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The Journal of Risk Finance


Volume 7 Issue 4

Published: 2006 | Start Page: 345

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Articles

Articles
Article No: Article Information:
1567459 Pure vs speculative risk: False choice; sham marriage
Michael R. Powers (pp. 345-347)
Keywords: Financial risk, Financial services, Insurance, Risk assessment
ArticleType: Viewpoint
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1567460 Credit-default swap rates and equity volatility: a nonlinear relationship
Fathi Abid, Nader Naifar (pp. 348-371)
Keywords: Credit, Equity capital, Japan
ArticleType: Research paper
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1567461 Pricing credit risk through equity options calibration: Part 1 – theory
Marco Fabio Delzio (pp. 372-385)
Keywords: Bonds, Credit, Equity capital, Financial modelling, Risk analysis
ArticleType: Research paper
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1567462 Pricing credit risk through equity options calibration: Part 2 – model implementation
Marco Fabio Delzio (pp. 386-401)
Keywords: Bonds, Calibration, Credit, Equity capital, Financial modelling, Risk analysis
ArticleType: Research paper
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1567463 When does cross-border acquisition of insurance firms lead to value creation?
B. Elango (pp. 402-414)
Keywords: Acquisitions and mergers, Insurance companies, Shareholder value analysis, United States of America
ArticleType: Research paper
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1567464 Comparative statics and optimal portfolios
Jean Fernand Nguema (pp. 415-424)
Keywords: Assets, Portfolio investment, Risk assessment, Stochastic processes
ArticleType: Research paper
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1567465 Option pricing for some stochastic volatility models
A. Thavaneswaran, J. Singh, S.S. Appadoo (pp. 425-445)
Keywords: Kurtosis, Pricing, Stochastic modelling
ArticleType: Research paper
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The Michael Mainelli Column

Put your money where your audit is: financial statement insurance in the UK?
Item No: Item Information
1567466 Put your money where your audit is: financial statement insurance in the UK?
Journal: The Journal of Risk Finance
Vol : 7 Issue: 4
Author(s): Michael Mainelli, Joshua Ronen
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The Chris Gentle Column

Prizes for pioneers? How MiFID could reshape European capital markets and institutions
Item No: Item Information
1567467 Prizes for pioneers? How MiFID could reshape European capital markets and institutions
Journal: The Journal of Risk Finance
Vol : 7 Issue: 4
Author(s): Chris Gentle, John Neasham
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