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Volumn , Issue , 2004, Pages 509-523

Qualitative Dimensions in Finance and Risk Management Research

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EID: 33644870785     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1016/B978-008043972-3/50032-3     Document Type: Chapter
Times cited : (9)

References (19)
  • 1
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    • J. Adams (1995) Risk. London: UCL Press
    • (1995) Risk
    • Adams, J.1
  • 2
    • 33745627724 scopus 로고
    • How to use the holes in Black-Scholes
    • F. Black (1989) How to use the holes in Black-Scholes. Journal of Applied Corporate Finance 1(4), 67-73.
    • (1989) Journal of Applied Corporate Finance , vol.1 , Issue.4 , pp. 67-73
    • Black, F.1
  • 7
  • 8
    • 84977709229 scopus 로고
    • The pricing of options on assets with stochastic volatilities
    • J. Hull and A. White (1987) The pricing of options on assets with stochastic volatilities. Journal of Finance 42(2), 281-300.
    • (1987) Journal of Finance , vol.42 , Issue.2 , pp. 281-300
    • Hull, J.1    White, A.2
  • 11
    • 85145114778 scopus 로고    scopus 로고
    • Roundtable discussion on ‘The limits of VaR and risk modelling’
    • W. Margrabe (1998) Roundtable discussion on ‘The limits of VaR and risk modelling’. Derivatives Strategy 3(2), 27.
    • (1998) Derivatives Strategy , vol.3 , Issue.2 , pp. 27
    • Margrabe, W.1
  • 12
    • 85015671067 scopus 로고    scopus 로고
    • Value at risk: implementing a risk measurement standard
    • C. Marshall and M. Siegel (1997) Value at risk: implementing a risk measurement standard. Journal of Derivatives 4(Spring), 91-110.
    • (1997) Journal of Derivatives , vol.4 , Issue.Spring , pp. 91-110
    • Marshall, C.1    Siegel, M.2
  • 13
    • 0040097481 scopus 로고    scopus 로고
    • This year's model
    • S. Paul-Choudhury (1997) This year's model. Risk 10(5), 18-23.
    • (1997) Risk , vol.10 , Issue.5 , pp. 18-23
    • Paul-Choudhury, S.1
  • 14
    • 85145145194 scopus 로고    scopus 로고
    • New York: W. W. Norton and Co
    • F. Partnoy (1997) FI.A.S.C.O. New York: W. W. Norton and Co.
    • (1997) FI.A.S.C.O.
    • Partnoy, F.1
  • 16
    • 79961004962 scopus 로고    scopus 로고
    • The world according to Nassim Taleb
    • N. Taleb (1997) The world according to Nassim Taleb. Derivatives Strategy 2(December/January), 37-40.
    • (1997) Derivatives Strategy , vol.2 , Issue.December/January , pp. 37-40
    • Taleb, N.1
  • 18
    • 0040488729 scopus 로고    scopus 로고
    • Knowing the risks: theory and practice in financial market trading
    • P. Willman, M.F. O'Creevy M. Fenton, N. Nicholson and E. Soane (2001) Knowing the risks: theory and practice in financial market trading. Human Relations 54(7), 887-910.
    • (2001) Human Relations , vol.54 , Issue.7 , pp. 887-910
    • Willman, P.1    O'Creevy, M.F.2    Nicholson, N.3    Soane, E.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.