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Summary
Table of Contents
List of Contributors | p. ix |
Advances in Derivatives and Economic Stability | |
Derivatives Securities Pricing and Modeling | p. 3 |
On the Role of Option Applications in Economic Instability | p. 15 |
Derivatives, Commodities, and Social Costs: Exploring Correlation in Economic Uncertainity | p. 47 |
Constingent Capital Securities: Problems and Scolutions | p. 71 |
High Dimensionality in Finance: A Graph-Theory Analysis | p. 93 |
Derivatives Prices and Risk-Neutral Distributions | |
Recovering Stochastic Processes from Option Prices | p. 123 |
The Pricing Kernel Puzzle: Reconciling Index Option Data and Economic Theory | p. 155 |
Risk-Neutral Densities and Catastrophe Events | p. 185 |
Derivatives Models and Model Performance | |
Non-Gaussian Price Dynamics and Implications for Option Pricing | p. 211 |
On the Empirical Behavior of Stochastic Volatility Models: Do Skewness and Kurtosis Matters? | p. 227 |
Re-Evaluating Hedging Performance for Asymmetry: The Case of Crude Oil | p. 259 |
On the Binomial-Three Approach to Convertible Bonds Pricing and Risk Assessment | p. 281 |
Derivatives Models, Risk Management, Credit and Corporate Control | |
A New Paradigm for Inflation Derivatives Modeling | p. 305 |
An Option-Pricing Framework for the Valuation of Fund Management Compensation | p. 331 |
An Equity-Based Credit Risk Model | p. 351 |
Business Cycles and the Impact of Macroeconomic Surprises on Interest Rate Swap Spreads: Australian Evidence | p. 379 |
The Evolution of the use of Derivatives in Slovenian Non-Financial Companies | p. 399 |
Index | p. 429 |
Table of Contents provided by Ingram. All Rights Reserved. |
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