Quantitative Finance Vol 6 Issue 4 (Aug 2006)

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Quantitative Finance Vol 6 Issue 4 (Aug 2006)

-=Table of Contents=- [http://journalsonline.tandf.co.uk/openurl.asp?genre=article&id=doi:10.1080/14697680600760753|Intelligent finance?an emerging direction] - Heping Pan, Didier Sornette, Kenneth Kortanek [http://journalsonline.tandf.co.uk/openurl.asp?genre=article&id=doi:10.1080/14697680600699894|Short-term market reaction after extreme price changes of liquid stocks] - Ádám G. Zawadowski, György Andor, János Kertész [http://journalsonline.tandf.co.uk/openurl.asp?genre=article&id=doi:10.1080/14697680600680555|Analysis of drawdowns and drawups in the US$ interest-rate market] - Riccardo Rebonato and Valerio Gaspari [http://journalsonline.tandf.co.uk/openurl.asp?genre=article&id=doi:10.1080/14697680600690331|Barrier options and their static hedges: simple derivations and extensions] - Rolf Poulsen [http://journalsonline.tandf.co.uk/openurl.asp?genre=article&id=doi:10.1080/14697680600724775|The square-root process and Asian options] - Angelos Dassios and Jayalaxshmi Nagaradjasarma [http://journalsonline.tandf.co.uk/openurl.asp?genre=article&id=doi:10.1080/14697680600696312|Efficient hybrid methods for portfolio credit derivatives] - H. Zheng [http://journalsonline.tandf.co.uk/openurl.asp?genre=article&id=doi:10.1080/14697680600702045|The robustness of modified unit root tests in the presence of GARCH] - Steven Cook Further information available at the [http://journalsonline.tandf.co.uk/link.asp?id=111405|Journal Home Page]. {content id=75}

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