The Fine Structure of Currency Returns Implied in One-Touch Options.
- Published in:
- Journal of Derivatives, 2013, v. 20, n. 4, p. 78, doi. 10.3905/jod.2013.20.4.078
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2013 AND VI 20 AND IP 4
Results: 7
1
2
The Role of Options in Long Horizon Portfolio Choice.
- Published in:
- Journal of Derivatives, 2013, v. 20, n. 4, p. 60, doi. 10.3905/jod.2013.20.4.060
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- Publication type:
- Article
3
Valuing Interest Rate Swaps Using Overnight Indexed Swap (OIS) Discounting.
- Published in:
- Journal of Derivatives, 2013, v. 20, n. 4, p. 49, doi. 10.3905/jod.2013.20.4.049
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- Publication type:
- Article
4
Static Hedging and Pricing American Knock-Out Options.
- Published in:
- Journal of Derivatives, 2013, v. 20, n. 4, p. 23, doi. 10.3905/jod.2013.20.4.023
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- Publication type:
- Article
5
Counterparty Credit Risk and American Options.
- Published in:
- Journal of Derivatives, 2013, v. 20, n. 4, p. 7, doi. 10.3905/jod.2013.20.4.007
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- Publication type:
- Article
6
A LETTER FROM THE DIRECTOR OF THE IAFE.
- Published in:
- Journal of Derivatives, 2013, v. 20, n. 4, p. 6
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- Publication type:
- Article
7
Untitled.
- Published in:
- Journal of Derivatives, 2013, v. 20, n. 4, p. 1
- By:
- Publication type:
- Article