search query: @indexterm financial models / total: 494
references: 11-20 / 494
« previous page | next page »
 titleyearauthor
11.
Cross-market valuation
Risk
2004 : APR, VOL. 17:4, p. 79-83
 2004 Moss, D.
12.
A credit loss control variable
Risk
2004 : JUL, VOL. 17:7, p. 81-85
 2004 Tchistiakov, V.
Smet, J. de
Hoogbruin, P.
13.
Component proponents II
Risk
2004 : JUL, VOL. 17:7, p. 77-79
 2004 Perignon, C.
Villa, C.
14.
Local cross-entropy
Risk
2004 : JUL, VOL. 17:7, p. 73-76
 2004 Edelman, D.
15.
An arbitrage-free interpolation of volatilities
Risk
2004 : MAY, VOL. 17:5, p. 102-106
 2004 Kahalé, N.
16.
Practical relative-value volatility trading
Risk
2004 : MAY, VOL. 17:5, p. 91-96
 2004 Blyth, S.
17.
Smile dynamics
Risk
2004 : SEP, VOL. 17:9, p. 117-123
 2004 Bergomi, L.
18.
Nonlinear modelling of the Finnish banking and finance branch index
European Journal of Finance
2004 : AUG, VOL. 10:4, p. 277-289
 2004 Östermark, R. (et al.)
19.
Competition between network carriers and low-cost carriers - retreat battle or breakthrough to a new level of efficiency?
Journal of Air Transport Management
2004 : JAN, VOL. 10:1, p. 15-21
 2004 Franke, M.
20.
Information criteria for GARCH model selection
European Journal of Finance
2003 : DEC, VOL. 9:6, p. 557-580
 2003 Brooks, C.
Burke, S. P.
« previous page | next page »
SCIMA