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1
Banks and derivatives
Gorton, Gary
-
1995
Persistent link: https://www.econbiz.de/10000910082
Saved in:
2
Over-the-counter derivatives and systemic risk to the global financial system
Darby, Michael R.
-
1994
Persistent link: https://www.econbiz.de/10000911236
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3
Security baskets and index-linked securities
Gorton, Gary
;
Pennacchi, George G.
-
1991
Persistent link: https://www.econbiz.de/10000817009
Saved in:
4
Valuation of variance forecasts with simulated option markets
Engle, Robert F.
;
Hong, Che-hsiung T.
;
Kane, Alex
-
1990
Persistent link: https://www.econbiz.de/10000790825
Saved in:
5
A direct approach to arbitrage-free pricing of credit derivatives
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
-
1998
Persistent link: https://www.econbiz.de/10000671238
Saved in:
6
Valuing the futures market clearinghouse's default exposure during the 1987 crash
Bates, David S.
;
Craine, Roger N.
-
1998
Persistent link: https://www.econbiz.de/10000662488
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7
Fixing capital gains : symmetry, consistency and correctness in the taxation of financial instruments
Bradford, David F.
-
1996
Persistent link: https://www.econbiz.de/10000604941
Saved in:
8
Pricing and hedging
derivative
securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris
;
Kogan, Leonid
;
Lo, Andrew W.
-
1997
Persistent link: https://www.econbiz.de/10000646551
Saved in:
9
Behavioralize this! : International evidence on autocorrelation patterns of stock index and features return
Ahn, Dong-Hyun
;
Boudoukh, Jacob
;
Richardson, Matthew
; …
-
1999
Persistent link: https://www.econbiz.de/10001394327
Saved in:
10
Information aggregation, security design and currency swaps
Chowdhry, Bhagwan
;
Grinblatt, Mark
;
Levine, David K.
-
2002
Persistent link: https://www.econbiz.de/10001646757
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