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THE JOURNAL OF DERIVATIVES.
- Published in:
- Journal of Derivatives, 2001, v. 8, n. 4, p. 1
- By:
- Publication type:
- Article
A LETTER FROM THE IAFE BOARD OF DIRECTORS.
- Published in:
- 2001
- By:
- Publication type:
- Proceeding
A Markov Chain Model with Stochastic Default Rate for Valuation of Credit Spreads.
- Published in:
- Journal of Derivatives, 2001, v. 8, n. 4, p. 8, doi. 10.3905/jod.2001.319159
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- Publication type:
- Article
Pricing Equity Swaps in a Stochastic Interest Rate Economy.
- Published in:
- Journal of Derivatives, 2001, v. 8, n. 4, p. 19, doi. 10.3905/jod.2001.319160
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- Publication type:
- Article
Beyond the VaR.
- Published in:
- Journal of Derivatives, 2001, v. 8, n. 4, p. 36, doi. 10.3905/jod.2001.319161
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- Publication type:
- Article
Estimation and Hedging with a One-Factor Heath-Jarrow-Morton Model.
- Published in:
- Journal of Derivatives, 2001, v. 8, n. 4, p. 49, doi. 10.3905/jod.2001.319162
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- Publication type:
- Article
Box Spread and Put-Call Parity Tests for the S&P 500 Index LEAPS Market.
- Published in:
- Journal of Derivatives, 2001, v. 8, n. 4, p. 62, doi. 10.3905/jod.2001.319163
- By:
- Publication type:
- Article
The Derivative Warrant Market in Hong Kong: Relationships with Underlying Assets.
- Published in:
- Journal of Derivatives, 2001, v. 8, n. 4, p. 72, doi. 10.3905/jod.2001.319164
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- Publication type:
- Article