| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Chapter 1 An Introduction to Financial Asset Pricing
|
Jarrow, Robert A.
|
|
2007
|
15 |
C |
p. 13-69
57 p.
|
article
|
| 2 |
Chapter 23 Asset Allocation with Multivariate Non-Gaussian Returns
|
Madan, Dilip B.
|
|
2007
|
15 |
C |
p. 949-969
21 p.
|
article
|
| 3 |
Chapter 10 Calculating Portfolio Credit Risk
|
Glasserman, Paul
|
|
2007
|
15 |
C |
p. 437-470
34 p.
|
article
|
| 4 |
Chapter 8 Discrete Barrier and Lookback Options
|
Kou, S.G.
|
|
2007
|
15 |
C |
p. 343-373
31 p.
|
article
|
| 5 |
Chapter 22 Duality Theory and Approximate Dynamic Programming for Pricing American Options and Portfolio Optimization
|
Haugh, Martin B.
|
|
2007
|
15 |
C |
p. 925-948
24 p.
|
article
|
| 6 |
Chapter 19 Dynamic Portfolio Choice and Risk Aversion
|
Skiadas, Costis
|
|
2007
|
15 |
C |
p. 789-843
55 p.
|
article
|
| 7 |
Chapter 16 Economic Credit Capital Allocation and Risk Contributions
|
Mausser, Helmut
|
|
2007
|
15 |
C |
p. 681-726
46 p.
|
article
|
| 8 |
Chapter 18 Financial Engineering: Applications in Insurance
|
Boyle, Phelim
|
|
2007
|
15 |
C |
p. 763-786
24 p.
|
article
|
| 9 |
Chapter 12 Incomplete Markets
|
Staum, Jeremy
|
|
2007
|
15 |
C |
p. 511-563
53 p.
|
article
|
| 10 |
Chapter 2 Jump-Diffusion Models for Asset Pricing in Financial Engineering
|
Kou, S.G.
|
|
2007
|
15 |
C |
p. 73-116
44 p.
|
article
|
| 11 |
Chapter 24 Large Deviation Techniques and Financial Applications
|
Boyle, Phelim
|
|
2007
|
15 |
C |
p. 971-1000
30 p.
|
article
|
| 12 |
Chapter 17 Liquidity Risk and Option Pricing Theory
|
Jarrow, Robert A.
|
|
2007
|
15 |
C |
p. 727-762
36 p.
|
article
|
| 13 |
Chapter 3 Modeling Financial Security Returns Using Lévy Processes
|
Wu, Liuren
|
|
2007
|
15 |
C |
p. 117-162
46 p.
|
article
|
| 14 |
Chapter 20 Optimization Methods in Dynamic Portfolio Management
|
Birge, John R.
|
|
2007
|
15 |
C |
p. 845-865
21 p.
|
article
|
| 15 |
Chapter 13 Option Pricing: Real and Risk-Neutral Distributions
|
Constantinides, George M.
|
|
2007
|
15 |
C |
p. 565-591
27 p.
|
article
|
| 16 |
Chapter 4 Pricing with Wishart Risk Factors
|
Gourieroux, Christian
|
|
2007
|
15 |
C |
p. 163-182
20 p.
|
article
|
| 17 |
Chapter 15 Queuing Theoretic Approaches to Financial Price Fluctuations
|
Bayraktar, Erhan
|
|
2007
|
15 |
C |
p. 637-677
41 p.
|
article
|
| 18 |
Chapter 21 Simulation Methods for Optimal Portfolios
|
Detemple, Jérôme
|
|
2007
|
15 |
C |
p. 867-923
57 p.
|
article
|
| 19 |
Chapter 6 Spectral Methods in Derivatives Pricing
|
Linetsky, Vadim
|
|
2007
|
15 |
C |
p. 223-299
77 p.
|
article
|
| 20 |
Chapter 9 Topics in Interest Rate Theory
|
Björk, Tomas
|
|
2007
|
15 |
C |
p. 377-435
59 p.
|
article
|
| 21 |
Chapter 14 Total Risk Minimization Using Monte Carlo Simulations
|
Coleman, Thomas F.
|
|
2007
|
15 |
C |
p. 593-635
43 p.
|
article
|
| 22 |
Chapter 11 Valuation of Basket Credit Derivatives in the Credit Migrations Environment
|
Bielecki, Tomasz R.
|
|
2007
|
15 |
C |
p. 471-507
37 p.
|
article
|
| 23 |
Chapter 7 Variational Methods in Derivatives Pricing
|
Feng, Liming
|
|
2007
|
15 |
C |
p. 301-342
42 p.
|
article
|
| 24 |
Chapter 5 Volatility
|
Bandi, Federico M.
|
|
2007
|
15 |
C |
p. 183-222
40 p.
|
article
|
| 25 |
Introduction to the Handbook of Financial Engineering
|
Birge, John R.
|
|
2007
|
15 |
C |
p. 3-12
10 p.
|
article
|
| 26 |
Subject Index
|
|
|
2007
|
15 |
C |
p. 1001-1014
14 p.
|
article
|
Journal description