Finance

From University Library of Munich, Germany
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0307001: The Speed

Dmitry Baryshevsky

0306005: Quelle « Intermédiation Informationnelle » pour les PME ? ou comment une démarche théorique a fertilisé une évolution stratégique

Bernard Paranque

0306004: Duplicating Contingent Claims by the Lagrange Method

Gregory C. Chow

0306003: Shanghai Stock Prices as Determined by the Present Value Model

Gregory C. Chow

0306002: Performance Evaluation of Public Pension Funds: The Reformed Pension System in Poland

Dariusz Stańko

0306001: Analysis of UAE Bank Stocks

Ananth Rao

0305011: Stock Market Valuation: the Role of the Macroeconomic Risk Premium

Christophe Boucher

0305010: “Winners take all competition”, creative destruction and stock market bubble

Christophe Boucher

0305009: News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media

Thomas Schuster

0305008: On the Stability of Different Financial Systems

Falko Fecht

0305007: CONDITIONAL VOLATILITY OF MOST ACTIVE SHARES OF CASABLANCA STOCK EXCHANGE

Abdelhamid El Bouhadi

0305006: A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange

Cumhur Ekinci

0305005: Efficient Path-Dependent Valuation Using Lattices: Fixed and Floating Strike Asian Options

Allen Abrahamson

0305004: A Note on Constructing 50-50 Step Probability Binomial Lattices to Replicate Wiener Diffusion

Allen Abrahamson

0305003: A Simple Model for Credit Migration and Spread Curves

Li Chen and Damir Filipovic

0305002: Liquidation Triggers and the Valuation of Equity and Debt

Dan Galai, Alon Raviv and Zvi Wiener

0305001: State Tameness: A New Approach for Credit Constrains

Jaime Londoño

0304011: Efficiency Analysis of UAE Banks

Ananth Rao

0304010: Basel II's New Standardized Approach: Possible Effects of Implementation

Katherine Wyatt

0304009: La Estructura del sector Financiero Vnezolano y su nivel de deterinación sobre el Nivel de Tasas Activas del Sistema Bancario Nacional 1990-2000

Author Enrique R. González Porras

0304008: LATIN AMERICAN FINANCIAL DEVELOPMENT IN PERSPECTIVE

Alicia Garcia Herrero, Javier Santillan Fraile, Sonsoles Gallego Herrero, Lucía Cuadro Sáez and Carlos Egea Martínez

0304007: The Asian and European Banking Systems: The case of Spain in the quest for development and stability

Alicia Garcia Herrero, Sonsoles Gallego Herrero and Jesús Saurina

0304006: WHY DO COUNTRIES DEVELOP MORE FINANCIALLY THAN OTHERS? THE ROLE OF THE CENTRAL BANK AND BANKING SUPERVISION

Lucía Cuadro Sáez, Sonsoles Gallego Herrero and Alicia Garcia Herrero

0304005: El Aprendizaje, el Conocimiento y la Información como Regulación Financiera

Author Enrique R. González Porras

0304004: Ownership Structure and Corporate Firm Performance

Jayesh Kumar

0304003: Consistency Problems For Jump-Diffusion Models

Li Chen, Erhan Bayraktar and H. Vincent Poor

0304002: Competencia, Rivalidad y Entrada del Capital Extranjero en la Banca Venezolana

Author Enrique R. González Porras

0304001: Regulación del Sector Seguros: Un Enfoque de Competencia para la Ley de Empresas de Seguros y Reaseguros en Venezuela

Author Enrique R. González Porras

0303009: Pricing Credit Default Swaps Under Default Correlations and Counterparty Risk

Li Chen and Damir Filipovic

0303008: Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates

Li Chen and H. Vincent Poor

0303007: Projecting the Forward Rate Flow on a Finite Dimensional Manifold

Erhan Bayraktar, Li Chen and H. Vincent Poor

0303006: Modeling Credit Risk by Affine Processes

Li Chen and Damir Filipovic

0303004: Mergers with Differentiated Products: The Case of Ready-to-Eat Cereal

Aviv Nevo

0303003: The Financing of Research and Development

Bronwyn Hall

0303002: Fifty-Fifty. Stock Recommendations and Stock Prices. Effects and Benefits of Investment Advice in the Business Media

Thomas Schuster

0303001: Toward a Theory of Asset Subscription

Danyang Xie

0302001: DETERMINANTS OF THE FIRM’S CAPITAL STRUCTURE - THE CASE OF THE VERY SMALL ENTERPRISES

Evaldo Barbosa and Cristiana de Castro Moraes

0301007: Utility Maximization in Imperfected Markets

Long Nguyen-Thanh

0301006: Risk in Financial Conglomerates: Management and Supervision

Iman Lelyveld and Arnold Schilder

0301005: Investment Optimization under Constraints

Long Nguyen-Thanh

0301004: New types of non-trade related participation in commodity futures markets

Lamon Rutten

0301003: The effectiveness and usefulness for commodity-dependent countries of new tools in commodity markets: risk management and collateralized finance

Lamon Rutten

0301002: Potential applications of structured commodity financing techniques for banks in developing countries

Lamon Rutten

0301001: Farmers and farmers’ associations in developing countries and their use of modern financial instruments

Lamon Rutten

0212006: Option pricing with Levy Process

Eric Benhamou

0212005: A Martingale Result for Convexity Adjustment in the Black Pricing Model

Eric Benhamou

0212004: Smart Monte Carlo: Various tricks using Malliavin calculus

Eric Benhamou

0212003: A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks

Eric Benhamou

0212002: The Impact of Bank Capital Requirements in Indonesia

Donsyah Yudistira

0212001: MODIS: A Market-Oriented Deposit Insurance Scheme

Reza Vaez-Zadeh, Danyang Xie and Edda Zoli