The Valuation of Compound Options: A Correction and an Extension.
- Published in:
- Journal of Derivatives, 2015, v. 22, n. 4, p. 92, doi. 10.3905/jod.2015.22.4.092
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2015 AND VI 22 AND IP 4
Results: 8
1
2
The Essentials of Risk Management.
- Published in:
- 2015
- By:
- Publication type:
- Book Review
3
Mispricing and Arbitrage in CDS Auctions.
- Published in:
- Journal of Derivatives, 2015, v. 22, n. 4, p. 79, doi. 10.3905/jod.2015.22.4.079
- By:
- Publication type:
- Article
4
What We Can Learn from Pricing 139,879 Individual Stock Options.
- Published in:
- Journal of Derivatives, 2015, v. 22, n. 4, p. 54, doi. 10.3905/jod.2015.22.4.054
- By:
- Publication type:
- Article
5
Credit Exposure and Valuation of Revolving Credit Lines.
- Published in:
- Journal of Derivatives, 2015, v. 22, n. 4, p. 37, doi. 10.3905/jod.2015.22.4.037
- By:
- Publication type:
- Article
6
Modeling Term Structure of Default Correlation.
- Published in:
- Journal of Derivatives, 2015, v. 22, n. 4, p. 26, doi. 10.3905/jod.2015.22.4.026
- By:
- Publication type:
- Article
7
Robust Risk Estimation and Hedging: A Reverse Stress Testing Approach.
- Published in:
- Journal of Derivatives, 2015, v. 22, n. 4, p. 10, doi. 10.3905/jod.2015.22.4.010
- By:
- Publication type:
- Article
8
Untitled.
- Published in:
- Journal of Derivatives, 2015, v. 22, n. 4, p. 1
- By:
- Publication type:
- Article