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Semi-analytical valuation of basket credit derivatives in intensity-based models
Mortensen, Allan - In: The journal of derivatives : the official publication … 13 (2006) 4, pp. 8-26
Persistent link: https://www.econbiz.de/10003346497
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Optimal derivative strategies with discrete rebalancing
Branger, Nicole; Breuer, Beate; Schlag, Christian - In: The journal of derivatives : the official publication … 16 (2008/09) 2, pp. 67-84
Persistent link: https://www.econbiz.de/10003795464
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Counterparty credit risk and American options
Klein, Peter; Yang, Jun - In: The journal of derivatives : the official publication … 20 (2013) 4, pp. 7-21
Persistent link: https://www.econbiz.de/10009760552
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Dynamic models of portfolio credit risk : a simplified approach
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 15 (2008) 4, pp. 9-28
Persistent link: https://www.econbiz.de/10003733219
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Derivatives markets in Brazil : an overview
Braga, Bruno Saturnino - In: The journal of derivatives : the official publication … 4 (1996) 1, pp. 63-78
Persistent link: https://www.econbiz.de/10001207621
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Option spread and combination trading
Chaput, J. Scott; Ederington, Louis H. - In: The journal of derivatives : the official publication … 10 (2003) 4, pp. 70-88
Persistent link: https://www.econbiz.de/10001781773
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Value at risk for derivatives
Jahel, Lina el; Perraudin, William R. M.; Sellin, Peter - In: The journal of derivatives : the official publication … 6 (1999) 3, pp. 7-26
Persistent link: https://www.econbiz.de/10001432480
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Stress testing in a value at risk framework
Kupiec, Paul H. - In: The journal of derivatives : the official publication … 6 (1998) 1, pp. 7-24
Persistent link: https://www.econbiz.de/10001248811
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Directional trading across stock limit order book and options markets
Wang, Qin - In: The journal of derivatives : the official publication … 24 (2016) 2, pp. 88-97
Persistent link: https://www.econbiz.de/10011687337
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Market pricing of exotic structured products : the case of multi-asset barrier reverse convertibles in Switzerland
Wallmeier, Martin; Diethelm, Martin - In: The journal of derivatives : the official publication … 17 (2009/10) 2, pp. 59-72
Persistent link: https://www.econbiz.de/10003925809