Transition Probability Matrix Methodology for Incremental Risk Charge

Transmission of distress in a bank credit network

Tremor price dynamics in the world's network of stock exchanges

True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence

Trust! Why it Has Been Lost and How to Regain It

Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior

Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves

Two stock options at the races: Black-Scholes forecasts

Two-factor capital structure models for equity and credit

Two-sided estimates for stock price distribution densities in jump-diffusion models

U.S. Core Inflation: A Wavelet Analysis

Uncertainties in estimates of the risks of late effects from space radiation

Uncertainty in the Fluctuations of the Price of Stocks

Uncovering Long Memory in High Frequency UK Futures

Uncovering the Internal Structure of the Indian Financial Market: Cross-correlation behavior in the NSE

Uncovering Volatility Dynamics in Daily REIT Returns

Understanding agent-based models of financial markets: a bottom-up approach based on order parameters and phase diagrams

Understanding the source of multifractality in financial markets

Understanding the volatility smile of options markets through microsimulation

Unemployment and inflation in Western Europe: solution by the boundary element method