Table of Contents
Small-time ruin for a financial process modulated by a Harris recurrent Markov chain - Jeffrey F. Collamore and Andrea Höing
An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model - Yu-Ting Chen, Cheng-Few Lee and Yuan-Chung Sheu
Optimal exercise of executive stock options - L. C. G. Rogers and José Scheinkman
Multivariate risks and depth-trimmed regions - Ignacio Cascos and Ilya Molchanov
Minimal Hellinger martingale measures of order q - Tahir Choulli, Christophe Stricker and Jia Li
Exponential moments for HJM models with jumps - Jacek Jakubowski and Jerzy Zabczyk
The numéraire portfolio in semimartingale financial models - Ioannis Karatzas and Constantinos Kardaras
Efficient estimation of drift parameters in stochastic volatility models - Arnaud Gloter
Stochastic flow approach to Dupire’s formula - B. Jourdain
Pricing and hedging European options with discrete-time coherent risk - Alexander S. Cherny
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility - Elisa Alòs, Jorge A. León and Josep Vives
Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling - Luciano Campi and Umut Çetin
Optimal importance sampling with explicit formulas in continuous time - Paolo Guasoni and Scott Robertson
Free boundary and optimal stopping problems for American Asian options - Andrea Pascucci
The dynamics of strategic information flows in stock markets - P. Seiler and B. Taub
Existence of Lévy term structure models - Damir Filipović and Stefan Tappe
Convexity theory for the term structure equation - Erik Ekström and Johan Tysk
Education News
Finance Journal Contents
James A Gardner Innovation, the conversion of the new to business as usual, is a very special business process. It is the business process able to reprogram all others. Creating the practices that make this process work is a key challenge for all in financial services that are worried about responding to the future. ISBN: 978-0-470-71419-5 - 334 pages - Hardcover - August 2009 Featured Product
Innovation and the Future Proof Bank: A Practical Guide to Doing Different Business-as-Usual
Featured Company
