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The Journal of Risk Finance
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The Journal of Risk Finance

Volume 3 Issue 4

Published: 2002 | Start Page: 6

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Articles

Articles
Article No: Article Information:
1659753 Static versus Dynamic Hedging of Exotic Options: An Evaluation of Hedge Performance via Simulation
ROBERT G. TOMPKINS (pp. 6-34)
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ArticleType: General review
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1659754 Assessing the Pre-Commitment Approach to Bank Capital Regulation
KEVIN DOWD (pp. 35-40)
Keywords:
ArticleType: General review
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1659755 Dimension Reduction in the Computation of Value-at-Risk
CLAUDIO ALBANESE, KEN JACKSON, PETTER WIBERG (pp. 41-53)
Keywords:
ArticleType: General review
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1659756 Insuring California Earthquakes and the Role for Catastrophe Bonds
JOSE S. PENALVA ZUASTI (pp. 54-72)
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ArticleType: General review
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1659757 Loss Ratio on Insurance Equity Securities: A New Step in Insurance Securitization
SYLVIE BOURIAUX, DAVID T. RUSSELL (pp. 73-82)
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ArticleType: General review
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1659758 Have Financial Markets Learned from Past Crises? (Part II)
LEO M. TILMAN, AJAY RAJADHYAKSHA (pp. 83-87)
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ArticleType: General review
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