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Viewing the Financial Crisis from 20,000 Feet Up.
- Published in:
- Journal of Derivatives, 2009, v. 16, n. 3, p. 53, doi. 10.3905/JOD.2009.16.3.053
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- Publication type:
- Article
The Normal Inverse Gaussian Distribution and the Pricing of Derivatives.
- Published in:
- Journal of Derivatives, 2009, v. 16, n. 3, p. 23, doi. 10.3905/JOD.2009.16.3.023
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- Publication type:
- Article
The Impact of Jump Dynamics on the Predictive Power of Option-Implied Densities.
- Published in:
- Journal of Derivatives, 2009, v. 16, n. 3, p. 9, doi. 10.3905/JOD.2009.16.3.009
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- Publication type:
- Article
Valuation of Interest Rate Spread Options in a Multifactor LIBOR Market Model.
- Published in:
- Journal of Derivatives, 2009, v. 16, n. 3, p. 38, doi. 10.3905/JOD.2009.16.3.038
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- Publication type:
- Article
Untitled.
- Published in:
- Journal of Derivatives, 2009, v. 16, n. 3, p. 1
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- Publication type:
- Article