Introduction to Fast Fourier Transform in Finance.
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- Journal of Derivatives, 2004, v. 12, n. 1, p. 73
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Works matching IS 10741240 AND DT 2004 AND VI 12 AND IP 1
Results: 5
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2
Futures Expiration, Contract Switching, and Price Discovery.
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- Journal of Derivatives, 2004, v. 12, n. 1, p. 58, doi. 10.3905/jod.2004.434537
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- Article
3
Interest Rate Swaps: Reconciliation of Models.
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- Journal of Derivatives, 2004, v. 12, n. 1, p. 46, doi. 10.3905/jod.2004.434536
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- Article
4
Quanto Pricing with Copulas.
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- Journal of Derivatives, 2004, v. 12, n. 1, p. 26, doi. 10.3905/jod.2004.434535
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- Publication type:
- Article
5
Forecasting Default in the Face of Uncertainty.
- Published in:
- Journal of Derivatives, 2004, v. 12, n. 1, p. 11, doi. 10.3905/jod.2004.434534
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- Article