Risk Capital and VaR.
- Published in:
- Journal of Derivatives, 1999, v. 7, n. 2, p. 41, doi. 10.3905/jod.1999.319145
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 1999 AND VI 7 AND IP 2
Results: 6
1
2
Constructing Binomial Trees From Multiple Implied Probability Distributions.
- Published in:
- Journal of Derivatives, 1999, v. 7, n. 2, p. 83, doi. 10.3905/jod.1999.319142
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- Publication type:
- Article
3
Option-Implied Risk-Neutral Distributions and Implied Binomial Trees: A Literature Review.
- Published in:
- Journal of Derivatives, 1999, v. 7, n. 2, p. 66, doi. 10.3905/jod.1999.319143
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- Publication type:
- Article
4
An Empirical Analysis of Directional and Volatility Trading in Options Markets.
- Published in:
- Journal of Derivatives, 1999, v. 7, n. 2, p. 53, doi. 10.3905/jod.1999.319141
- By:
- Publication type:
- Article
5
An Approximate Formula for Pricing American Options.
- Published in:
- Journal of Derivatives, 1999, v. 7, n. 2, p. 31, doi. 10.3905/jod.1999.319140
- By:
- Publication type:
- Article
6
Pricing Complex Barrier Options under General Diffusion Processes.
- Published in:
- Journal of Derivatives, 1999, v. 7, n. 2, p. 11, doi. 10.3905/jod.1999.319144
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- Publication type:
- Article