• Forecasting Volatility of Gold Price Using Markov Regime Switching and Trading Strategy ()
  Nop Sopipan, Pairote Sattayatham, Bhusana Premanode
  Journal of Mathematical Finance Vol.2 No.1,  February 28, 2012
  DOI: 10.4236/jmf.2012.21014  10,315 Downloads   23,918 Views   Citations
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• A Skewness-Adjusted Binomial Model for Pricing Futures Options—The Importance of the Mean and Carrying-Cost Parameters ()
  Stafford Johnson, Amit Sen, Brian Balyeat
  Journal of Mathematical Finance Vol.2 No.1,  February 28, 2012
  DOI: 10.4236/jmf.2012.21013  4,832 Downloads   8,976 Views   Citations
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• Analytical Hierarchy Process and Goal Programming Approach for Asset Allocation ()
  Komlan Sedzro, Arif Marouane, Tov Assogbavi
  Journal of Mathematical Finance Vol.2 No.1,  February 28, 2012
  DOI: 10.4236/jmf.2012.21012  6,555 Downloads   13,057 Views   Citations
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• From Normal vs Skew-Normal Portfolios: FSD and SSD Rules ()
  Francesco Blasi, Sergio Scarlatti
  Journal of Mathematical Finance Vol.2 No.1,  February 28, 2012
  DOI: 10.4236/jmf.2012.21011  6,537 Downloads   11,455 Views   Citations
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• Bayesian Testing for Asset Volatility Persistence on Multivariate Stochastic Volatility Models ()
  Yong Li, Fang-Ping Peng, Hao-Feng Xu
  Journal of Mathematical Finance Vol.2 No.1,  February 28, 2012
  DOI: 10.4236/jmf.2012.21010  5,637 Downloads   10,122 Views   Citations
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• The Distribution of the Value of the Firm and Stochastic Interest Rates ()
  S. Lakshmivarahan, Shengguang Qian, Duane Stock
  Journal of Mathematical Finance Vol.2 No.1,  February 28, 2012
  DOI: 10.4236/jmf.2012.21009  4,610 Downloads   8,839 Views   Citations
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• Dynamics and Controllability of Financial Derivatives: Towards Stabilization the Global Financial Systems Crisis ()
  Murad Shibli
  Journal of Mathematical Finance Vol.2 No.1,  February 28, 2012
  DOI: 10.4236/jmf.2012.21007  5,874 Downloads   12,046 Views   Citations
  This article belongs to the Special Issue on