Found: 5

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  • Value at Risk for Derivatives.

    Published in:
    Journal of Derivatives, 1999, v. 6, n. 3, p. 7, doi. 10.3905/jod.1999.319116
    By:
    • El-Jahel, Lina;
    • Perraudin, William;
    • Sellin, Peter
    Publication type:
    Article

  • Building Models for Credit Spreads.

    Published in:
    Journal of Derivatives, 1999, v. 6, n. 3, p. 27, doi. 10.3905/jod.1999.319117
    By:
    • Arvanitis, Angelo;
    • Gregory, Jonathon;
    • Laurent, Jean-Paul
    Publication type:
    Article

  • Valuation of European Options Subject to Financial Distress and Interest Rate Risk.

    Published in:
    Journal of Derivatives, 1999, v. 6, n. 3, p. 44, doi. 10.3905/jod.1999.319118
    By:
    • Klein, Peter;
    • Inglis, Michael
    Publication type:
    Article

  • Static Hedging of Timing Risk.

    Published in:
    Journal of Derivatives, 1999, v. 6, n. 3, p. 57, doi. 10.3905/jod.1999.319119
    By:
    • Carr, Peter;
    • Picron, Jean-Francois
    Publication type:
    Article

  • Pricing Parisian Options.

    Published in:
    Journal of Derivatives, 1999, v. 6, n. 3, p. 71, doi. 10.3905/jod.1999.319120
    By:
    • Haber, Richard J.;
    • Schönbucher, Philipp J.;
    • Wilmott, Paul
    Publication type:
    Article