Inventory Effects, the Winner's Curse, and Bid Shading in Credit Default Swap Auction Outcomes.
- Published in:
- Journal of Derivatives, 2015, v. 23, n. 2, p. 36, doi. 10.3905/jod.2015.23.2.036
- By:
- Publication type:
- Article
Works matching IS 10741240 AND DT 2015 AND VI 23 AND IP 2
Results: 7
1
2
Interest Rate Swap Credit Valuation Adjustment.
- Published in:
- Journal of Derivatives, 2015, v. 23, n. 2, p. 24
- By:
- Publication type:
- Article
3
A Simple Model of Correlated Defaults with Application to Repo Portfolios.
- Published in:
- Journal of Derivatives, 2015, v. 23, n. 2, p. 8, doi. 10.3905/jod.2015.23.2.008
- By:
- Publication type:
- Article
4
Untitled.
- Published in:
- Journal of Derivatives, 2015, v. 23, n. 2, p. 1
- By:
- Publication type:
- Article
5
Stochastic Alpha-Beta-Rho Hedging for Foreign Exchange Options: Is It Worth the Effort?
- Published in:
- Journal of Derivatives, 2015, v. 23, n. 2, p. 76, doi. 10.3905/jod.2015.23.2.076
- By:
- Publication type:
- Article
6
The Role of Retail and Institutional Traders in Options Markets.
- Published in:
- Journal of Derivatives, 2015, v. 23, n. 2, p. 62, doi. 10.3905/jod.2015.23.2.062
- By:
- Publication type:
- Article
7
Pricing Bounds on Quanto Options.
- Published in:
- Journal of Derivatives, 2015, v. 23, n. 2, p. 53, doi. 10.3905/jod.2015.23.2.053
- By:
- Publication type:
- Article