Pricing Basket Credit Default Swap: An Empirically-Based Simulation Study.
- Published in:
- ICFAI Journal of Derivatives Markets, 2009, v. 6, n. 1, p. 49
- By:
- Publication type:
- Article
Works matching IS 09729119 AND DT 2009 AND VI 6 AND IP 1
Results: 4
1
2
Monitoring the Upsurge of Biofuels in Commodity Futures Markets.
- Published in:
- ICFAI Journal of Derivatives Markets, 2009, v. 6, n. 1, p. 29
- By:
- Publication type:
- Article
3
Derivatives Hedging: SASOL (Pty) Ltd. as an Example.
- Published in:
- ICFAI Journal of Derivatives Markets, 2009, v. 6, n. 1, p. 16
- By:
- Publication type:
- Article
4
A Framework for Derivative Pricing in the Fractional Black-Scholes Market.
- Published in:
- ICFAI Journal of Derivatives Markets, 2009, v. 6, n. 1, p. 6
- By:
- Publication type:
- Article