The SAFEX-JIBAR Market Models
Victor Gumbo

J. Math. Finance Vol.2 No.4, 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

J. Math. Finance Vol.2 No.4, November 23, 2012
DOI:10.4236/jmf.2012.24034

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

J. Math. Finance Vol.2 No.4, 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

J. Math. Finance Vol.2 No.4, November 21, 2012
DOI:10.4236/jmf.2012.24032

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

J. Math. Finance Vol.2 No.4, November 19, 2012
DOI:10.4236/jmf.2012.24031