Financial Crises and the Challenge of "Moral Hazard".
- Published in:
- Society, 1999, v. 36, n. 5, p. 60, doi. 10.1007/BF02686153
- By:
- Publication type:
- Article
Works matching DE "CURRENCY options"
Results: 109
1
2
Pricing Commodity Spread Options with Stochastic Term Structure of Convenience Yields and Interest Rates.
- Published in:
- Asia-Pacific Financial Markets, 2007, v. 14, n. 1/2, p. 157, doi. 10.1007/s10690-007-9057-6
- By:
- Publication type:
- Article
3
An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates.
- Published in:
- Asia-Pacific Financial Markets, 2007, v. 14, n. 1/2, p. 69, doi. 10.1007/s10690-007-9054-9
- By:
- Publication type:
- Article
4
A Note on the Term Structure of Implied Volatilities for the Yen/U.S. Dollar Currency Option.
- Published in:
- Asia-Pacific Financial Markets, 1998, v. 5, n. 3, p. 227, doi. 10.1023/A:1010041822931
- By:
- Publication type:
- Article
5
treasury .
- Published in:
- Financial Executive, 2001, v. 17, n. 4, p. 14
- Publication type:
- Article
6
A Stochastic Programming Model for Currency Option Hedging.
- Published in:
- Annals of Operations Research, 2000, v. 100, n. 1-4, p. 227, doi. 10.1023/A:1019296422231
- By:
- Publication type:
- Article
7
Currency Options in Function of Currency Risk Hedging and Speculating.
- Published in:
- Economic Analysis (0013-3213), 2012, v. 45, n. 1/2, p. 38
- By:
- Publication type:
- Article
8
The future of United Kingdom monetary union and Scottish independence.
- Published in:
- Law & Financial Markets Review, 2013, v. 7, n. 5, p. 239, doi. 10.5235/17521440.7.5.239
- By:
- Publication type:
- Article
9
ESTIMATING RISK AVERSION, RISK-NEUTRAL AND REAL-WORLD DENSITIES USING BRAZILIAN REAL CURRENCY OPTIONS.
- Published in:
- Brazilian Journal of Applied Economics / Economía Aplicada, 2012, v. 16, n. 4, p. 567, doi. 10.1590/S1413-80502012000400002
- By:
- Publication type:
- Article
10
Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian-Pacific Currency Options.
- Published in:
- Computational Economics, 2013, v. 41, n. 3, p. 327, doi. 10.1007/s10614-012-9322-2
- By:
- Publication type:
- Article
11
La dolarización en México: causas y consecuencias.
- Published in:
- Monetaria, 1982, v. 5, n. 4, p. 439
- Publication type:
- Article
12
Currency option pricing: Mean reversion and multi-scale stochastic volatility.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 10, p. 938, doi. 10.1002/fut.20452
- By:
- Publication type:
- Article
13
Who knows more about future currency volatility?
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 3, p. 270, doi. 10.1002/fut.20351
- By:
- Publication type:
- Article
14
Pricing European Asian options with skewness and kurtosis in the underlying distribution.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 6, p. 598, doi. 10.1002/fut.20324
- By:
- Publication type:
- Article
15
Intraday behavior of market depth in a competitive dealer market: A note.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 3, p. 294, doi. 10.1002/fut.20300
- By:
- Publication type:
- Article
16
Path-dependent currency options with mean reversion.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 3, p. 275, doi. 10.1002/fut.20306
- By:
- Publication type:
- Article
17
New evidence on the forward unbiasedness hypothesis in the foreign-exchange market.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 7, p. 627, doi. 10.1002/fut.20211
- By:
- Publication type:
- Article
18
Information content of cross-sectional option prices: A comparison of alternative currency option pricing models on the Japanese yen.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 1, p. 33, doi. 10.1002/fut.20177
- By:
- Publication type:
- Article
19
CANONICAL VALUATION OF OPTIONS IN THE PRESENCE OF STOCHASTIC VOLATILITY.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 1, p. 1, doi. 10.1002/fut.20140
- By:
- Publication type:
- Article
20
DISTRIBUTIONS IMPLIED BY AMERICAN CURRENCY FUTURES OPTIONS: A GHOST'S SMILE?
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 2, p. 147, doi. 10.1002/fut.10098
- By:
- Publication type:
- Article
21
THE INTERRELATION OF PRICE VOLATILITY AND TRADING VOLUME OF CURRENCY OPTIONS.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 7, p. 681, doi. 10.1002/fut.10078
- By:
- Publication type:
- Article
22
A Quadratic Method for the Calculation of Implied Volatility Using the Garman-Kohlhagen Model.
- Published in:
- Financial Analysts Journal, 1996, v. 52, n. 2, p. 61, doi. 10.2469/faj.v52.n2.1981
- By:
- Publication type:
- Article
23
THE POSSIBILITY OF CREATING A GLOBAL CURRENCY, AND THE PATH TO ITS REALIZATION.
- Published in:
- World Review of Political Economy, 2011, v. 2, n. 4, p. 553
- By:
- Publication type:
- Article
24
Dealing with multiple currencies: what options for the transitional economies of Southeast Asia?
- Published in:
- Journal of the Asia Pacific Economy, 2008, v. 13, n. 2, p. 131, doi. 10.1080/13547860801923525
- By:
- Publication type:
- Article
25
Examining the Causes and Potential Policy Responses to Emerging Market Currency Contagion.
- Published in:
- Journal of Investing, 2015, v. 24, n. 1, p. 84, doi. 10.3905/joi.2015.24.1.084
- By:
- Publication type:
- Article
26
MONETARY REGIMES : A PUBLIC CHOICE PERSPECTIVE.
