The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach Yoshihiro Kitamura OriginalPaper 29 April 2010 Pages: 1 - 31
Valuation of Portfolio Credit Derivatives with Default Intensities Using the Vasicek Model Jin LiangJun Mei MaQin Ji OriginalPaper 06 May 2010 Pages: 33 - 54
Empirical Study of Nikkei 225 Options with the Markov Switching GARCH Model Kiyotaka SatoyoshiHidetoshi Mitsui OriginalPaper 05 May 2010 Pages: 55 - 68
“Down-Side Risk” Probability Minimization Problem with Cox-Ingersoll-Ross’s Interest Rates Hiroaki Hata OriginalPaper 17 June 2010 Pages: 69 - 87
A Note on Utility Maximization with Unbounded Random Endowment Keita Owari OriginalPaper 19 June 2010 Pages: 89 - 103
A Multifactor Model of Credit Spreads Ramaprasad BharNedim Handzic OriginalPaper 04 July 2010 Pages: 105 - 127