Bankruptcy Probabilities Inferred from Option Prices.
- Published in:
- Journal of Derivatives, 2014, v. 22, n. 2, p. 8, doi. 10.3905/jod.2014.22.2.008
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- Publication type:
- Article
Works matching IS 10741240 AND DT 2014 AND VI 22 AND IP 2
Results: 7
1
2
Demystifying Credit Risk Derivatives and Securitization: Introducing the Basic Ideas to Undergraduates.
- Published in:
- Journal of Derivatives, 2014, v. 22, n. 2, p. 110, doi. 10.3905/jod.2014.22.2.110
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- Publication type:
- Article
3
Untitled.
- Published in:
- Journal of Derivatives, 2014, v. 22, n. 2, p. 1
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- Publication type:
- Article
4
Pricing Interest-Rate Derivatives with Piecewise Multilinear Interpolations and Transition Parameters.
- Published in:
- Journal of Derivatives, 2014, v. 22, n. 2, p. 82, doi. 10.3905/jod.2014.22.2.082
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- Publication type:
- Article
5
Hedging Through a Limit Order Book with Varying Liquidity.
- Published in:
- Journal of Derivatives, 2014, v. 22, n. 2, p. 32, doi. 10.3905/jod.2014.22.2.032
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- Publication type:
- Article
6
Value at Risk and Expected Shortfall Improved Calculation Based on the Power Transformation Method.
- Published in:
- Journal of Derivatives, 2014, v. 22, n. 2, p. 67, doi. 10.3905/jod.2014.22.2.067
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- Publication type:
- Article
7
A Fast Monte Carlo Algorithm for Estimating Value at Risk and Expected Shortfall.
- Published in:
- Journal of Derivatives, 2014, v. 22, n. 2, p. 50, doi. 10.3905/jod.2014.22.2.050
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- Publication type:
- Article