Items Authored/Edited by Macrina, A

Up a level
Export as [feed] Atom [feed] RSS
Group by: Item Type | Date | No Grouping
Number of items: 12.

Article

Filipović, D; Hughston, L P and Macrina, A. 2012. Conditional Density Models for Asset Pricing. International Journal of Theoretical and Applied Finance, 15(1), 1250002. ISSN 0219-0249 [Article]

Hughston, L P and Macrina, A. 2012. Pricing Fixed-Income Securities in an Information-Based Framework. Applied Mathematical Finance, 19(4), pp. 361-379. ISSN 1350-486X [Article]

Hoyle, E; Hughston, L P and Macrina, A. 2011. Lévy Random Bridges and the Modelling of Financial Information. Stochastic Processes and their Applications, 121(4), pp. 856-884. ISSN 0304-4149 [Article]

Brody, D C; Hughston, L P and Macrina, A. 2008. Dam Rain and Cumulative Gain. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 464(2095), pp. 1801-1822. ISSN 1364-5021 [Article]

Brody, D C; Hughston, L P and Macrina, A. 2008. Information-Based Asset Pricing. International Journal of Theoretical and Applied Finance, 11(1), pp. 107-142. ISSN 0219-0249 [Article]

Book Section

[img]
Preview
Brody, D C; Hughston, L P and Yang, X. 2022. On the Pricing of Storable Commodities. In: Dorje C Brody; L P Hughston and A Macrina, eds. Financial Informatics: An Information-Based Approach to Asset Pricing. Singapore: World Scientific Publishing Company. ISBN 9789811246487 [Book Section]

[img]
Preview
Hoyle, E; Hughston, L P and Macrina, A. 2015. Stable-1/2 bridges and Insurance. In: A Palczewski and L Stettner, eds. Advances in Mathematics of Finance. Warsaw, Poland: Banach Center Publications, Volume 104, Institute of Mathematics, Polish Academy of Sciences, pp. 95-120. [Book Section]

Brody, D C; Hughston, L P and Macrina, A. 2011. Modelling Information Flows in Financial Markets. In: G Di Nunno and B Øksendal, eds. Advanced Mathematical Methods for Finance. Berlin: Springer-Verlag, pp. 133-154. ISBN 9783642184116 [Book Section]

Brody, D C; Hughston, L P and Macrina, A. 2010. Credit Risk, Market Sentiment and Randomly-Timed Default. In: D Crisan, ed. Stochastic Analysis 2010. Berlin: Springer-Verlag, pp. 267-280. ISBN 9783642153570 [Book Section]

Hughston, L P and Macrina, A. 2010. Discrete-Time Interest-Rate Modelling. In: M Ruzhansky and J Wirth, eds. Progress in Analysis and its Applications: Proceedings of the 7th International ISAAC Congress. Singapore: World Scientific Publishing Company, pp. 417-423. ISBN 9789814313162 [Book Section]

Hughston, L P and Macrina, A. 2008. Information, Inflation, and Interest. In: L Stettner, ed. Advances in Mathematics of Finance. Warsaw, Poland: Banach Center Publications, Institute of Mathematics, Polish Academy of Sciences, pp. 117-138. [Book Section]

Edited Book

Brody, D C; Hughston, L P and Macrina, A, eds. 2022. Financial Informatics: An Information-Based Approach to Asset Pricing. Singapore: World Scientific Publishing Company. ISBN 9811246483; 9789811246487 [Edited Book]

This list was generated on Sun Jun 16 03:42:01 2024 BST.