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UNTITLED.
- Published in:
- Journal of Derivatives, 2004, v. 12, n. 2, p. 1
- Publication type:
- Article
Valuation of a CDO and an n-th to Default CDS Without Monte Carlo Simulation.
- Published in:
- Journal of Derivatives, 2004, v. 12, n. 2, p. 8, doi. 10.3905/jod.2004.450964
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- Publication type:
- Article
Tail Approximations for Portfolio Credit Risk.
- Published in:
- Journal of Derivatives, 2004, v. 12, n. 2, p. 24, doi. 10.3905/jod.2004.450966
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- Publication type:
- Article
Optimal Calibration of LIBOR Market Models to Correlations.
- Published in:
- Journal of Derivatives, 2004, v. 12, n. 2, p. 43, doi. 10.3905/jod.2004.450967
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- Publication type:
- Article
Insuring versus Self-Insuring Operational Risk: Viewpoints of Depositors and Shareholders.
- Published in:
- Journal of Derivatives, 2004, v. 12, n. 2, p. 51, doi. 10.3905/jod.2004.450968
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- Publication type:
- Article
An Overlooked Coupon Effect in Treasury Futures Contracts.
- Published in:
- Journal of Derivatives, 2004, v. 12, n. 2, p. 56, doi. 10.3905/jod.2004.450969
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- Publication type:
- Article
Dividend Protection at a Price.
- Published in:
- Journal of Derivatives, 2004, v. 12, n. 2, p. 62, doi. 10.3905/jod.2004.450970
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- Publication type:
- Article