied Mathematical Finance 5 days ago

Mathematical Finance

NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET

Mathematical Finance 6 days ago

Quantitative Finance at arXiv

Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance. (arXiv:1202.3533v1 [q-fin.GN])

Quantitative Finance at arXiv 6 days ago

Quantitative Finance

Revisiting the demand for money function: evidence from the random coefficients approach

Quantitative Finance 7 days ago

Quantitative Finance

Quantile regression estimates and the analysis of structural breaks

Quantitative Finance 7 days ago

Quantitative Finance

Statistical signatures in times of panic: markets as a self-organizing system

Quantitative Finance 7 days ago

Quantitative Finance at arXiv

Loan and nonloan flows in the Australian interbank network. (arXiv:1202.3182v1 [q-fin.GN])

Quantitative Finance at arXiv 7 days ago

Quantitative Finance at arXiv

Quasi-Monte Carlo methods for the Heston model. (arXiv:1202.3217v1 [q-fin.CP])

Quantitative Finance at arXiv 7 days ago

Journal of Applied Corporate Finance

A Message from the Editor

Journal of Applied Corporate Finance 7 days ago

Journal of Applied Corporate Finance

Executive Summaries

Journal of Applied Corporate Finance 7 days ago

Journal of Applied Corporate Finance

Morgan Stanley Roundtable on The State of Global Private Equity

Journal of Applied Corporate Finance 7 days ago

Journal of Applied Corporate Finance

An Empirical Model of Optimal Capital Structure1

Journal of Applied Corporate Finance 7 days ago

Journal of Applied Corporate Finance

The Evolution of Private Equity in Emerging Markets: The Case of Poland

Journal of Applied Corporate Finance 7 days ago

Journal of Applied Corporate Finance

Financing Shipping Companies and Shipping Operations: A Risk‐Management Perspective

