Hedge Effectiveness Testing Revisited.
- Published in:
- Journal of Derivatives, 2013, v. 21, n. 1, p. 83, doi. 10.3905/jod.2013.21.1.083
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2013 AND VI 21 AND IP 1
Results: 8
1
2
Embedded Financing: The Unsung Virtue of Derivatives.
- Published in:
- Journal of Derivatives, 2013, v. 21, n. 1, p. 73, doi. 10.3905/jod.2013.21.1.073
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- Publication type:
- Article
3
Valuation of Perpetual Strangles: A Quasi-Analytical Approach.
- Published in:
- Journal of Derivatives, 2013, v. 21, n. 1, p. 64, doi. 10.3905/jod.2013.21.1.064
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- Publication type:
- Article
4
Fast Trees for Options with Discrete Dividends.
- Published in:
- Journal of Derivatives, 2013, v. 21, n. 1, p. 49, doi. 10.3905/jod.2013.21.1.049
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- Publication type:
- Article
5
The 2008 Financial Crisis and the Dynamics of Price Discovery among Stock Prices, CDS Spreads, and Bond Spreads for U.S. Financial Firms.
- Published in:
- Journal of Derivatives, 2013, v. 21, n. 1, p. 27, doi. 10.3905/jod.2013.21.1.027
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- Publication type:
- Article
6
Extracting the Equity Premium from CDS Spreads.
- Published in:
- Journal of Derivatives, 2013, v. 21, n. 1, p. 8, doi. 10.3905/jod.2013.21.1.008
- By:
- Publication type:
- Article
7
A LETTER FROM THE DIRECTOR OF THE IAFE.
- Published in:
- Journal of Derivatives, 2013, v. 21, n. 1, p. 7
- By:
- Publication type:
- Article
8
Untitled.
- Published in:
- Journal of Derivatives, 2013, v. 21, n. 1, p. 1
- By:
- Publication type:
- Article