A LETTER FROM THE DIRECTOR OF THE IAFE.
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- Journal of Derivatives, 2006, v. 14, n. 2, p. 6
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- Article
Works matching IS 10741240 AND DT 2006 AND VI 14 AND IP 2
Results: 7
1
2
Valuing Credit Derivatives Using an Implied Copula Approach.
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- Journal of Derivatives, 2006, v. 14, n. 2, p. 8, doi. 10.3905/jod.2006.667547
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- Article
3
Introduction.
- Published in:
- Journal of Derivatives, 2006, v. 14, n. 2, p. 1
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- Article
4
Using Order Statistics to Estimate Confidence Intervals for Probabilistic Risk Measures.
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- Journal of Derivatives, 2006, v. 14, n. 2, p. 77, doi. 10.3905/jod.2006.667552
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- Article
5
Testing the Monotonicity Property of Option Prices.
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- Journal of Derivatives, 2006, v. 14, n. 2, p. 61
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- Article
6
Fast Pricing of Cliquet Options with Global Floor.
- Published in:
- Journal of Derivatives, 2006, v. 14, n. 2, p. 47, doi. 10.3905/jod.2006.667550
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- Article
7
On Pricing Derivatives in the Presence of Auxiliary State Variables.
- Published in:
- Journal of Derivatives, 2006, v. 14, n. 2, p. 29, doi. 10.3905/jod.2006.667549
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- Publication type:
- Article