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recent developments in demand theory with incomplete markets …

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Haiss, Peter R.; Sammer, Bernhard; Gartner, Martin; … - New Trends in Asset Management: Exploring the … - 2010

The 27th SUERF Colloquium in Munich in June 2008: New Trends in Asset Management: Exploring the Implications was already topical in the Summer of 2008. The subsequent dramatic events in the Autumn of 2008 made the presentations in Munich even more relevant to investors and bankers that want to...

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The Art of Quantitative Finance Vol.2 : Volatilities, Stochastic Analysis and Valuation Tools

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Volatilities -- Extensions of the Black-Scholes theory to other types of options (futures options, currency options … volatilities in capital markets. Furthermore, he illustrates how to apply and extend the Black-Scholes theory to several fields in …

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The rise of rentier capitalism and the financialization of real sectors in developing countries

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Financial markets with volatility uncertainty

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Macro-financial volatility under dispersed information

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Financial frictions and fluctuations in volatility

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Financial frictions and fluctuations in volatility

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