Mathematical finance文章索引

期刊名：Mathematical finance

缩写：MATH FINANC

ISSN：0960-1627

e-ISSN：1467-9965

IF/分区：2.4/Q2

共收录本刊相关文章索引601条

THE AFFINE LIBOR MODELS [0.03%] 银行同业拆借利率模型

Martin Keller-Ressel; Antonis Papapantoleon; Josef Teichmann Martin Keller-Ressel; Antonis Papapantoleon; Josef Teichmann

Mathematical finance. 2012;aop(aop):-. DOI:10.1111/j.1467-9965.2012.00531.x 2012

A GENERAL FRAMEWORK FOR PRICING CREDIT RISK [0.03%] 信用风险定价的一般框架

Alain BÉlanger; Steven E. Shreve; Dennis Wong Alain BÉlanger; Steven E. Shreve; Dennis Wong

Mathematical finance. 2004;14(3):317-350. DOI:10.1111/j.0960-1627.2004.t01-1-00193.x 2004

Coherent Measures of Risk [0.03%] 一致风险度量

Philippe Artzner; Freddy Delbaen; Jean-Marc Eber; David Heath Philippe Artzner; Freddy Delbaen; Jean-Marc Eber; David Heath

Mathematical finance. 1999;9(3):203-228. DOI:10.1111/1467-9965.00068 1999

THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES [0.03%] 极端罢工时隐含波动率的矩公式

Roger W. Lee Roger W. Lee

Mathematical finance. 2004;14(3):469-480. DOI:10.1111/j.0960-1627.2004.00200.x 2004

Laguerre Series for Asian and Other Options [0.03%] 拉盖尔系列适合亚洲和其他选择

Daniel Dufresne Daniel Dufresne

Mathematical finance. 2000;10(4):407-428. DOI:10.1111/1467-9965.00101 2000

A NOTE ON ARBITRAGE AND CLOSED CONVEX CONES [0.03%] 关于套利和闭凸锥的注记

Walter Schachermayer Walter Schachermayer

Mathematical finance. 2005;15(1):183-189. DOI:10.1111/j.0960-1627.2005.00215.x 2005

THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS [0.03%] 重新审视BLACK-SCHOLES方程：渐近展开和奇异摄动

Martin Widdicks; Peter W. Duck; Ari D. Andricopoulos; David P. Newton Martin Widdicks; Peter W. Duck; Ari D. Andricopoulos; David P. Newton

Mathematical finance. 2005;15(2):373-391. DOI:10.1111/j.0960-1627.2005.00224.x 2005

The Second Fundamental Theorem of Asset Pricing [0.03%] 资产定价的第二个基本定理

Robert A. Jarrow; Xing Jin; Dilip B. Madan Robert A. Jarrow; Xing Jin; Dilip B. Madan

Mathematical finance. 1999;9(3):255-273. DOI:10.1111/1467-9965.00070 1999

Interest Rate Dynamics and Consistent Forward Rate Curves [0.03%] 利率动态和一致的远期利率曲线

Tomas Björk; Bent Jesper Christensen Tomas Björk; Bent Jesper Christensen

Mathematical finance. 1999;9(4):323-348. DOI:10.1111/1467-9965.00072 1999

DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS [0.03%] 违约风险与多元化：理论与实证意义

Robert A. Jarrow; David Lando; Fan Yu Robert A. Jarrow; David Lando; Fan Yu

Mathematical finance. 2005;15(1):1-26. DOI:10.1111/j.0960-1627.2005.00208.x 2005