50 Years On: Are Derivatives a "Product from Hell"? Historical Perspectives on 30 Cases of Derivatives Losses.
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- Journal of Derivatives, 2022, v. 29, n. 5, p. 99, doi. 10.3905/jod.2022.1.162
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- Article
Works matching IS 10741240 AND DT 2022 AND VI 29 AND IP 5
Results: 7
1
2
SOFR Term Rates from Treasury Repo Pricing.
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- Journal of Derivatives, 2022, v. 29, n. 5, p. 83, doi. 10.3905/jod.2022.1.153
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- Article
3
Delta-Gamma-Like Hedging with Transaction Cost under Reinforcement Learning Technique.
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- Journal of Derivatives, 2022, v. 29, n. 5, p. 60, doi. 10.3905/jod.2022.1.156
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- Publication type:
- Article
4
A Bayesian View on Autocallable Pricing and Risk Management.
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- Journal of Derivatives, 2022, v. 29, n. 5, p. 40, doi. 10.3905/jod.2022.1.161
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- Publication type:
- Article
5
Wavelet Multiscale and Spillover Analyses of Volatility and Correlation.
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- Journal of Derivatives, 2022, v. 29, n. 5, p. 20, doi. 10.3905/jod.2022.1.155
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- Publication type:
- Article
6
Simplified Option Price Derivations.
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- Journal of Derivatives, 2022, v. 29, n. 5, p. 9, doi. 10.3905/jod.2022.1.160
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- Article
7
Untitled.
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- Journal of Derivatives, 2022, v. 29, n. 5, p. 1, doi. 10.3905/jod.2022.29.5.001
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- Publication type:
- Article