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An efficient algorithm for basket default swap valuation
Chiang, Mi-hsiu; Yueh, Meng-lan; Hsieh, Ming-hua - In: The journal of derivatives : the official publication … 15 (2007) 2, pp. 8-19
Persistent link: https://www.econbiz.de/10003673297
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Introduction to fast fourier transform in finance
Černý, Aleš - In: The journal of derivatives : the official publication … 12 (2004) 1, pp. 73-88
Persistent link: https://www.econbiz.de/10002210965
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Valuation of perpetual strangles : a quasi-analytical approach
Chuang, Chienmin - In: The journal of derivatives : the official publication … 21 (2013) 1, pp. 64-72
Persistent link: https://www.econbiz.de/10010191934
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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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Insurance derivatives : a new asset class for the capital markets and a new hedging tool for the insurance industry
Canter, Michael S. - In: The journal of derivatives : the official publication … 4 (1996) 2, pp. 89-104
Persistent link: https://www.econbiz.de/10001214070
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Is there a term structure of futures volatilities? : Reevaluating the Samuelson hypothesis
Bessembinder, Hendrik; Coughenour, Jay F.; Seguin, Paul John - In: The journal of derivatives : the official publication … 4 (1996) 2, pp. 45-58
Persistent link: https://www.econbiz.de/10001214072
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The impact of the Taxpayer Relief Act of 1997 on derivatives transactions
Anson, Mark J. P. - In: The journal of derivatives : the official publication … 5 (1998) 4, pp. 62-72
Persistent link: https://www.econbiz.de/10001246675
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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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Long-term structural price relationships in futures markets
Chaudhry, Mukesh - In: The journal of derivatives : the official publication … 5 (1998) 3, pp. 45-59
Persistent link: https://www.econbiz.de/10001242385
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Financial derivatives : actions needed to protect the financial system ; the Government Accounting Office report on derivatives regulation: a synopsis and commentary
In: The journal of derivatives : the official publication … 2 (1994) 1, pp. 80-89
Persistent link: https://www.econbiz.de/10001219328