Works matching IS 10741240 AND DT 2001 AND VI 8 AND IP 4

Results: 8

A LETTER FROM THE IAFE BOARD OF DIRECTORS.

Published in:

2001

By:

Beder, Tanya Styblo

Publication type:

Proceeding

THE JOURNAL OF DERIVATIVES.

Published in:

Journal of Derivatives, 2001, v. 8, n. 4, p. 1

By:

Figlewski, Stephen

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

By:

Draper, Paul;
Mak, Billy S.C.;
Tang, Gordon Y.N.

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:

Bharadwaj, Anu;
Wiggins, James B.

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

By:

Ho, Lan-Chih;
Cadle, John;
Theobald, Michael

Publication type:

Article

Beyond the VaR.

Published in:

Journal of Derivatives, 2001, v. 8, n. 4, p. 36, doi. 10.3905/jod.2001.319161

By:

Longin, Francois M.

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

By:

Kijima, Masaaki;
Muromachi, Yukio

Publication type:

Article

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

By:

Kodera, Eiji

Publication type:

Article