Works matching IS 10741240 AND DT 2012 AND VI 20 AND IP 2

Results: 7

A Forward Shooting Grid Method for Option Pricing with Stochastic Volatility.

Published in:

Journal of Derivatives, 2012, v. 20, n. 2, p. 67, doi. 10.3905/jod.2012.20.2.067

By:

COSTABILE, MASSIMO;
MASSABO, IVAR;
RUSSO, EMILIO

Publication type:

Article

Easy Gram--Charlier Valuations of Options.

Published in:

Journal of Derivatives, 2012, v. 20, n. 2, p. 79, doi. 10.3905/jod.2012.20.2.079

By:

POPOVIC, RAY;
GOLDSMAN, DAVID

Publication type:

Article

Samuelson Hypothesis and Carry Arbitrage.

Published in:

Journal of Derivatives, 2012, v. 20, n. 2, p. 37, doi. 10.3905/jod.2012.20.2.037

By:

BROOKS, ROBERT

Publication type:

Article

Pricing Contingent Convertibles: A Derivatives Approach.

Published in:

Journal of Derivatives, 2012, v. 20, n. 2, p. 27, doi. 10.3905/jod.2012.20.2.027

By:

SPIEGELEER, JAN DE;
SCHOUTENS, WIM

Publication type:

Article

Are Hedge Funds Systemically Important?

Published in:

Journal of Derivatives, 2012, v. 20, n. 2, p. 8, doi. 10.3905/jod.2012.20.2.008

By:

BROWN, GREGORY W.;
GREEN, JEREMIAH;
HAND, JOHN R. M.

Publication type:

Article

A LETTER FROM THE DIRECTOR OF THE IAFE.

Published in:

Journal of Derivatives, 2012, v. 20, n. 2, p. 7

By:

Jaffe, David

Publication type:

Article

Untitled.

Published in:

Journal of Derivatives, 2012, v. 20, n. 2, p. 1

By:

Figlewski, Stephen

Publication type:

Article