Digital Contracts: Simple Tools for Pricing Complex Derivatives
Year of publication: |
1999-11-23
|
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Authors: | Jonathan E. Ingersoll Jr. |
Institutions: | School of Management, Yale University |
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Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB
Vähämaa, Sami, (2004)
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The informational content of over-the-counter currency options
Christoffersen, Peter, (2004)
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Modelling the implied probability of stock market movements
Glatzer, Ernst, (2003)
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Long Forward and Zero-Coupon Rates Can Never Fall
Jonathan E. Ingersoll Jr., (1998)
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Goetzmann, William N., (2002)
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High-Water Marks and Hedge Fund Management Contracts
Goetzmann, William N., (2001)
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