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Volumn 358, Issue 1765, 2000, Pages 63-73

The use, misuse and abuse of mathematics in finance

Author keywords

Derivatives; Mathematical finance; Risk management

Indexed keywords


EID: 0348003165     PISSN: 1364503X     EISSN: None     Source Type: Journal    
DOI: 10.1098/rsta.2000.0519     Document Type: Article
Times cited : (22)

References (11)
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    • Are foreign exchange markets really efficient?
    • Alexander, C. O. & Johnson, A. 1992 Are foreign exchange markets really efficient? Economics Lett. 40, 449-453.
    • (1992) Economics Lett. , vol.40 , pp. 449-453
    • Alexander, C.O.1    Johnson, A.2
  • 4
    • 55349090832 scopus 로고    scopus 로고
    • Managing the volatility risk of derivative securities: The Lagrangian volatility model
    • Avellaneda, M. & Paras, A. 1996 Managing the volatility risk of derivative securities: the Lagrangian volatility model. Appl. Math. Finance 3, 21-53.
    • (1996) Appl. Math. Finance , vol.3 , pp. 21-53
    • Avellaneda, M.1    Paras, A.2
  • 5
    • 84953009457 scopus 로고
    • Pricing and hedging derivative securities in markets with uncertain volatilities
    • Avellaneda, M., Levy, A. & Paras, A. 1995 Pricing and hedging derivative securities in markets with uncertain volatilities. Appl. Math. Finance 2, 73-88.
    • (1995) Appl. Math. Finance , vol.2 , pp. 73-88
    • Avellaneda, M.1    Levy, A.2    Paras, A.3
  • 6
    • 85015692260 scopus 로고
    • The pricing of options and corporate liabilities
    • Black, F. & Scholes, M. 1973 The pricing of options and corporate liabilities. J. Political Economy 81, 637-659.
    • (1973) J. Political Economy , vol.81 , pp. 637-659
    • Black, F.1    Scholes, M.2
  • 8
    • 0346763030 scopus 로고    scopus 로고
    • Crash courses
    • June
    • Hua, P. & Wilmott, P. 1997 Crash courses. Risk Mag. 10(6), 64-67 (June).
    • (1997) Risk Mag. , vol.10 , Issue.6 , pp. 64-67
    • Hua, P.1    Wilmott, P.2
  • 9
    • 84963386901 scopus 로고
    • Uncertain volatility and the risk-free synthesis of derivatives
    • Lyons, T. J. 1995 Uncertain volatility and the risk-free synthesis of derivatives. Appl. Math. Finance 2, 117-133.
    • (1995) Appl. Math. Finance , vol.2 , pp. 117-133
    • Lyons, T.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.