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Are Hedge Funds Systemically Important?
- Published in:
- Journal of Derivatives, 2012, v. 20, n. 2, p. 8, doi. 10.3905/jod.2012.20.2.008
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- Publication type:
- Article
Easy Gram--Charlier Valuations of Options.
- Published in:
- Journal of Derivatives, 2012, v. 20, n. 2, p. 79, doi. 10.3905/jod.2012.20.2.079
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- Publication type:
- Article
A Forward Shooting Grid Method for Option Pricing with Stochastic Volatility.
- Published in:
- Journal of Derivatives, 2012, v. 20, n. 2, p. 67, doi. 10.3905/jod.2012.20.2.067
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- Article
Samuelson Hypothesis and Carry Arbitrage.
- Published in:
- Journal of Derivatives, 2012, v. 20, n. 2, p. 37, doi. 10.3905/jod.2012.20.2.037
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- Article
Pricing Contingent Convertibles: A Derivatives Approach.
- Published in:
- Journal of Derivatives, 2012, v. 20, n. 2, p. 27, doi. 10.3905/jod.2012.20.2.027
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- Article
A LETTER FROM THE DIRECTOR OF THE IAFE.
- Published in:
- Journal of Derivatives, 2012, v. 20, n. 2, p. 7
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- Publication type:
- Article
Untitled.
- Published in:
- Journal of Derivatives, 2012, v. 20, n. 2, p. 1
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- Publication type:
- Article