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The Journal of Risk Finance
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The Journal of Risk Finance

Volume 5 Issue 1

Published: 2003 | Start Page: 5

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Articles

Articles
Article No: Article Information:
1659786 Fat Tails, Scaling, and Stable Laws: A Critical Look at Modeling Extremal Events in Financial Phenomena
SERGIO M. FOCARDI, FRANK J. FABOZZI (pp. 5-26)
Keywords:
ArticleType: General review
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1659787 Pricing Vulnerable Options With Copulas
UMBERTO CHERUBINI, ELISA LUCIANO (pp. 27-39)
Keywords:
ArticleType: General review
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1659788 A Quantile-Fitting Approach to Value at Risk for Options
DOOWOO NAM, BENTON E. GUP (pp. 40-50)
Keywords:
ArticleType: General review
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1659789 Discontinuous Hedging Strategies for Multi-period Guarantees in Life Insurance
SNORRE LINDSET (pp. 51-63)
Keywords:
ArticleType: General review
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1659790 Impact of Risk Management on the Recent Market Volatility in the U.S. and Japan
LEO M. TILMAN, RAYMOND WONG, MISAHIRO YAMAGUCHI (pp. 64-70)
Keywords:
ArticleType: General review
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1659791 Review of Trends in Insurance Securitization April 2002 to March 2003
MORTON N. LANE, ROGER G. BECKWITH (pp. 71-87)
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ArticleType: General review
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