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American option pricing
Løchte Jørgensen, Peter - 1994
Persistent link: https://www.econbiz.de/10000898807
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American exchange options and a put-call transformation
Bjerksund, Petter; Stensland, Gunnar - 1992
Persistent link: https://www.econbiz.de/10000879786
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Federal funds rate prediction
Sarno, Lucio (contributor); Thornton, Daniel L. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971188
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Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J. (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
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The credit default swap market and the settlement of large defaults
Coudert, Virginie; Gex, Mathieu - 2010
Persistent link: https://www.econbiz.de/10008748212
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Contagion in the credit default swap market : the case of the GM and Ford crisis in 2005
Coudert, Virginie (contributor); Gex, Mathieu (contributor) - 2008
Persistent link: https://www.econbiz.de/10003750642
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Catastrophe insurance futures contracts
Aase, Knut K. - 1995
Persistent link: https://www.econbiz.de/10000904258
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Ex-dividend day behaviour of call option prices in the Australian options market
Oliver, Barry R. - 1991 - Rev. version of discussion paper No. 6/91
Persistent link: https://www.econbiz.de/10000849411
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Multiple uncertainty, forward-futures markets and international trade
Viaene, Jean-Marie; Zilcha, Itzhak - 1995
Persistent link: https://www.econbiz.de/10000914241
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The valuation of interest rate guarantees : an application of American option pricing theory
Grosen, Anders; Løchte Jørgensen, Peter - 1995
Persistent link: https://www.econbiz.de/10000918087