Managing value-at-risk for a bond using bond put options.
- Published in:
- Computational Economics, 2007, v. 29, n. 2, p. 139, doi. 10.1007/s10614-006-9068-9
- By:
- Publication type:
- Article
Works matching IS 09277099 AND DT 2007 AND VI 29 AND IP 2
Results: 9
1
2
Valuing credit default swap in a non-homogeneous semi-Markovian rating based model.
- Published in:
- Computational Economics, 2007, v. 29, n. 2, p. 119, doi. 10.1007/s10614-006-9080-0
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- Publication type:
- Article
3
Cutting the hedge.
- Published in:
- Computational Economics, 2007, v. 29, n. 2, p. 151, doi. 10.1007/s10614-006-9069-8
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- Publication type:
- Article
4
A new modeling approach investigating the diffusion speed of mobile telecommunication services in EU-15.
- Published in:
- Computational Economics, 2007, v. 29, n. 2, p. 97, doi. 10.1007/s10614-006-9067-x
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- Publication type:
- Article
5
Solving parametric fuzzy systems of linear equations by a nonlinear programming method.
- Published in:
- Computational Economics, 2007, v. 29, n. 2, p. 107, doi. 10.1007/s10614-006-9070-2
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- Publication type:
- Article
6
Assessment of actions in a multi-actor and multicriteria framework: application to the refunding of microfinance institutions.
- Published in:
- Computational Economics, 2007, v. 29, n. 2, p. 213, doi. 10.1007/s10614-006-9079-6
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- Publication type:
- Article
7
What is at stake in the construction and use of credit scores?
- Published in:
- Computational Economics, 2007, v. 29, n. 2, p. 159, doi. 10.1007/s10614-006-9083-x
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- Publication type:
- Article
8
Clustering by kernel density.
- Published in:
- Computational Economics, 2007, v. 29, n. 2, p. 199, doi. 10.1007/s10614-006-9078-7
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- Publication type:
- Article
9
Business cycle and corporate failure in France: Is there a link?
- Published in:
- Computational Economics, 2007, v. 29, n. 2, p. 173, doi. 10.1007/s10614-006-9077-8
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- Publication type:
- Article