WIT Press

Computational Finance and its Applications II

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Community E-kiosk Portal Technology On Wall Street

Author(s): J. Lawler & D. Anderson

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Management Of The Productivity Of Information And Communications Technology (ICT) In The Financial Services Industry

Author(s): J. W. Gabberty

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Collaborative Support For On-line Banking Solutions In The Financial Services Industry

Author(s): H. Krassnigg & U. Paier

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Time Value Of The Internet Banking Adoption And Customer Trust

Author(s): Y. T. Chang

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Financial Assurance Program For Incidents Induced By Internet-based Attacks In The Financial Services Industry

Author(s): B. G. Raggad

Pages: 9 Page Range: 0 - 0 Size: 456 kb Price: Free (open access)

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An Innovative Interdisciplinary Curriculum In Financial Computing For The Financial Services Industry

Author(s): A. Joseph & D. Anderson

Pages: 10 Page Range: 0 - 0 Size: 411 kb Price: Free (open access)

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Critical Success Factors In Planning For Web Services In The Financial Services Industry

Author(s): H. Howell-Barber & J. Lawler

Pages: 12 Page Range: 0 - 0 Size: 454 kb Price: Free (open access)

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Integrated Equity Applications After Sarbanes–Oxley

Author(s): O. Criner & E. Kindred

Pages: 10 Page Range: 0 - 0 Size: 661 kb Price: Free (open access)

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C++ Techniques For High Performance Financial Modelling

Author(s): Q. Liu

Pages: 8 Page Range: 0 - 0 Size: 428 kb Price: Free (open access)

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Solving Nonlinear Financial Planning Problems With 109 Decision Variables On Massively Parallel Architectures

Author(s): J. Gondzio & A. Grothey

Pages: 11 Page Range: 0 - 0 Size: 414 kb Price: Free (open access)

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Mean-variance Hedging Strategies In Discrete Time And Continuous State Space

Author(s): O. L. V. Costa, A. C. Maiali & A. de C. Pinto

Pages: 10 Page Range: 0 - 0 Size: 412 kb Price: Free (open access)

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The More Transparent, The Better – Evidence From Chinese Markets

Author(s): Z. Wang

Pages: 10 Page Range: 0 - 0 Size: 485 kb Price: Free (open access)

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Herd Behaviour As A Source Of Volatility In Agent Expectations

Author(s): M. Bowden & S. McDonald

Pages: 11 Page Range: 0 - 0 Size: 507 kb Price: Free (open access)

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A Monte Carlo Study For The Temporal Aggregation Problem Using One Factor Continuous Time Short Rate Models

Author(s): Y. C. Lin

Pages: 9 Page Range: 0 - 0 Size: 419 kb Price: Free (open access)

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Contingent Claim Valuation With Penalty Costs On Short Selling Positions

Author(s): O. L. V. Costa & E. V. Queiroz Filho

Pages: 10 Page Range: 0 - 0 Size: 399 kb Price: Free (open access)

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Geometric Tools For The Valuation Of Performance-dependent Options

Author(s): T. Gerstner & M. Holtz

Pages: 10 Page Range: 0 - 0 Size: 439 kb Price: Free (open access)

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Optimal Exercise Of Russian Options In The Binomial Model

Author(s): R. W. Chen & B. Rosenberg

Pages: 11 Page Range: 0 - 0 Size: 424 kb Price: Free (open access)

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Exotic Option, Stochastic Volatility And Incentive Scheme

Author(s): J. Tang & S. S.-T. Yau

Pages: 10 Page Range: 0 - 0 Size: 489 kb Price: Free (open access)

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Applying Design Patterns For Web-based Derivatives Pricing

Author(s): V. Papakostas, P. Xidonas, D. Askounis & J. Psarras

Pages: 10 Page Range: 0 - 0 Size: 342 kb Price: Free (open access)

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Applications Of Penalized Binary Choice Estimators With Improved Predictive Fit

Author(s): D. J. Miller &W.-H. Liu

Pages: 10 Page Range: 0 - 0 Size: 424 kb Price: Free (open access)

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The Use Of Quadratic Filter For The Estimation Of Time-varying β

Author(s): M. Gastaldi, A. Germani & A. Nardecchia

Pages: 10 Page Range: 0 - 0 Size: 584 kb Price: Free (open access)

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Forecast Of The Regional EC Development Through An ANN Model With A Feedback Controller

Author(s): G. Jianquan, Fankun, T. Bingyong, B. Shi & Y. Jianzheng

Pages: 10 Page Range: 0 - 0 Size: 607 kb Price: Free (open access)

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The Impact Of The Futures Market On Spot Volatility: An Analysis In Turkish Derivatives Markets

