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- Published in:
- Journal of Derivatives, 2012, v. 19, n. 3, p. 1
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- Article
A LETTER FROM THE DIRECTOR OF THE IAFE.
- Published in:
- Journal of Derivatives, 2012, v. 19, n. 3, p. 7
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- Article
Correlation Smile, Volatility Skew, and Systematic Risk Sensitivity of Tranches.
- Published in:
- Journal of Derivatives, 2012, v. 19, n. 3, p. 8, doi. 10.3905/jod.2012.19.3.008
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- Article
Determinants of Trading Activity on the Single-Stock Futures Market: Evidence from the Eurex Exchange.
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- Journal of Derivatives, 2012, v. 19, n. 3, p. 29
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- Publication type:
- Article
A Closed-Form Pricing Formula for Mortgages Incorporating Termination Hazard Rates and Recovery Rate as Correlated Stochastic Processes with Jump Components.
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- Journal of Derivatives, 2012, v. 19, n. 3, p. 49, doi. 10.3905/jod.2012.19.3.049
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- Article
Charm-Adjusted Delta and Delta Gamma Hedging.
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- Journal of Derivatives, 2012, v. 19, n. 3, p. 69, doi. 10.3905/jod.2012.19.3.069
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- Publication type:
- Article
A Note to Enhance the BPW Model for the Pricing of Basket and Spread Options.
- Published in:
- Journal of Derivatives, 2012, v. 19, n. 3, p. 77, doi. 10.3905/jod.2012.19.3.077
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- Publication type:
- Article