- Published in:
- South African Journal of Economics, 2004, v. 72, n. 1, p. 51, doi. 10.1111/j.1813-6982.2004.tb00104.x
- By:
- Publication type:
- Article
27
The Trading Volume of Currency Options and the Spot Exchange Rate.
- Published in:
- Emerging Markets Finance & Trade, 2006, v. 42, n. 3, p. 91, doi. 10.2753/REE1540-496X420305
- By:
- Publication type:
- Article
28
A GENERAL ASSESSMENT OF THE MONETARY INTEGRATION PROCESS IN EUROPE AFTER EURO ADOPTION.
- Published in:
- Financial Studies, 2013, v. 17, n. 4, p. 35
- By:
- Publication type:
- Article
29
ФОРМИРОВАНИЕ ЭФФЕКТИВНЫХ НАЦИОНАЛЬНЫХ ИННОВАЦИОННЫХ СИСТЕМ: КОНЦЕПТУАЛЬНО-ПРАКСЕОЛОГИЧЕСКИЕ АСПЕКТЫ.
- Published in:
- Scientific Journal of Chernihiv State Institute of Economics & Management. Series 1, Economics, 2013, n. 1, p. 64
- By:
- Publication type:
- Article
30
Enhancing trend-following strategies with option selling.
- Published in:
- Quantitative Finance, 2004, v. 4, n. 1, p. C1, doi. 10.1088/1469-7688/4/1/F01
- By:
- Publication type:
- Article
31
Trend following and option writing—a surprising portfolio.
- Published in:
- Quantitative Finance, 2003, v. 3, n. 5, p. C97, doi. 10.1088/1469-7688/3/5/604
- By:
- Publication type:
- Article
32
Heterogeneous expectations, currency options and the euro/dollar.
- Published in:
- Quantitative Finance, 2002, v. 2, n. 2, p. 147, doi. 10.1088/1469-7688/2/2/306
- By:
- Publication type:
- Article
33
The information content of implied stochastic volatility from currency options.
- Published in:
- Canadian Journal of Economics, 1996, v. 29, n. 2, p. S559, doi. 10.2307/136107
- By:
- Publication type:
- Article
34
A NOTE ON CURRENCY OPTION PRICING MODELS.
- Published in:
- Journal of Business Finance & Accounting, 1985, v. 12, n. 3, p. 429, doi. 10.1111/j.1468-5957.1985.tb00844.x
- By:
- Publication type:
- Article
35
Reputation and Credibility in the European Monetary System.
- Published in:
- Economic Policy, 1991, v. 6, n. 12, p. 57, doi. 10.2307/1344449
- By:
- Publication type:
- Article
36
Valuation of Currency Options with Stochastic Interest Rates and Uncertain Exchange Rate.
- Published in:
- Ganit: Journal of Bangladesh Mathematical Society, 2024, v. 44, n. 2, p. 65, doi. 10.3329/ganit.v44i2.78533
- By:
- Publication type:
- Article
37
The Price of Options Illiquidity.
- Published in:
- Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 2, p. 789, doi. 10.1111/0022-1082.00346
- By:
- Publication type:
- Article
38
Equilibrium Valuation of Foreign Exchange Claims.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1997, v. 52, n. 2, p. 799, doi. 10.1111/j.1540-6261.1997.tb04822.x
- By:
- Publication type:
- Article
39
Efficiency Tests of the Foreign Currency Options Market.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1986, v. 41, n. 1, p. 151, doi. 10.1111/j.1540-6261.1986.tb04496.x
- By:
- Publication type:
- Article
40
Desarrollo práctico de la UTILIZACIÓN de opciones como instrumento de cobertura.
- Published in:
- Revista Contable, 2012, n. 5, p. 38
- By:
- Publication type:
- Article
41
References.
- Published in:
- 2012
- Publication type:
- Bibliography
42
Conclusions.
- Published in:
- BOFIT Discussion Papers, 2012, n. 24, p. 34
- Publication type:
- Article
43
Some illustrative applications to economic policy.
- Published in:
- BOFIT Discussion Papers, 2012, n. 24, p. 25
- Publication type:
- Article
44
An Empirical Test of Efficiency of Exchange-Traded Currency Options in India.
- Published in:
- Business & Economics Research Journal, 2015, v. 6, n. 4, p. 1
- By:
- Publication type:
- Article
45
Making Change in the New Europe: Euro Competence in Greece.
- Published in:
- Anthropological Quarterly, 2002, v. 75, n. 3, p. 591, doi. 10.1353/anq.2002.0047
- By:
- Publication type:
- Article
46
Foreign exchange option pricing in the currency cycle with jump risks.
- Published in:
- Review of Quantitative Finance & Accounting, 2015, v. 44, n. 4, p. 755, doi. 10.1007/s11156-013-0425-1
- By:
- Publication type:
- Article
47
Option volume, strike distribution, and foreign exchange rate movements.
- Published in:
- Review of Quantitative Finance & Accounting, 2008, v. 30, n. 1, p. 49, doi. 10.1007/s11156-007-0041-z
- By:
- Publication type:
- Article
48
Pricing Currency Option Based on the Extension Principle and Defuzzification via Weighting Parameter Identification.
- Published in:
- Journal of Applied Mathematics, 2013, p. 1, doi. 10.1155/2013/623945
- By:
- Publication type:
- Article
49
Do Financial Market Variables Show Indicator Properties Relative to Exchange Rate Returns?
- Published in:
- Review of World Economics, 2006, v. 142, n. 1, p. 165, doi. 10.1007/s10290-006-0061-0
- By:
- Publication type:
- Article
50
KEYNES, WHITE, AND HISTORY.
- Published in:
- Quarterly Journal of Economics, 1943, v. 58, n. 1, p. 120, doi. 10.2307/1885759
- By:
- Publication type:
- Article