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Stress Testing in a Value at Risk Framework.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 1, p. 7, doi. 10.3905/jod.1998.408008
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- Publication type:
- Article
The Inefficiency Costs of Guaranteed Investment Products.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 1, p. 25, doi. 10.3905/jod.1998.408009
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- Publication type:
- Article
Valuing Options in Regime-Switching Models.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 1, p. 38, doi. 10.3905/jod.1998.408011
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- Article
Valuation of Discrete Barrier Options by Interpolations.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 1, p. 51, doi. 10.3905/jod.1998.408010
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- Publication type:
- Article
Robust Hedging Using Futures Contracts with an Application to Emerging Markets.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 1, p. 75, doi. 10.3905/jod.1998.408007
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- Publication type:
- Article
A Markov Chain Model for Valuing Credit Risk Derivatives.
- Published in:
- Journal of Derivatives, 1998, v. 6, n. 1, p. 97, doi. 10.3905/jod.1998.408006
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- Article