The SAFEX-JIBAR Market Models
Victor Gumbo

Pub. Date: November 29, 2012   DOI: 10.4236/jmf.2012.24035

From Dynamic Linear Evaluation Rule to Dynamic CAPM in a Fractional Brownian Motion Environment
Qing Zhou, Chao Li

Pub. Date: November 23, 2012   DOI: 10.4236/jmf.2012.24034

CreditGrades Framework within Stochastic Covariance Models
Marcos Escobar, Hamidreza Arian, Luis Seco

Pub. Date: November 21, 2012   DOI: 10.4236/jmf.2012.24033

Closed-Form Approximate Solutions of Window Barrier Options with Term-Structure Volatility and Interest Rates Using the Boundary Integral Method
Yi-Long Hsiao

Pub. Date: November 21, 2012   DOI: 10.4236/jmf.2012.24032

The Malliavin Derivative and Application to Pricing and Hedging a European Exchange Option
Sure Mataramvura

Pub. Date: November 19, 2012   DOI: 10.4236/jmf.2012.24031