Journal of Applied Corporate Finance 7 days ago

Journal of Applied Corporate Finance

Creating Value at the Intersection of Sourcing, Hedging and Trading

Journal of Applied Corporate Finance 7 days ago

Journal of Applied Corporate Finance

Spin‐offs: Tackling the Conglomerate Discount

Journal of Applied Corporate Finance 7 days ago

Journal of Applied Corporate Finance

Pre‐Issuance Hedging of Fixed‐Rate Debt

Journal of Applied Corporate Finance 7 days ago

Journal of Applied Corporate Finance

Market Interest in Nonfinancial Information

Journal of Applied Corporate Finance 7 days ago

Mathematical Finance

PRICING CHAINED OPTIONS WITH CURVED BARRIERS

Mathematical Finance 7 days ago

Mathematical Finance

RUNNING FOR THE EXIT: DISTRESSED SELLING AND ENDOGENOUS CORRELATION IN FINANCIAL MARKETS

Mathematical Finance 7 days ago

Mathematical Finance

FAST MONTE CARLO GREEKS FOR FINANCIAL PRODUCTS WITH DISCONTINUOUS PAY‐OFFS

Mathematical Finance 7 days ago

Mathematical Finance

A STRUCTURAL RISK‐NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES

Mathematical Finance 7 days ago

Mathematical Finance

BUY‐LOW AND SELL‐HIGH INVESTMENT STRATEGIES

Mathematical Finance 7 days ago

Mathematical Finance

LÉVY PROCESSES INDUCED BY DIRICHLET (B‐)SPLINES: MODELING MULTIVARIATE ASSET PRICE DYNAMICS

Mathematical Finance 7 days ago

Mathematical Finance

STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS

Mathematical Finance 7 days ago

Mathematical Finance

MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION

Mathematical Finance 7 days ago

Mathematical Finance

RATING BASED LÉVY LIBOR MODEL

Mathematical Finance 7 days ago

Mathematical Finance

MULTIPLICATIVE APPROXIMATION OF WEALTH PROCESSES INVOLVING NO‐SHORT‐SALES STRATEGIES VIA SIMPLE TRADING

Mathematical Finance 7 days ago

Mathematical Finance

THE EFFECT OF ESTIMATION IN HIGH‐DIMENSIONAL PORTFOLIOS

Mathematical Finance 7 days ago

Mathematical Finance

EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS

Mathematical Finance 7 days ago

Mathematical Finance

HEDGING UNDER ARBITRAGE

Mathematical Finance 7 days ago

Mathematical Finance

CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL

Mathematical Finance 7 days ago

Mathematical Finance

GRAPHICAL MODELS FOR CORRELATED DEFAULTS

Mathematical Finance 7 days ago

Mathematical Finance

MODIFIED LELAND’S STRATEGY FOR A CONSTANT TRANSACTION COSTS RATE

Mathematical Finance 7 days ago

Mathematical Finance

THE MULTIVARIATE supOU STOCHASTIC VOLATILITY MODEL

Mathematical Finance 7 days ago

Mathematical Finance

NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS

Mathematical Finance 7 days ago

Mathematical Finance

A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES

Mathematical Finance 7 days ago

Mathematical Finance

COOPERATIVE GAMES WITH GENERAL DEVIATION MEASURES

Mathematical Finance 7 days ago

Mathematical Finance

RECOVERING PORTFOLIO DEFAULT INTENSITIES IMPLIED BY CDO QUOTES

Mathematical Finance 7 days ago

Mathematical Finance

A NONZERO‐SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS

Mathematical Finance 7 days ago

Mathematical Finance

GREED, LEVERAGE, AND POTENTIAL LOSSES: A PROSPECT THEORY PERSPECTIVE

Mathematical Finance 7 days ago

Mathematical Finance

POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE

Mathematical Finance 7 days ago

Mathematical Finance

ON SURRENDER AND DEFAULT RISKS

Mathematical Finance 7 days ago

Mathematical Finance

CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES

Mathematical Finance 7 days ago

Mathematical Finance

SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS

Mathematical Finance 7 days ago

Mathematical Finance

GENERALIZED SUPERMARTINGALE DEFLATORS UNDER LIMITED INFORMATION

Mathematical Finance 7 days ago

Mathematical Finance

THE NORMALIZING TRANSFORMATION OF THE IMPLIED VOLATILITY SMILE

Mathematical Finance 7 days ago

Mathematical Finance

THE EXPECTED SHORTFALL OF QUADRATIC PORTFOLIOS WITH HEAVY‐TAILED RISK FACTORS

Mathematical Finance 7 days ago

Mathematical Finance

ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING

Mathematical Finance 7 days ago

Mathematical Finance

TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS

Mathematical Finance 7 days ago

Mathematical Finance

PERPETUAL CANCELLABLE AMERICAN CALL OPTION

Mathematical Finance 7 days ago

Mathematical Finance

POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS

Mathematical Finance 7 days ago

Mathematical Finance

OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS

Mathematical Finance 7 days ago

Mathematical Finance

ON THE DYBVIG‐INGERSOLL‐ROSS THEOREM

Mathematical Finance 7 days ago

Mathematical Finance

ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS

Mathematical Finance 7 days ago

Mathematical Finance

HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES

Mathematical Finance 7 days ago

Mathematical Finance

ON THE EXISTENCE OF THE ENDOGENOUS MORTGAGE RATE PROCESS

Mathematical Finance 7 days ago

Mathematical Finance

VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES

Mathematical Finance 7 days ago

Mathematical Finance

EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION

Mathematical Finance 7 days ago

Mathematical Finance

NONREPLICATION OF OPTIONS

Mathematical Finance 7 days ago

Mathematical Finance

RISK HORIZON AND REBALANCING HORIZON IN PORTFOLIO RISK MEASUREMENT

Mathematical Finance 7 days ago

Mathematical Finance

LIQUIDITY IN A BINOMIAL MARKET

Mathematical Finance 7 days ago

Mathematical Finance

THE TRACKING ERROR RATE OF THE DELTA‐GAMMA HEDGING STRATEGY

Mathematical Finance 7 days ago

Mathematical Finance

SERIES EXPANSION OF THE SABR JOINT DENSITY

Mathematical Finance 7 days ago

Mathematical Finance

BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM

Mathematical Finance 7 days ago

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