nep-cfn New Economics Papers
on Corporate Finance
Issue of 2006‒07‒15
three papers chosen by
Zelia Serrasqueiro
Universidade da Beira Interior
  1. Asset Prices and asset Correlations in Illiquid Markets By Celso Brunetti
  2. Artificial Neural Network Enhanced Parametric Option Pricing By Panayiotis C. Andreou
  3. Are Indexed Bonds a Remedy for Sudden Stops$\_?$ By C. Bora Durdu,
  1. By: Celso Brunetti (Finance Johns Hopkins University)
    Keywords: Market Liquidity, Volatilities, Correlations, Asset Pricing, GMM
    JEL: G12
    Date: 2006–07–04
    URL: http://d.repec.org/n?u=RePEc:sce:scecfa:331&r=cfn
  2. By: Panayiotis C. Andreou (University of Cyprus)
    Keywords: Option pricing, implied volatilities, implied parameters, artificial neural networks, optimization
    JEL: G13 G14
    Date: 2006–07–04
    URL: http://d.repec.org/n?u=RePEc:sce:scecfa:118&r=cfn
  3. By: C. Bora Durdu, (Department of Economics University of Maryland)
    Keywords: Indexed Bonds, Degree of Indexation,
    JEL: F41 F32 E44
    Date: 2006–07–04
    URL: http://d.repec.org/n?u=RePEc:sce:scecfa:11&r=cfn
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