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Home / Applied Mathematical Finance, Volume 11, Number 2

Publisher: Routledge, part of the Taylor & Francis Group

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Volume 11, Number 2, June 2004

Multi-asset portfolio optimization with transaction cost
pp. 95-123(29)
Authors: Atkinson, C.; Mokkhavesa, S.

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Modelling credit default swap spreads by means of normal mixtures and copulas
pp. 125-146(22)
Author: Bee, Marco

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Comparison of the performance of a time-dependent short-interest rate model with time-independent models
pp. 147-164(18)
Authors: Goard, Joanna; Hansen, Noel

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A dynamic binomial expansion technique for credit risk measurement: a Bayesian filtering approach
pp. 165-186(22)
Authors: Woo, Wing Hoe; Siu, Tak Kuen

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