Risk-Neutral Valuation of Real Estate Derivatives.
- Published in:
- Journal of Derivatives, 2015, v. 23, n. 1, p. 89, doi. 10.3905/jod.2015.23.1.089
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2015 AND VI 23 AND IP 1
Results: 8
1
2
Corporate Vulnerability Index as a Fear Gauge? Exploring the Contagion Effect between U.S. and Korean Markets.
- Published in:
- Journal of Derivatives, 2015, v. 23, n. 1, p. 73, doi. 10.3905/jod.2015.23.1.073
- By:
- Publication type:
- Article
3
Pricing TARNs Using a Finite Difference Method.
- Published in:
- Journal of Derivatives, 2015, v. 23, n. 1, p. 62, doi. 10.3905/jod.2015.23.1.062
- By:
- Publication type:
- Article
4
Estimating Option-Implied Risk-Neutral Densities: A Novel Parametric Approach.
- Published in:
- Journal of Derivatives, 2015, v. 23, n. 1, p. 41, doi. 10.3905/jod.2015.23.1.041
- By:
- Publication type:
- Article
5
Interest Rates and Credit Spread Dynamics.
- Published in:
- Journal of Derivatives, 2015, v. 23, n. 1, p. 25, doi. 10.3905/jod.2015.23.1.025
- By:
- Publication type:
- Article
6
A GARCH Parameterization of the Volatility Surface.
- Published in:
- Journal of Derivatives, 2015, v. 23, n. 1, p. 9, doi. 10.3905/jod.2015.23.1.009
- By:
- Publication type:
- Article
7
A LETTER FROM THE EXECUTIVE DIRECTOR OF THE INTERNATIONAL ASSOCIATION FOR QUANTITATIVE FINANCE (IAQF).
- Published in:
- 2015
- By:
- Publication type:
- Letter
8
Untitled.
- Published in:
- Journal of Derivatives, 2015, v. 23, n. 1, p. 1
- By:
- Publication type:
- Article