Print	Paper Details	Copy
03-128	Peter Weigel Implied Kernel Models	PDF
03-127	Peter Weigel A Note on Optimal Calibration of the Libor Market Model to the Correlations	PDF
03-126	Gianluca Fusai, Emanuele Amerio and Antonio Vulcano Pricing of Implied Volatility Derivatives	PDF
03-125	Stewart D. Hodges, Robert G. Tompkins and William T. Ziemba The Favorite/Long-shot Bias in S&P 500 and FTSE 100 Index Futures Options: The Return to Bets and the Cost of Insurance	PDF
03-124	Iliana Anagnou, Mascia Bedendo, Stewart Hodges and Robert Tompkins Forecasting Accuracy of Implied and GARCH-Based Probability Density Functions	PDF
03-123	Vasiliki D. Skintzi, George Skiadopoulos and Apostolos-Paul N. Refenes The Effect of Mis-Estimating of Correlation on Value-at-Risk. In: The Journal of Alternative Investments, Spring 2005, Vol. 7, No. 4: pp. 66-82.	PDF
03-122	Iliana Anagnou-Basioudis and Stewart Hodges Derivatives Hedging and Volatility Errors	PDF
03-121	Eric Bouyé and Mark Salmon Dynamic Copula Quantile Regressions and Tail Area Dynamic Dependence in Forex Markets	PDF

• ^^^ Back to top ^^^