Market Pricing of Exotic Structured Products: The Case of Multi-Asset Barrier Reverse Convertibles in Switzerland.
- Published in:
- Journal of Derivatives, 2009, v. 17, n. 2, p. 59, doi. 10.3905/JOD.2009.17.2.059
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2009 AND VI 17 AND IP 2
Results: 6
1
2
Displaced Jump-Diffusion Option Valuation.
- Published in:
- Journal of Derivatives, 2009, v. 17, n. 2, p. 41
- By:
- Publication type:
- Article
3
Price Formation in Spot and Futures Markets: Exchange Traded Funds vs. Index Futures.
- Published in:
- Journal of Derivatives, 2009, v. 17, n. 2, p. 26, doi. 10.3905/JOD.2009.17.2.026
- By:
- Publication type:
- Article
4
Price Discovery in the Foreign Currency Futures and Spot Market.
- Published in:
- Journal of Derivatives, 2009, v. 17, n. 2, p. 7, doi. 10.3905/JOD.2009.17.2.007
- By:
- Publication type:
- Article
5
Futures Price Dynamics of CO<sub>2</sub> Emission Allowances: An Empirical Analysis of the Trial Period.
- Published in:
- Journal of Derivatives, 2009, v. 17, n. 2, p. 73, doi. 10.3905/JOD.2009.17.2.073
- By:
- Publication type:
- Article
6
A LETTER FROM THE DIRECTOR OF THE IAFE.
- Published in:
- 2009
- By:
- Publication type:
- Proceeding