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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of fixed income"
~person:"Chen, Son-nan"
~person:"Das, Sanjiv R."
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Search: subject:"Option"
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Option pricing theory
9
Optionspreistheorie
9
Yield curve
7
Zinsstruktur
7
Option trading
6
Optionsgeschäft
6
Interest rate derivative
5
Zinsderivat
5
Credit risk
4
Kreditrisiko
4
Insolvency
3
Insolvenz
3
Theorie
3
Theory
3
Barrier options
2
Swap
2
Aktie
1
Arbeitskampf
1
Börsenkurs
1
Corporate bond
1
Correlation
1
Credit
1
Credit derivative
1
Credit insurance
1
Credit rating
1
Credit spreads
1
Debt financing
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Exchange rate
1
Financial analysis
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Finanzanalyse
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Foreclosure
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Fremdkapital
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Guarantee
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1
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Industrial action
1
Interest rate
1
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1
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1
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12
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12
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12
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English
12
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Chen, Son-nan
Das, Sanjiv R.
Fabozzi, Frank J.
13
Hull, John
10
White, Alan
10
Chen, Ren-Raw
7
Tian, Yisong Sam
7
Wei, Jason
7
Wu, Ting-pin
7
Ederington, Louis H.
6
Nawalkha, Sanjay K.
6
Ap Gwilym, Owain
5
Carr, Peter
5
Duan, Jin-Chuan
5
Klein, Peter
5
Prokopczuk, Marcel
5
Subrahmanyam, Marti G.
5
Trigeorgis, Lenos
5
Wu, Liuren
5
Beliaeva, Natalia A.
4
Chang, Chuang-chang
4
Christoffersen, Peter F.
4
Ho, Thomas S. Y.
4
Jarrow, Robert A.
4
Kim, Young Shin
4
Leippold, Markus
4
Martzoukos, Spiros A.
4
Nunes, Joaõ Pedro Vidal
4
Pu, Xiaoling
4
Rendleman, Richard J.
4
Ritchken, Peter H.
4
Schoutens, Wim
4
Stentoft, Lars
4
Taylor, Stephen
4
Uhrig-Homburg, Marliese
4
Alexander, Carol
3
Andreou, Panayiotis C.
3
Barone-Adesi, Giovanni
3
Benninga, Simon
3
Bianchi, Michele Leonardo
3
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Journal of banking & finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of fixed income
Journal of economic dynamics & control
3
Journal of investment management : JOIM
3
The European journal of finance
3
The journal of futures markets
3
Finance research letters
2
Review of derivatives research
2
Working paper / National Bureau of Economic Research, Inc.
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Discussion paper / Centre for Economic Policy Research
1
IFA working paper
1
International journal of economics and finance
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Journal of consumer research : JCR ; an interdisciplinary bimonthly
1
Journal of economic literature
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of financial intermediation
1
NBER working paper series
1
Review of quantitative finance and accounting
1
Technical working paper / National Bureau of Economic Research
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ECONIS (ZBW)
12
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1
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
Saved in:
2
Credit spreads with dynamic debt
Das, Sanjiv R.
;
Kim, Seoyoung
- In:
Journal of banking & finance
50
(
2015
),
pp. 121-140
Persistent link: https://www.econbiz.de/10010509132
Saved in:
3
Strategic loan modification : an options-based response to strategic default
Das, Sanjiv R.
;
Meadows, Ray
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 636-647
Persistent link: https://www.econbiz.de/10009705609
Saved in:
4
A note to enhance the BPW model for the pricing of basket and spread options
Chang, Jui-jane
;
Chen, Son-nan
;
Wu, Ting-pin
- In:
The journal of derivatives : the official publication …
19
(
2012
)
3
,
pp. 77-82
Persistent link: https://www.econbiz.de/10009671104
Saved in:
5
Analytical valuation of barrier interest rate options under market models
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
1
,
pp. 21-37
Persistent link: https://www.econbiz.de/10003892315
Saved in:
6
Valuation of CMS spread options with nonzero strike rates in the LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 41-55
Persistent link: https://www.econbiz.de/10009316812
Saved in:
7
Valuation of interest rate spread options in a multifactor LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003852622
Saved in:
8
Credit risk derivatives
Das, Sanjiv R.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
3
,
pp. 7-23
Persistent link: https://www.econbiz.de/10001219525
Saved in:
9
Modifying the LMM to price constant maturity swaps
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
18
(
2010
)
2
,
pp. 20-32
Persistent link: https://www.econbiz.de/10008771479
Saved in:
10
Correlated default modeling with a forest of binomial trees
Bandreddi, Santhosh
;
Das, Sanjiv R.
;
Fan, Rong
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 38-56
Persistent link: https://www.econbiz.de/10003687357
Saved in:
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