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Showing 4 out of a total of 4 results for collection: The New Zealand Institute for the Study of Competition and Regulation · ISCR.
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The Effect of Asset Price Jumps on Consumption and Investment Decisions
Daglish, Toby
(
Te Herenga Waka—Victoria University of Wellington
,
2008
)
A Financial Metric for Comparing Volatility Models: Do Better Models Make Money?
Daglish, Toby
;
Maheu, John
;
McCurdy, Tom
(
Te Herenga Waka—Victoria University of Wellington
,
2008
)
Optimal discrete hedging in the Heston Stochastic Volatility Model
Daglish, Toby
;
Neely, Chris
(
Te Herenga Waka—Victoria University of Wellington
,
2008
)
Probability of Default as a Function of Correlation: The Problem of Non-uniqueness
Daglish, Toby
;
Li, Wei
(
Te Herenga Waka—Victoria University of Wellington
,
2008
)
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Author
Daglish, Toby (4)
Li, Wei (1)
Maheu, John (1)
McCurdy, Tom (1)
Neely, Chris (1)
Subject
asset pricing (1)
investment decisions (1)
... View More
Date Issued
2008 (4)
Has File(s)
Yes (4)