EXACT FORMULAS FOR PRICING BONDS AND OPTIONS WHEN INTEREST RATE DIFFUSIONS CONTAIN JUMPS.
- Published in:
- Journal of Financial Research, 2005, v. 28, n. 3, p. 319, doi. 10.1111/j.1475-6803.2005.00127.x
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- Publication type:
- Article
Works matching IS 02702592 AND DT 2005 AND VI 28 AND IP 3
Results: 8
1
2
EXPONENTIAL DURATION: A MORE ACCURATE ESTIMATION OF INTEREST RATE RISK.
- Published in:
- Journal of Financial Research, 2005, v. 28, n. 3, p. 343, doi. 10.1111/j.1475-6803.2005.00128.x
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- Publication type:
- Article
3
ESTIMATING THE VALUE OF DELIVERY OPTIONS IN FUTURES CONTRACTS.
- Published in:
- Journal of Financial Research, 2005, v. 28, n. 3, p. 363, doi. 10.1111/j.1475-6803.2005.00129.x
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- Publication type:
- Article
4
AGENT BANK BEHAVIOR IN BANK LOAN SYNDICATIONS.
- Published in:
- Journal of Financial Research, 2005, v. 28, n. 3, p. 385, doi. 10.1111/j.1475-6803.2005.00130.x
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- Publication type:
- Article
5
MARKET STRUCTURE, CHANGING INCENTIVES, AND UNDERWRITER CERTIFICATION.
- Published in:
- Journal of Financial Research, 2005, v. 28, n. 3, p. 403, doi. 10.1111/j.1475-6803.2005.00131.x
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- Publication type:
- Article
6
CAN STOCK MARKET LIBERALIZATION IN EMERGING ECONOMIES MITIGATE LEGAL SYSTEMS DEFICIENCIES?
- Published in:
- Journal of Financial Research, 2005, v. 28, n. 3, p. 421, doi. 10.1111/j.1475-6803.2005.00132.x
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- Publication type:
- Article
7
TRADING COSTS OF NON-U.S. STOCKS ON THE NEW YORK STOCK EXCHANGE: THE EFFECT OF INSTITUTIONAL OWNERSHIP, ANALYST FOLLOWING, AND MARKET REGULATION.
- Published in:
- Journal of Financial Research, 2005, v. 28, n. 3, p. 439, doi. 10.1111/j.1475-6803.2005.00133.x
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- Publication type:
- Article
8
THE IMPACT OF MARKET MAKER CONCENTRATION ON ADVERSE-SELECTION COSTS FOR NASDAQ STOCKS.
- Published in:
- Journal of Financial Research, 2005, v. 28, n. 3, p. 461, doi. 10.1111/j.1475-6803.2005.00134.x
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- Publication type:
- Article