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Previous Next 		Contents: Volume 18, Number 4, October 2007   [Index by Author] 

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To see an article, click its [Full Text] or [PDF] link. To review many abstracts, check the boxes to the left of the titles you want, and click the 'Get All Checked Abstract(s)' button. To see one abstract at a time, click its [Abstract] link.

Editorial Back

Rogemar S. Mamon and Paresh M. Date
Editorial
IMA Journal of Management Mathematics Advance Access published on July 16, 2007
IMA J Management Math 2007 18: 313-314; doi:10.1093/imaman/dpm029 [PDF] [Request Permissions]  

Articles Back

CH Hui, CF Lo, and KC Ku
Pricing vulnerable European options with stochastic default barriers
IMA Journal of Management Mathematics Advance Access published on May 24, 2007
IMA J Management Math 2007 18: 315-329; doi:10.1093/imaman/dpm021 [Abstract] [PDF] [Request Permissions]  

Michael Monoyios
Optimal hedging and parameter uncertainty
IMA Journal of Management Mathematics Advance Access published on May 5, 2007
IMA J Management Math 2007 18: 331-351; doi:10.1093/imaman/dpm022 [Abstract] [PDF] [Request Permissions]  

Cody B. Hyndman
Gaussian factor models—futures and forward prices
IMA Journal of Management Mathematics Advance Access published on April 26, 2007
IMA J Management Math 2007 18: 353-369; doi:10.1093/imaman/dpm019 [Abstract] [PDF] [Request Permissions]  

R. Mark Reesor and Don L. McLeish
A calibration algorithm for simulation-based pricing models
IMA Journal of Management Mathematics Advance Access published on May 24, 2007
IMA J Management Math 2007 18: 371-393; doi:10.1093/imaman/dpm020 [Abstract] [PDF] [Request Permissions]  

Yuanhua Feng, Jan Beran, and Keming Yu
Modelling financial time series with SEMIFAR–GARCH model
IMA Journal of Management Mathematics Advance Access published on May 24, 2007
IMA J Management Math 2007 18: 395-412; doi:10.1093/imaman/dpm024 [Abstract] [PDF] [Request Permissions]  

Rose Baker and Alexander Belgorodskiy
Predicting stock returns and assessing prediction performance
IMA Journal of Management Mathematics Advance Access published on May 24, 2007
IMA J Management Math 2007 18: 413-433; doi:10.1093/imaman/dpm023 [Abstract] [PDF] [Request Permissions]  

To see an article, click its [Full Text] or [PDF] link. To review many abstracts, check the boxes to the left of the titles you want, and click the 'Get All Checked Abstract(s)' button. To see one abstract at a time, click its [Abstract] link.