Found: 8
Select item for more details and to access through your institution.
A LETTER FROM THE IAFE BOARD OF DIRECTORS.
- Published in:
- Journal of Derivatives, 2000, v. 7, n. 3, p. 3
- By:
- Publication type:
- Article
Forward versus Spot Interest Rate Models of the Term Structure: An Empirical Comparison.
- Published in:
- Journal of Derivatives, 2000, v. 7, n. 3, p. 9, doi. 10.3905/jod.2000.319122
- By:
- Publication type:
- Article
Value at Risk Calculations, Extreme Events, and Tail Estimation.
- Published in:
- Journal of Derivatives, 2000, v. 7, n. 3, p. 23, doi. 10.3905/jod.2000.319126
- By:
- Publication type:
- Article
Compliance with SEC Disclosure Requirements About Market Risk.
- Published in:
- Journal of Derivatives, 2000, v. 7, n. 3, p. 39, doi. 10.3905/jod.2000.319121
- By:
- Publication type:
- Article
Implied Volatility Functions: A Reprise.
- Published in:
- Journal of Derivatives, 2000, v. 7, n. 3, p. 51, doi. 10.3905/jod.2000.319124
- By:
- Publication type:
- Article
Is Implied Correlation Worth Calculating? Evidence from Foreign Exchange Options.
- Published in:
- Journal of Derivatives, 2000, v. 7, n. 3, p. 65, doi. 10.3905/jod.2000.319125
- By:
- Publication type:
- Article
How Useful are Implied Distributions? Evidence from Stock Index Options.
- Published in:
- Journal of Derivatives, 2000, v. 7, n. 3, p. 83, doi. 10.3905/jod.2000.319123
- By:
- Publication type:
- Article
Financial Engineer of the Year Award 2000.
- Published in:
- 2000
- Publication type:
- Other