Aestimatio: The IEB International Journal of Finance

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  Año 2012, Número 5

  • RESEARCH ARTICLES

    • Pricing variance and volatility swaps: a Monte Carlo simulation technique benchmarked to two closed-form solutions

      Pierre Rostan, Alexandra Rostan, Abderrazak Ait El Trach, Stéphane Mercier

      • Resumen
      • Texto completo

      págs. 2-27

      

    • Agricultural commodities and their Financialization

      Lucas Bernard, Alfred Greiner, Willi Semmler

      • Resumen
      • Texto completo

      págs. 8-31

      

    • Discrete affine term structure models Applied to German and Greek Government Bonds

      Vicente Jakas

      • Resumen
      • Texto completo

      págs. 58-87

      

    • The Rise of Market-oriented Banking and the Hidden Benefits of Diversification

      Christian Calmès, Raymond Théoret

      • Texto completo

      págs. 88-125

      

    • Redefined fundamental uncertainty fiscal rules, fiscal net, fiscal sustainability and emerging markets scenarios

      Aleksandr V. Gevorkyan, Arkady Gevorkyan

      • Texto completo

      págs. 126-161

      

  • LITERATURE REVIEW

    • Notes on Nonlinear Dynamics

      François-Eric Racicot

      • Texto completo

      págs. 162-221

      

  • PROFESSIONAL BRIEFINGS

    • The Importance of an Accurate Benchmark Choice: The Spanish Case

      Sofía Ruiz Campo, Manuel Monjas Barroso

      • Texto completo

      págs. 222-237

      

    • Responsible Banking the 10 principles

      Laurie Dufays

      • Texto completo

      págs. 238-269