Factor Copulas: External Defaults.
- Published in:
- Journal of Derivatives, 2007, v. 14, n. 3, p. 94, doi. 10.3905/jod.2007.681816
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- Publication type:
- Article
Works matching IS 10741240 AND DT 2007 AND VI 14 AND IP 3
Results: 6
1
2
The Normal Inverse Gaussian Distribution for Synthetic CDO Pricing.
- Published in:
- Journal of Derivatives, 2007, v. 14, n. 3, p. 80, doi. 10.3905/jod.2007.681815
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- Publication type:
- Article
3
Higher Order Greeks.
- Published in:
- Journal of Derivatives, 2007, v. 14, n. 3, p. 7, doi. 10.3905/jod.2007.681812
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- Publication type:
- Article
4
A LETTER FROM THE DIRECTOR OF THE IAFE.
- Published in:
- Journal of Derivatives, 2007, v. 14, n. 3, p. 6
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- Publication type:
- Article
5
Pricing and Hedging of Contingent Credit Lines.
- Published in:
- Journal of Derivatives, 2007, v. 14, n. 3, p. 61, doi. 10.3905/jod.2007.681814
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- Publication type:
- Article
6
Extracting Model-Free Volatility from Option Prices: An Examination of the VIX Index.
- Published in:
- Journal of Derivatives, 2007, v. 14, n. 3, p. 35, doi. 10.3905/jod.2007.681813
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- Publication type:
- Article