Issue 1, April 2010
: [6]
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Collection's Items (Sorted by Submit Date in Descending order): 1 to 6 of 6
| Issue Date | Title | Author(s) |
| 2010-04 | Using Empirical Mode Decomposition to Compare Gaussian and Non-Gaussian Model of stock Price distribution | Guhathakurta, Kousik; Bhattacharya, Basabi; Chowdhury, A. Roy |
| 2010-04 | GARCH family Models under Varying Innovations | Andoh, Charles |
| 2010-04 | Reflecting on Contemporary Theories in Finance: Understanding Turmoil in Financial Markets | - |
| 2010-04 | Modeling Capital Requirements for Operational Risk in Emerging Markets'Banks | Teply, Petr; Sekhri, Vidya; Chalupka, Radovan |
| 2010-04 | An Alternate Approach to Determine Single Name CDS Spreads: Natural Extensions of the Merton Model of Corporate Default | Dubey, Rohit |
| 2010-04 | Calibrating Arbitrage Free Implied Volatility Surface with Embedded Put- Call Parity | Dutta, Tridibesh; Ghosh, Alankar |
Collection's Items (Sorted by Submit Date in Descending order): 1 to 6 of 6
