Andrew Matacz

Capital Fund Management

23 rue de l'Université

Paris, 75007

France

SCHOLARLY PAPERS

5

DOWNLOADS
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SSRN RANKINGS

Top 15,910

in Total Papers Downloads

2,963

CITATIONS
Rank 29,872

SSRN RANKINGS

Top 29,872

in Total Papers Citations

13

Scholarly Papers (5)

1.

The Leverage Effect in Financial Markets: Retarded Volatility And Market Panic

Number of pages: 12 Posted: 04 Feb 2001
Capital Fund Management, Capital Fund Management and Capital Fund Management
Downloads 838 (27,524)
Citation 41

Abstract:

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2.

Path Dependent Option Pricing: The Path Integral Partial Averaging Method

AFA 2001 New Orleans Meetings
Number of pages: 22 Posted: 23 Nov 2000
Andrew Matacz
Capital Fund Management
Downloads 599 (43,380)
Citation 3

Abstract:

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derivatives, option, path dependent, path integral

3.

Explaining the Forward Interest Rate Term Structure

Number of pages: 12 Posted: 15 Nov 1999
Andrew Matacz and Jean-Philippe Bouchaud
Capital Fund Management and Capital Fund Management
Downloads 552 (48,208)
Citation 1

Abstract:

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4.

An Empirical Investigation of the Forward Interest Rate Term Structure

Number of pages: 34 Posted: 12 Aug 1999
Jean-Philippe Bouchaud and Andrew Matacz
Capital Fund Management and Capital Fund Management
Downloads 524 (51,490)
Citation 3

Abstract:

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Financial Modeling and Option Theory with the Truncated Levy Process

International Journal of Theoretical and Applied Finance, Vol. 3, No. 1, P. 143, 2000
Number of pages: 20 Posted: 29 Jul 2000
Andrew Matacz
Capital Fund Management
Downloads 450 (61,673)
Citation 2

Abstract:

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Financial Modeling and Option Theory with the Truncated Levy Process

International Journal of Theoretical and Applied Finance, Vol. 3, No. 1, Pp. 143, 2000
Posted: 21 Apr 2000
Andrew Matacz
Capital Fund Management

Abstract:

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