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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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The journal of futures markets
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ECONIS (ZBW)
599
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1
A stochastic-volatility equity-price tree for
pricing
convertible bonds with endogenous firm values and default risks determined by the first-passage default model
Dai, Tian-Shyr
;
Fan, Chen-Chiang
;
Liu, Liang-Chih
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2103-2134
Persistent link: https://www.econbiz.de/10013465872
Saved in:
2
Anatomy of option features in convertible bonds
Lau, Ka Wo
;
Kwok, Yue-Kuen
- In:
The journal of futures markets
24
(
2004
)
6
,
pp. 513-532
Persistent link: https://www.econbiz.de/10002059351
Saved in:
3
Are credit spreads too low or too high? : a hybrid barrier option approach for financial distress
Lin, William
;
Sun, David
- In:
The journal of futures markets
29
(
2009
)
12
,
pp. 1161-1189
Persistent link: https://www.econbiz.de/10003900991
Saved in:
4
A joint analysis of the term structure of credit default swap spreads and the implied volatility surface
Fonseca, José da
;
Gottschalk, Katrin
- In:
The journal of futures markets
33
(
2013
)
6
,
pp. 494-517
Persistent link: https://www.econbiz.de/10009756569
Saved in:
5
The man in the middle-liquidity provision under central clearing in the credit default swap market : a regression discontinuity approach
Schönemann, Gregor
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 446-471
Persistent link: https://www.econbiz.de/10012817941
Saved in:
6
Reverse convertible bonds analyzed
Szymanowska, Marta
;
Horst, Jenke R. ter
;
Veld, Chris H.
- In:
The journal of futures markets
29
(
2009
)
10
,
pp. 895-919
Persistent link: https://www.econbiz.de/10003900938
Saved in:
7
Valuation and optimal strategies of convertible bonds
Liao, Szu-Lang
;
Huang, Hsing-Hua
- In:
The journal of futures markets
26
(
2006
)
9
,
pp. 895-922
Persistent link: https://www.econbiz.de/10003356485
Saved in:
8
Corporate credit default swap systematic factors
Chan, Ka Kei
;
Lin, Ming-Tsung
;
Lu, Qinye
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1224-1256
Persistent link: https://www.econbiz.de/10014553983
Saved in:
9
Credit risk management in Greater China
Byström, Hans N. E.
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 582-597
Persistent link: https://www.econbiz.de/10003715013
Saved in:
10
A simple econometric approach for modeling stress event intensities
Jobst, Rainer
;
Rösch, Daniel
;
Scheule, Harald
; …
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 300-320
Persistent link: https://www.econbiz.de/10011348422
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