Works matching IS 10741240 AND DT 2008 AND VI 16 AND IP 2

Results: 7

Untitled.

Published in:

Journal of Derivatives, 2008, v. 16, n. 2, p. 1

By:

Figlewski, Stephen

Publication type:

Article

Implied Correlations: Smiles or Smirks?

Published in:

Journal of Derivatives, 2008, v. 16, n. 2, p. 7, doi. 10.3905/JOD.2008.16.2.007

By:

AĞca, Şenay;
Agrawal, Deepak;
Islam, Saiyid

Publication type:

Article

A LETTER FROM THE DIRECTOR OF THE IAFE.

Published in:

Journal of Derivatives, 2008, v. 16, n. 2, p. 6

By:

Jaffe, David

Publication type:

Article

Credit Risk Model with Lagged Information.

Published in:

Journal of Derivatives, 2008, v. 16, n. 2, p. 85, doi. 10.3905/JOD.2008.16.2.085

By:

Jaewon Choi

Publication type:

Article

Optimal Derivative Strategies with Discrete Rebalancing.

Published in:

Journal of Derivatives, 2008, v. 16, n. 2, p. 67, doi. 10.3905/JOD.2008.16.2.067

By:

Branger, Nicole;
Breuer, Beate;
Schlag, Christian

Publication type:

Article

A New Approach to Comparing VaR Estimation Methods.

Published in:

Journal of Derivatives, 2008, v. 16, n. 2, p. 54

By:

Pérignon, Christopher;
Smith, Daniel R.

Publication type:

Article

Barrier Option Pricing Using Adjusted Transition Probabilities.

Published in:

Journal of Derivatives, 2008, v. 16, n. 2, p. 36, doi. 10.3905/JOD.2008.16.2.036

By:

Barone-Adesi, Giovanni;
Fusari, Nicola;
Theal, John

Publication type:

Article