Works matching IS 10741240 AND DT 2012 AND VI 19 AND IP 4

Results: 7

Exchange Rate Market Expectations and Central Bank Policy: The Case of the Mexican Peso/U.S. Dollar from 2005-2009.

Published in:

Journal of Derivatives, 2012, v. 19, n. 4, p. 70, doi. 10.3905/jod.2012.19.4.070

By:

ABARCA, GUSTAVO LESSER;
BENAVIDES, GUILLERMO;
RANGEL, JOS&EACUTE; GONZALO

Publication type:

Article

An Average-Strike Put Option Model of the Marketability Discount.

Published in:

Journal of Derivatives, 2012, v. 19, n. 4, p. 53, doi. 10.3905/jod.2012.19.4.053

By:

FINNERTY, JOHN D.

Publication type:

Article

Implied ICA: Factor Extraction and Multiasset Derivative Pricing.

Published in:

Journal of Derivatives, 2012, v. 19, n. 4, p. 39, doi. 10.3905/jod.2012.19.4.039

By:

KUMIEGA, ANDREW;
NEURURER, THADDEUS;
VLIET, BEN VAN

Publication type:

Article

American Basket and Spread Option Pricing by a Simple Binomial Tree.

Published in:

Journal of Derivatives, 2012, v. 19, n. 4, p. 29, doi. 10.3905/jod.2012.19.4.029

By:

BOROVKOVA, S. A.;
PERMANA, F. J.;
WEIDE, J. A. M VAN DER

Publication type:

Article

Optimal Investment in Structured Bonds.

Published in:

Journal of Derivatives, 2012, v. 19, n. 4, p. 7, doi. 10.3905/jod.2012.19.4.007

By:

JESSEN, PERNILLE;
JØRGENSEN, PETER LØCHTE

Publication type:

Article

A LETTER FROM THE DIRECTOR OF THE IAFE.

Published in:

Journal of Derivatives, 2012, v. 19, n. 4, p. 6

By:

Jaffe, David

Publication type:

Article

Untitled.

Published in:

Journal of Derivatives, 2012, v. 19, n. 4, p. 1

By:

Figlewski, Stephen

Publication type:

Article