Quantitative Finance

Fast transformations lead to global view
pp. 232-233(2)
Author: Spedding, Vanessa

Collaboration is key to real-world insights
pp. 234-236(3)
Author: Leisenring, Carol

Measuring risk-adjusted returns in alternative investments
pp. 237-238(2)
Author: Till, Hilary

Fluid reading, forex risk
pp. 239-239(1)
Author: Lequeux, Pierre

Calendar
pp. 240-240(1)

Semi-parametric modelling in finance: theoretical foundations
pp. 241-250(10)
Authors: Bingham, N; Kiesel, Rüdiger

Semi-parametric modelling in finance: theoretical foundations
pp. 241-250(10)
Authors: N.H. Bingham; R. Kiesel

Statistical properties of stock order books: empirical results and models
pp. 251-256(6)
Authors: Bouchaud, Jean-Philippe; Mézard, Marc; Potters, Marc

Statistical properties of stock order books: empirical results and models
pp. 251-256(6)
Authors: J-P. Bouchaud; M. Mzard; M. Potters

Recovery of volatility coefficient by linearization
pp. 257-263(7)
Authors: Bouchouev, Ilia; Isakov, Victor; Valdivia, Nicolas

Recovery of volatility coefficient by linearization
pp. 257-263(7)
Authors: I. Bouchouev; V. Isakov; N. Valdivia

Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos
pp. 264-281(18)
Authors: Corcos, A; Eckmann, J-P; Malaspinas, A; Malevergne, Y; Sornette, D

Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos
pp. 264-281(18)
Authors: A. Corcos; J-P. Eckmann; A. Malaspinas; Y. Malevergne; D. Sornette

The perception of time, risk and return during periods of speculation
pp. 282-296(15)
Author: Derman, Emanuel

The perception of time, risk and return during periods of speculation
pp. 282-296(15)
Author: E. Derman

Dissecting financial markets: sectors and states
pp. 297-302(6)
Author: Marsili, Matteo

Dissecting financial markets: sectors and states
pp. 297-302(6)
Author: M. Marsili

The skewed multifractal random walk with applications to option smiles
pp. 303-314(12)
Authors: Pochart, Benoît; Bouchaud, Jean-Philippe

The skewed multifractal random walk with applications to option smiles
pp. 303-314(12)
Authors: B. Pochart; J-P. Bouchaud