Works matching IS 10741240 AND DT 2004 AND VI 11 AND IP 4

Results: 8

Fund of Fund Securitizations.

Published in:

Journal of Derivatives, 2004, v. 11, n. 4, p. 62, doi. 10.3905/jod.2004.412364

By:

Stone, Charles A.;
Zissu, Anne

Publication type:

Article

Curtailing the Range for Lattice and Grid Methods.

Published in:

Journal of Derivatives, 2004, v. 11, n. 4, p. 55, doi. 10.3905/jod.2004.412363

By:

Andricopoulos, Ari D.;
Widdicks, Martin;
Duck, Peter W.;
Newton, David P.

Publication type:

Article

Quoting Multiasset Equity Options in the Presence of Errors from Estimating Correlations.

Published in:

Journal of Derivatives, 2004, v. 11, n. 4, p. 43, doi. 10.3905/jod.2004.412362

By:

Fengler, Matthias R.;
Schwendner, Peter

Publication type:

Article

Internal Model-Based Capital Regulation and Bank Risk-Taking Incentives.

Published in:

Journal of Derivatives, 2004, v. 11, n. 4, p. 33, doi. 10.3905/jod.2004.412361

By:

Kupiec, Paul H.

Publication type:

Article

Contingent Claims Valuation When Capital Structure Includes Options Liability.

Published in:

Journal of Derivatives, 2004, v. 11, n. 4, p. 21, doi. 10.3905/jod.2004.412360

By:

Episcopos, Atranasios

Publication type:

Article

Estimation of VaR with Bias-Corrected Forecasts of Conditional Volatility.

Published in:

Journal of Derivatives, 2004, v. 11, n. 4, p. 10, doi. 10.3905/jod.2004.412359

By:

Harris, Richard D. F.

Publication type:

Article

A LETTER FROM THE EXECUTIVE DIRECTOR OF THE IAFE.

Published in:

2004

By:

Bystryn, Annie

Publication type:

Letter

Untitled.

Published in:

2004

By:

Figlewski, Stephen

Publication type:

Editorial