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An Efficient Algorithm for Basket Default Swap Valuation.
- Published in:
- Journal of Derivatives, 2007, v. 15, n. 2, p. 8, doi. 10.3905/jod.2007.699043
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- Publication type:
- Article
Price Discovery in the U.S. Stock Options Market.
- Published in:
- Journal of Derivatives, 2007, v. 15, n. 2, p. 20, doi. 10.3905/jod.2007.699044
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- Publication type:
- Article
Time Series Modeling of Daily Log-Price Ranges for CHF/USD and USD/GBP.
- Published in:
- Journal of Derivatives, 2007, v. 15, n. 2, p. 39, doi. 10.3905/jod.2007.699045
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- Publication type:
- Article
Cross-Currency Equity Swaps in the BGM Model.
- Published in:
- Journal of Derivatives, 2007, v. 15, n. 2, p. 60, doi. 10.3905/jod.2007.699046
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- Publication type:
- Article
Four Things You Might Not Know About the Black-Scholes Formula.
- Published in:
- Journal of Derivatives, 2007, v. 15, n. 2, p. 77, doi. 10.3905/jod.2007.699047
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- Article