| 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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(42 KB)
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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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(337 KB)
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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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(125 KB)
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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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(256 KB)
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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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(93 KB)
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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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(96 KB)
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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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(165 KB)
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