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Home / Applied Mathematical Finance, Volume 4, Number 4

Publisher: Routledge, part of the Taylor & Francis Group

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Volume 4, Number 4, 1 December 1997

Interest rate futures: estimation of volatility parameters in an arbitrage-free framework
pp. 181-199(19)
Authors: Bhar, Ramaprasad; Chiarella, Carl

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Moment condition failure in stock returns: UK evidence
pp. 201-206(6)
Author: Omran, M.F.

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On the relative efficiency of nth order and DARA stochastic dominance rules
pp. 207-222(16)
Authors: Basso, Antonella; Pianca, Paolo

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A class of arbitrage-free log-normal-short-rate two-factor models
pp. 223-236(14)
Author: Rebonato, Riccardo

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