Risk Management Models: Construction, Testing, Usage.
- Published in:
- Journal of Derivatives, 2011, v. 18, n. 4, p. 89, doi. 10.3905/jod.2011.18.4.089
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2011 AND VI 18 AND IP 4
Results: 6
1
2
Locally Capped Investment Products and the Retail Investor.
- Published in:
- Journal of Derivatives, 2011, v. 18, n. 4, p. 72, doi. 10.3905/jod.2011.18.4.072
- By:
- Publication type:
- Article
3
The Pricing of Path-Dependent Structured Financial Retail Products: The Case of Bonus Certificates.
- Published in:
- Journal of Derivatives, 2011, v. 18, n. 4, p. 54, doi. 10.3905/jod.2011.18.4.054
- By:
- Publication type:
- Article
4
Pricing and Hedging Quanto Forward-Starting Floating-Strike Asian Options.
- Published in:
- Journal of Derivatives, 2011, v. 18, n. 4, p. 37, doi. 10.3905/jod.2011.18.4.037
- By:
- Publication type:
- Article
5
A Simple and Accurate Simulation Approach to the Heston Model.
- Published in:
- Journal of Derivatives, 2011, v. 18, n. 4, p. 26, doi. 10.3905/jod.2011.18.4.026
- By:
- Publication type:
- Article
6
What Does Implied Volatility Skew Measure?
- Published in:
- Journal of Derivatives, 2011, v. 18, n. 4, p. 9, doi. 10.3905/jod.2011.18.4.009
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- Publication type:
- Article