Volume 6, Issue 3 | Mathematics and Financial Economics

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Volume 6, Issue 3

June 2012

Special Issue: Mathematics in Finance

Issue Editors:

Ulrich Horst,
Coenraad C. A. Labuschagne,
Bernt Oksendal,
Thomas Andrew McWalter

6 articles in this issue

Preface to the special issue Mathematics in Finance
David R. Taylor
OriginalPaper 11 August 2012 Pages: 153 - 153
A multiple-curve HJM model of interbank risk
Stéphane Crépey
Zorana Grbac
Hai-Nam Nguyen
OriginalPaper 25 July 2012 Pages: 155 - 190
An analysis of the Keen model for credit expansion, asset price bubbles and financial fragility
M. R. Grasselli
B. Costa Lima
OriginalPaper 03 April 2012 Pages: 191 - 210
A limit order book model for latency arbitrage
Samuel N. Cohen
Lukasz Szpruch
OriginalPaper 03 July 2012 Pages: 211 - 227
Insider trading equilibrium in a market with memory
Francesca Biagini
Yaozhong Hu
Bernt Øksendal
OriginalPaper 12 April 2012 Pages: 229 - 247
Informational inefficiency in financial markets
Dorje C. Brody
Bernhard K. Meister
Matthew F. Parry
OriginalPaper 04 June 2012 Pages: 249 - 259