Quantitative Finance

Alex Lipton: a driving force behind physics and finance
pp. 196-197(2)
Author: V. Spedding

Alex Lipton: a driving force behind physics and finance
pp. 196-197(2)
Author: V. Spedding

Defining efficiency in heterogeneous markets
pp. 198-201(4)
Authors: M. Dacorogna; U. Mller; R. Olsen; O. Pictet

Defining efficiency in heterogeneous markets
pp. 198-201(4)
Authors: M. Dacorogna; U. Mller; R. Olsen; O. Pictet

Statistical mechanics of asset markets with private information
pp. 203-211(9)
Authors: J. Berg; M. Marsili; A. Rustichini; R. Zecchina

Statistical mechanics of asset markets with private information
pp. 203-211(9)
Authors: J. Berg; M. Marsili; A. Rustichini; R. Zecchina

On a universal mechanism for long-range volatility correlations
pp. 212-216(5)
Authors: J-P. Bouchaud; I. Giardina; M. Mzard

On a universal mechanism for long-range volatility correlations
pp. 212-216(5)
Authors: J-P. Bouchaud; I. Giardina; M. Mzard

Correlation structure of extreme stock returns
pp. 217-222(6)
Authors: P. Cizeau; M. Potters; J-P. Bouchaud

Correlation structure of extreme stock returns
pp. 217-222(6)
Authors: P. Cizeau; M. Potters; J-P. Bouchaud

Empirical properties of asset returns: stylized facts and statistical issues
pp. 223-236(14)
Author: R. Cont

Empirical properties of asset returns: stylized facts and statistical issues
pp. 223-236(14)
Author: R. Cont

What good is a volatility model?
pp. 237-245(9)
Authors: R.F. Engle; A.J. Patton

What good is a volatility model?
pp. 237-245(9)
Authors: R.F. Engle; A.J. Patton

Correlated adaptation of agents in a simple market: a statistical physics perspective
pp. 246-253(8)
Authors: J.P. Garrahan; E. Moro; D. Sherrington

Correlated adaptation of agents in a simple market: a statistical physics perspective
pp. 246-253(8)
Authors: J.P. Garrahan; E. Moro; D. Sherrington

A builder's guide to agent-based financial markets
pp. 254-261(8)
Author: B. LeBaron

A builder's guide to agent-based financial markets
pp. 254-261(8)
Author: B. LeBaron

Price fluctuations, market activity and trading volume
pp. 262-269(8)
Authors: V. Plerou; P. Gopikrishnan; X. Gabaix; L.A.N. Amaral; H.E. Stanley

Price fluctuations, market activity and trading volume
pp. 262-269(8)
Authors: V. Plerou; P. Gopikrishnan; X. Gabaix; L.A.N. Amaral; H.E. Stanley

A tractable market model with jumps for pricing short-term interest rate derivatives
pp. 270-283(14)
Authors: Y. Samuelides; E. Nahum

A tractable market model with jumps for pricing short-term interest rate derivatives
pp. 270-283(14)
Authors: Y. Samuelides; E. Nahum

Learning to profit with discrete investment rules
pp. 284-288(5)
Author: S. Skouras

Learning to profit with discrete investment rules
pp. 284-288(5)
Author: S. Skouras