Author(s): H. Baklaci & H. Tutek

Pages: 10 Page Range: 0 - 0 Size: 425 kb Price: Free (open access)

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A Valuation Model Of Credit-rating Linked Coupon Bond Based On A Structural Model

Author(s): K. Yahagi & K. Miyazaki

Pages: 10 Page Range: 0 - 0 Size: 504 kb Price: Free (open access)

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Dynamics Of The Top Of The Order Book In A Global FX Spot Market

Author(s): E. Howorka & A. B. Schmidt

Pages: 10 Page Range: 0 - 0 Size: 442 kb Price: Free (open access)

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Seasonal Behaviour Of The Volatility On European Stock Markets

Author(s): L. Jordán Sales, R. Mª. Cáceres Apolinario, O. Maroto Santana & A. Rodríguez Caro

Pages: 9 Page Range: 0 - 0 Size: 432 kb Price: Free (open access)

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Simulating A Digital Business Ecosystem

Author(s): M. Petrou, S. Gautam & K. N. Giannoutakis

Pages: 11 Page Range: 0 - 0 Size: 461 kb Price: Free (open access)

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Customer Loyalty Analysis Of A Commercial Bank Based On A Structural Equation Model

Author(s): H. Chi, Y. Zhang & J.-J. Wang

Pages: 10 Page Range: 0 - 0 Size: 508 kb Price: Free (open access)

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Do Markets Behave As Expected? Empirical Test Using Both Implied Volatility And Futures Prices For The Taiwan Stock Market

Author(s): A.-P. Chen, H.-Y. Chiu, C.-C. Sheng & Y.-H. Huang

Pages: 10 Page Range: 0 - 0 Size: 414 kb Price: Free (open access)

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The Simulation Of News And Insiders’ Influence On Stock-market Price Dynamics In A Non-linear Model

Author(s): V. Romanov, O. Naletova, E. Pantileeva & A. Federyakov

Pages: 10 Page Range: 0 - 0 Size: 600 kb Price: Free (open access)

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T-outlier And A Novel Dimensionality Reduction Framework For High Dimensional Financial Time Series

Author(s): D. Wang, P. J. Fortier, H. E. Michel & T. Mitsa

Pages: 12 Page Range: 0 - 0 Size: 551 kb Price: Free (open access)

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Integrating Elements In An I-DSS For Portfolio Management In The Mexican Market

Author(s): M. A. Osorio, A. Sánchez & M. A. Gómez

Pages: 10 Page Range: 0 - 0 Size: 1,119 kb Price: Free (open access)

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Timing Inconsistencies In The Calculation Of Funds Of Funds Net Asset Value

Author(s): C. Louargant, L. Neuberg & V. Terraza

Pages: 8 Page Range: 0 - 0 Size: 467 kb Price: Free (open access)

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Strategic Asset Allocation Using Quadratic Programming With Case Based Reasoning And Intelligent Agents

Author(s): E. Falconer, A. Usoro, M. Stansfield & B. Lees

Pages: 10 Page Range: 0 - 0 Size: 573 kb Price: Free (open access)

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Heuristic Approaches To Realistic Portfolio Optimisation

Author(s): F. Busetti

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Selection Of An Optimal Portfolio With Stochastic Volatility And Discrete Observations

Author(s): N. V. Batalova, V. Maroussov &F. G. Viens

Pages: 10 Page Range: 0 - 0 Size: 712 kb Price: Free (open access)

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Monte Carlo Risk Management

Author(s): M. Di Pierro & A. Nandy

Pages: 9 Page Range: 0 - 0 Size: 439 kb Price: Free (open access)

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Path Dependent Options: The Case Of High Water Mark Provision For Hedge Funds

Author(s): Z. Li & S. S.-T. Yau

Pages: 8 Page Range: 0 - 0 Size: 362 kb Price: Free (open access)

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Macroeconomic Time Series Prediction Using Prediction Networks And Evolutionary Algorithms

Author(s): P. Forsberg & M. Wahde

Pages: 9 Page Range: 0 - 0 Size: 376 kb Price: Free (open access)

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Power Coefficient – A Non-parametric Indicator For Measuring The Time Series Dynamics

Author(s): B. Pecar

Pages: 9 Page Range: 0 - 0 Size: 458 kb Price: Free (open access)

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Computational Finance and its Applications II


Transaction

WIT Transactions on Modelling and Simulation

Volume

43

Print ISBN

978-1-84564-174-0

Edited By

M. COSTANTINO, Royal Bank of Scotland Financial Markets, UK and C.A. Brebbia, Wessex Institute of Technology, UK

Online ISSN

1743-355X

Published

2006

Pages

448