The Pricing of Default-free Interest Rate Cap, Floor, and Collar Agreements.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1991, v. 46, n. 5, p. 1879, doi. 10.1111/j.1540-6261.1991.tb04647.x
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- Publication type:
- Article
Works matching AU Crouhy, Michel
Results: 11
1
2
Optimal Hedging under Intertemporally Dependent Preferences.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1990, v. 45, n. 4, p. 1315, doi. 10.1111/j.1540-6261.1990.tb02440.x
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- Publication type:
- Article
3
DISCUSSION.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1987, v. 42, n. 3, p. 739, doi. 10.1111/j.1540-6261.1987.tb04582.x
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- Publication type:
- Article
4
Are Banks Special?.
- Published in:
- Quarterly Journal of Finance, 2018, v. 8, n. 4, p. N.PAG, doi. 10.1142/S2010139218400049
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- Publication type:
- Article
5
The Subprime Credit Crisis of 2007.
- Published in:
- Journal of Derivatives, 2008, v. 16, n. 1, p. 81, doi. 10.3905/jod.2008.710899
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- Publication type:
- Article
6
Insuring versus Self-Insuring Operational Risk: Viewpoints of Depositors and Shareholders.
- Published in:
- Journal of Derivatives, 2004, v. 12, n. 2, p. 51, doi. 10.3905/jod.2004.450968
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- Publication type:
- Article
7
The Settlement Day Effect in the French Bourse.
- Published in:
- Journal of Financial Services Research, 1993, v. 6, n. 4, p. 417, doi. 10.1007/BF01046078
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- Publication type:
- Article
8
Changes in the Structure and Dynamics of European Securities Markets.
- Published in:
- Financial Analysts Journal, 1996, v. 52, n. 3, p. 37, doi. 10.2469/faj.v52.n3.1994
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- Publication type:
- Article
9
Common Errors in the Valuation of Warrants and Options on Firms with Warrants.
- Published in:
- Financial Analysts Journal, 1991, v. 47, n. 5, p. 89, doi. 10.2469/faj.v47.n5.89
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- Publication type:
- Article
10
Stochastic equity volatility related to the leverage effect.
- Published in:
- Applied Mathematical Finance, 1994, v. 1, n. 1, p. 63, doi. 10.1080/13504869400000004
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- Publication type:
- Article
11
The impact of FinTech on reshaping the financial landscape: A perspective.
- Published in:
- Journal of Risk Management in Financial Institutions, 2025, v. 18, n. 3, p. 202
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- Publication type:
- Article