Found: 6
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Testing the Volatility Term Structure Using Option Hedging Criteria.
- Published in:
- Journal of Derivatives, 2000, v. 8, n. 1, p. 10, doi. 10.3905/jod.2000.319113
- By:
- Publication type:
- Article
Valuing Credit Default Swaps I: No Counterparty Default Risk.
- Published in:
- Journal of Derivatives, 2000, v. 8, n. 1, p. 29, doi. 10.3905/jod.2000.319115
- By:
- Publication type:
- Article
Hedging in the Freight Futures Market.
- Published in:
- Journal of Derivatives, 2000, v. 8, n. 1, p. 41, doi. 10.3905/jod.2000.319112
- By:
- Publication type:
- Article
The Analytics of Reset Options.
- Published in:
- Journal of Derivatives, 2000, v. 8, n. 1, p. 59, doi. 10.3905/jod.2000.319114
- By:
- Publication type:
- Article
A Critique of Factor Analysis of Interest Rates.
- Published in:
- Journal of Derivatives, 2000, v. 8, n. 1, p. 72, doi. 10.3905/jod.2000.319111
- By:
- Publication type:
- Article
Merton H. Miller.
- Published in:
- 2000
- Publication type:
- Obituary