OPUS at UTS: Browsing OPUS - Open Publications of UTS Scholars

Browsing "Faculty of Business" byARC/NHMRC Funded

Showing results 57 to 76 of 8066< previous next >

Issue Date	Title	Author(s)
2005-03-01	A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models	Chiarella, C; Clewlow, L; Musti, S
2003-01	A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework	Chiarella, C; Nikitopoulos Sklibosios, C
2005-01	Evaluation of American strangles	Chiarella, C; Ziogas, A
2001-01-01	Classes of interest rate models under the HJM framework	Chiarella, C; Kwon, OK
2003-12-01	The Jump Component of the Volatility Structure of Interest Rate Futures Markets: An International Comparison	Chiarella, C; Tô, TD
2001-01	Forward Rate Dependent Markovian Transformation of the Heath-Jarrow-Morton Term Structure Model	Chiarella, C; Kwon, O
2001-12-01	On filtering in Markovian term structure models: An approximation approach	Chiarella, C; Pasquali, S; Runggaldier, WJ
2002-01	On Filtering in Markovian Term Structure Models	Chiarella, C; Pasquali, S; Runggaldier, WJ; Yong, J
2003-12-01	Finite dimensional affine realisations of HJM models in terms of forward rates and yields	Chiarella, C; Kwon, OK
2002-01	Stock market, interest rate and output: a model and estimation for US time series data	Chiarella, C; Semmler, W; Mittnik, S; Zhu, P
2004-03	Inferring the forward looking equity risk premium from derivative prices	Bhar, R; Chiarella, C; Runggaldier, WJ
2001-01-01	Modelling the currency forward risk premium: A new perspective	Bhar, R; Chiarella, C; Pham, TM
2004-01	The value of the S&P 500 - a macro view of the stock market adjustment process.	Chiarella, C; Gao, S
2005-01	Merger Arbitrage and the Interaction between Target and Bidder Stocks during Takeover Bids	Kearney, C; Hutson, ER
2004-11-01	Corporate governance, insider ownership and operating performance of Australian initial public offerings	Balatbat, MCA; Taylor, SL; Walter, TS
2004-01-01	Directors’ duties and corporate governance: Have we gone too far?	Coulton, J; Taylor, S
1999-01-01	The impact of statutory sanctions on the level and information content of voluntary corporate disclosure	Brown, P; Taylor, SL; Walter, TS
2002-01-01	Option awards for Australian CEOs: The who, what and why	Coulton, J; Taylor, S
2003-01-01	Constructing the Olympic Dream: A Future Perfect Strategy of Project Management	Pitsis, TS; Clegg, SR; Marosszeky, M; Rura-Polley, T
2002-01	Managing through the future perfect tense: a project odyssey	Pitsis, TS; Clegg, SR; Marosszeky, M; Viney, H

Showing results 57 to 76 of 8066< previous next >