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Works matching IS 13872834 AND DT 2013 AND VI 20 AND IP 2

Results: 4

1

Using Interest Rate Derivative Prices to Estimate LIBOR-OIS Spread Dynamics and Systemic Funding Liquidity Shock Probabilities.

Published in:

Asia-Pacific Financial Markets, 2013, v. 20, n. 2, p. 131, doi. 10.1007/s10690-012-9162-z

By:

Hui, Cho-Hoi;
Chung, Tsz-Kin;
Lo, Chi-Fai

Publication type:

Article

2

Pricing Exotic Options and American Options: A Multidimensional Asymptotic Expansion Approach.

Published in:

Asia-Pacific Financial Markets, 2013, v. 20, n. 2, p. 147, doi. 10.1007/s10690-012-9163-y

By:

Nishiba, Masahiro

Publication type:

Article

3

Idiosyncratic Volatility and the Expected Stock Returns for Exploring the Relationship with Panel Threshold Regression.

Published in:

Asia-Pacific Financial Markets, 2013, v. 20, n. 2, p. 113, doi. 10.1007/s10690-012-9161-0

By:

Wang, Mu-Shun

Publication type:

Article

4

Emission Allowance as a Derivative on Commodity-Spread.

Published in:

Asia-Pacific Financial Markets, 2013, v. 20, n. 2, p. 183, doi. 10.1007/s10690-013-9164-5

By:

Nakajima, Katsushi;
Ohashi, Kazuhiko

Publication type:

Article