Dividend Protection at a Price.
- Published in:
- Journal of Derivatives, 2004, v. 12, n. 2, p. 62, doi. 10.3905/jod.2004.450970
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2004 AND VI 12 AND IP 2
Results: 7
1
2
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
- By:
- Publication type:
- Article
3
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
- By:
- Publication type:
- Article
4
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
- By:
- Publication type:
- Article
5
Tail Approximations for Portfolio Credit Risk.
- Published in:
- Journal of Derivatives, 2004, v. 12, n. 2, p. 24, doi. 10.3905/jod.2004.450966
- By:
- Publication type:
- Article
6
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
- By:
- Publication type:
- Article
7
UNTITLED.
- Published in:
- Journal of Derivatives, 2004, v. 12, n. 2, p. 1
- Publication type:
- Article