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Valuing Credit Default Swaps II: Modeling Default Correlations.
- Published in:
- Journal of Derivatives, 2001, v. 8, n. 3, p. 12, doi. 10.3905/jod.2001.319153
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- Publication type:
- Article
Estimating VaR with Order Statistics.
- Published in:
- Journal of Derivatives, 2001, v. 8, n. 3, p. 23, doi. 10.3905/jod.2001.319154
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- Publication type:
- Article
Risk, Regimes, and Overconfidence.
- Published in:
- Journal of Derivatives, 2001, v. 8, n. 3, p. 32, doi. 10.3905/jod.2001.319155
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- Article
Approximation of Non-Linear Term Structure Models.
- Published in:
- Journal of Derivatives, 2001, v. 8, n. 3, p. 44, doi. 10.3905/jod.2001.319156
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- Publication type:
- Article
A Frequency Distribution Approach to Valuing Maximum Options.
- Published in:
- Journal of Derivatives, 2001, v. 8, n. 3, p. 52, doi. 10.3905/jod.2001.319157
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- Publication type:
- Article
Covered Call Writing from an Expected Utility Perspective.
- Published in:
- Journal of Derivatives, 2001, v. 8, n. 3, p. 63, doi. 10.3905/jod.2001.319158
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- Article