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
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2000 AND VI 7 AND IP 4
Results: 6
1
2
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
- By:
- Publication type:
- Article
3
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
- By:
- Publication type:
- Article
4
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
- By:
- Publication type:
- Article
5
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
- By:
- Publication type:
- Article
6
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
- By:
- Publication type:
- Article