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  • Articles  (678)
  • Blackwell Publishing Ltd  (678)
  • American Meteorological Society
  • International Union of Crystallography
  • Springer Nature
  • Springer Science + Business Media
  • 2000-2004  (166)
  • 1975-1979  (296)
  • 1960-1964  (216)
  • Sociology  (547)
  • Mathematics  (131)
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  • Articles  (678)
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  • 1
    Electronic Resource
    Electronic Resource
    PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS (2002)
    Oxford, UK : Blackwell Publishing Ltd
    Mathematical finance 12 (2002), S. 0 
    Details
    ISSN: 1467-9965
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Mathematics , Economics
    Notes: This paper provides a numerically accurate and computationally fast approximation to the prices of European options on coupon-bearing instruments that is applicable to the entire family of affine term structure models. Exploiting the typical shapes of the conditional distributions of the risk factors in affine diffusions, we show that one can reliably compute the relevant probabilities needed for pricing options on coupon-bearing instruments by the same Fourier inversion methods used in the pricing of options on zero-coupon bonds. We apply our theoretical results to the pricing of options on coupon bonds and swaptions, and the calculation of “expected exposures” on swap books. As an empirical illustration, we compute the expected exposures implied by several affine term structure models fit to historical swap yields.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/j.1467-9965.2002.tb00132.x
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  • 2
    Electronic Resource
    Electronic Resource
    PARTIAL HEDGING IN A STOCHASTIC VOLATILITY ENVIRONMENT (2002)
    Oxford, UK : Blackwell Publishing Ltd
    Mathematical finance 12 (2002), S. 0 
    Details
    ISSN: 1467-9965
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Mathematics , Economics
    Notes: We consider the problem of partial hedging of derivative risk in a stochastic volatility environment. It is related to state-dependent utility maximization problems in classical economics. We derive the dual problem from the Legendre transform of the associated Bellman equation and interpret the optimal strategy as the perfect hedging strategy for a modified claim. Under the assumption that volatility is fast mean-reverting and using a singular perturbation analysis, we derive approximate value functions and strategies that are easy to implement and study. The analysis identifies the usual mean historical volatility and the harmonically averaged long-run volatility as important statistics for such optimization problems without further specification of a stochastic volatility model. The approximation can be improved by specifying a model and can be calibrated for the leverage effect from the implied volatility skew. We study the effectiveness of these strategies using simulated stock paths.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/j.1467-9965.2002.tb00130.x
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  • 3
    Electronic Resource
    Electronic Resource
    Editorial: teleworking (2003)
    Oxford, UK and Boston, USA : Blackwell Publishing Ltd
    New technology, work and employment 18 (2003), S. 0 
    Details
    ISSN: 1468-005X
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Sociology , Economics
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/1468-005X.00117
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  • 4
    Electronic Resource
    Electronic Resource
    What's in a name? Definitions and conceptualisations of teleworking and homeworking (2003)
    Oxford, UK and Boston, USA : Blackwell Publishing Ltd
    New technology, work and employment 18 (2003), S. 0 
    Details
    ISSN: 1468-005X
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Sociology , Economics
    Notes: Interest in paid work performed in the home increasingly focuses on the concept of telework but debate over definitions continues. This paper discusses aspects of this debate and argues that project-specific definitions are useful and inevitable. The assertion that a single definition should be used by all research in this area is challenged.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/1468-005X.00118
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  • 5
    Electronic Resource
    Electronic Resource
    Knowledge work in distributed environments: issues and illusions (2003)
    Oxford, UK and Boston, USA : Blackwell Publishing Ltd
    New technology, work and employment 18 (2003), S. 0 
    Details
    ISSN: 1468-005X
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Sociology , Economics
    Notes: Although Finland is one of the most advanced and competitive economies in the world, with a sophisticated technological infrastructure, only four per cent of Finnish wage earners regard themselves as doing telework, and a further four per cent had tried telework. Empirical evidence of telework is presented in this paper.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/1468-005X.00119
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  • 6
    Electronic Resource
    Electronic Resource
    Controlling teleworkers: supervision and flexibility revisited (2003)
    Oxford, UK and Boston, USA : Blackwell Publishing Ltd
    New technology, work and employment 18 (2003), S. 0 
    Details
    ISSN: 1468-005X
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Sociology , Economics
    Notes: This article revisits the issue of control and autonomy in telework using interviews with professional, managerial and sales teleworkers in a large Canadian telecommunications company. It finds that the changes in control and autonomy are limited to restructuring of the work schedules and the differences across teleworkers are reproduced.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/1468-005X.00120
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  • 7
    Electronic Resource
    Electronic Resource
    The psychological impact of teleworking: stress, emotions and health (2003)
    Oxford, UK and Boston, USA : Blackwell Publishing Ltd
    New technology, work and employment 18 (2003), S. 0 
    Details
    ISSN: 1468-005X
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Sociology , Economics
    Notes: The paper examines the psychological impact of teleworking compared to office-based work. Results suggest a negative emotional impact of teleworking, particularly in terms of such emotions as loneliness, irritability, worry and guilt, and that teleworkers experience significantly more mental health symptoms of stress than office-workers and slightly more physical health symptoms.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/1468-005X.00121
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  • 8
    Electronic Resource
    Electronic Resource
    Remote working—altering the spatial contours of work and home in the new economy (2003)
    Oxford, UK and Boston, USA : Blackwell Publishing Ltd
    New technology, work and employment 18 (2003), S. 0 
    Details
    ISSN: 1468-005X
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Sociology , Economics
    Notes: The temporal pattern of work has changed in its daily, weekly and monthly rhythms, but so has the ‘spatiality’ of work: for some paid work is undertaken at home, or in cyberspace. Telecommuting can be used to ‘improve’ the lifestyles of long distance weekly commuters and their families.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/1468-005X.00122
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  • 9
    Electronic Resource
    Electronic Resource
    What is family friendly about the workplace in the home? The case of self-employed parents and their children (2003)
    Oxford, UK and Boston, USA : Blackwell Publishing Ltd
    New technology, work and employment 18 (2003), S. 0 
    Details
    ISSN: 1468-005X
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Sociology , Economics
    Notes: This article draws upon the narratives of self-employed parents, their partners and children in order to examine the ‘family friendliness’ of making the home a site of paid work. While not fitting narrow definitions of ‘teleworker’ the subjects daily confronted the use of space in their homes, and access to technologies there.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/1468-005X.00123
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  • 10
    Electronic Resource
    Electronic Resource
    MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY (2002)
    Oxford, UK : Blackwell Publishing Ltd
    Mathematical finance 12 (2002), S. 0 
    Details
    ISSN: 1467-9965
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Mathematics , Economics
    Notes: In this paper we analyze the long-run dynamics of the market selection process among simple trading strategies in an incomplete asset market with endogenous prices. We identify a unique surviving financial trading strategy. Investors following this strategy asymptotically gather total market wealth. This result generalizes findings by Blume and Easlcy (1992) to any complete or incomplete asset market.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/j.1467-9965.2002.tb00127.x
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