Second Generation VaR and Risk-Adjusted Return on Capital.
- Published in:
- Journal of Derivatives, 2003, v. 10, n. 4, p. 51, doi. 10.3905/jod.2003.319205
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2003 AND VI 10 AND IP 4
Results: 5
1
2
Pricing Discretely Monitored Barrier Options by a Markov Chain.
- Published in:
- Journal of Derivatives, 2003, v. 10, n. 4, p. 9, doi. 10.3905/jod.2003.319203
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- Publication type:
- Article
3
Pricing Vulnerable Black-Scholes Options with Dynamic Default Barriers.
- Published in:
- Journal of Derivatives, 2003, v. 10, n. 4, p. 62, doi. 10.3905/jod.2003.319206
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- Publication type:
- Article
4
Pricing Barrier Options with One-Factor Interest Rate Models.
- Published in:
- Journal of Derivatives, 2003, v. 10, n. 4, p. 33, doi. 10.3905/jod.2003.319204
- By:
- Publication type:
- Article
5
Option Spread and Combination Trading.
- Published in:
- Journal of Derivatives, 2003, v. 10, n. 4, p. 70, doi. 10.3905/jod.2003.319207
- By:
- Publication type:
- Article