Financial Engineering and Applications    (FEA 2003)

July 2 – 4, 2003
Banff, Canada
Editor(s): M.H. Hamza
121 pages
Other Years:

Abstracts may contain minor errors and formatting inconsistencies.
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Track Modelling FreeSubscription
401-028 Financial Modelling using Social Programming
M.S. Voss and J.C. Howland III (USA)
Abstract
401-029 Modeling the Retailer Profitability in the Electricity Market for Strategic Financial Planning
A. Gandelli, A. Gianaschi, S. Marchi, and R.E. Zich (Italy)
Abstract
401-035 Hedging through Multi-resolution Analysis Methods in the Wholesale Electricity Market
A. Gandelli, S. Marchi, and R.E. Zich (Italy)
Abstract
Track Derivatives FreeSubscription
401-005 A Frequency Distribution Approach to Valuing Mortgage Commitment Risk
E.H. Neave and S. Slavinsky (Canada)
Abstract
401-022 The Term Structure of Interest Rates in a Markov Setting
R.J. Elliott and C.A. Wilson (Canada)
Abstract
401-023 Convertible Bonds with Call Notice Periods
A.J. Grau, P.A. Forsyth, and K.R. Vetzal (Canada)
Abstract
401-025 Selfsimilar Additive Processes and Financial Modeling
C.A. Nolder (USA)
Abstract
Track Securities and Risk FreeSubscription
401-016 Micro Finance Determinants of Non-traditional Debt Financing
L.V.L.N. Sarma (Malaysia), M. Thenmozhi, and S.K. Preeti (India)
Abstract
401-020 Volatility Forecasting and Value at Risk
P. Sadorsky (Canada)
Abstract
401-032 The Effect of Shock Events on Shareholders Value
M. Ferretti and E. Ziccardi (Italy)
Abstract
401-036 The Valuation of Corporate Liabilities
J. Ericsson (Canada) and J. Reneby (Sweden)
Abstract
Track Finance and Valuation FreeSubscription
401-024 The Determinants of Foreign Direct Investment: An Empirical Examination
B.N. Jeon (USA) and S.S. Rhee (Korea)
Abstract
401-034 Complexity of the Ritchken-Trevor-Cakici-Topyan GARCH Option Pricing Algorithm
Y.-D. Lyuu and C.-N. Wu (Taiwan)
Abstract
Abstracts may contain minor errors and formatting inconsistencies.
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Rates (USD):   $39.00 (Hardcopy) ;  $36.00 (Online) ;  N/A (CD)

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Hard Copy $39.00
Online Edition $36.00
Individual Articles (Online): $40.00  
CD Subscriptions are not available for FEA 2003
ISSN: N/A ;
ISBN: 0-88986-370-9 ;

The topics covered in this publication include: modelling; securities and risk; derivatives; and finance and valuation.

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