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Search Results for Collection: Centre for Financial Markets Working Papers
Now showing items 1-4 of 4
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(University College Dublin. School of Business. Centre for Financial Markets, 2010-05-24)This paper investigates the risk-return relationship in determination of housing asset pricing. In so doing, the paper evaluates behavioral hypotheses advanced by Case and Shiller (1988, 2002, 2009) in studies of boom and ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2010-06)We present an acceleration technique, effective for explicit finite difference schemes describing diffusive processes with nearly symmetric operators, called Super-Time- Stepping (STS). The technique is applied to the ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2010-06-10)A scaled self-decomposable stochastic process put forward by Carr, Geman, Madan and Yor (2007) is used to model long term equity returns and options prices. This parsimonious model is compared to a number of other ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2010-01)This study assesses prospective Asian exchange rate regimes and finds short- and longrun currency dynamics more conducive to the introduction of a common peg based on a basket of the European euro, the United States ...
Now showing items 1-4 of 4