Economic Notes

Cover image for Vol. 33 Issue 3

November 2004

Volume 33, Issue 3

Pages 323–445

  1. Editorial

    1. Top of page
    2. Editorial
    3. Original Articles
    4. REVIEW ESSAY
    5. Economic Notes
    1. Editorial Proceedings of the “5th Workshop in Quantitative Finance” (pages 323–324)

      Article first published online: 13 APR 2005 | DOI: 10.1111/j.0391-5026.2004.00134.x

  2. Original Articles

    1. Top of page
    2. Editorial
    3. Original Articles
    4. REVIEW ESSAY
    5. Economic Notes
    1. Measuring and Optimizing Portfolio Credit Risk: A Copula-based Approach (pages 325–357)

      Annalisa Di Clemente and Claudio Romano

      Article first published online: 13 APR 2005 | DOI: 10.1111/j.0391-5026.2004.00135.x

    2. Bond Price and Impulse Response Function for the Balduzzi, Das, Foresi and Sundaram (1996) Model (pages 359–374)

      Martino Grasselli and Claudio Tebaldi

      Article first published online: 13 APR 2005 | DOI: 10.1111/j.0391-5026.2004.00136.x

    3. Integrated Risk Management with a Filtered Bootstrap Approach (pages 375–398)

      Claudio Marsala, Massimiliano Pallotta and Raffaele Zenti

      Article first published online: 13 APR 2005 | DOI: 10.1111/j.0391-5026.2004.00137.x

    4. Analytical American Option Pricing: The Flat-barrier Lower Bound (pages 399–413)

      Alessandro Sbuelz

      Article first published online: 13 APR 2005 | DOI: 10.1111/j.0391-5026.2004.00138.x

    5. Models of Capital Requirements in Static and Dynamic Settings (pages 415–435)

      Giacomo Scandolo

      Article first published online: 13 APR 2005 | DOI: 10.1111/j.0391-5026.2004.00139.x

  3. REVIEW ESSAY

    1. Top of page
    2. Editorial
    3. Original Articles
    4. REVIEW ESSAY
    5. Economic Notes
  4. Economic Notes

    1. Top of page
    2. Editorial
    3. Original Articles
    4. REVIEW ESSAY
    5. Economic Notes
    1. Economic Notes (page 445)

      Article first published online: 13 APR 2005 | DOI: 10.1111/j.0391-5026.2004.00141.x

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