Found: 6
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An Empirical Evaluation of Value at Risk by Scenario Simulation.
- Published in:
- Journal of Derivatives, 2000, v. 7, n. 4, p. 12, doi. 10.3905/jod.2000.319138
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- Publication type:
- Article
Pricing and Hedging Convertible Bonds under Non-Probabilistic Interest Rates.
- Published in:
- Journal of Derivatives, 2000, v. 7, n. 4, p. 31, doi. 10.3905/jod.2000.319137
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- Publication type:
- Article
An Empirical Analysis of Price and Time Priority and Pro Rata Trade Execution Algorithms in Screen-Traded Markets.
- Published in:
- Journal of Derivatives, 2000, v. 7, n. 4, p. 41, doi. 10.3905/jod.2000.319139
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- Publication type:
- Article
Option Pricing: How Flexible Should the SPD Be?
- Published in:
- Journal of Derivatives, 2000, v. 7, n. 4, p. 49, doi. 10.3905/jod.2000.319134
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- Publication type:
- Article
Understanding the Default-Implied Volatility for Credit Spreads.
- Published in:
- Journal of Derivatives, 2000, v. 7, n. 4, p. 67, doi. 10.3905/jod.2000.319135
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- Publication type:
- Article
Meeting the "Highly Effective Expectation" Criterion for Hedge Accounting.
- Published in:
- Journal of Derivatives, 2000, v. 7, n. 4, p. 79, doi. 10.3905/jod.2000.319136
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- Publication type:
- Article