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A direct approach to arbitrage-free pricing of credit derivatives
Das, Sanjiv R.; Sundaram, Rangarajan K. - 1998
Persistent link: https://www.econbiz.de/10000671238
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How much do banks use credit derivatives to reduce risk?
Minton, Bernadette A.; Stulz, René M.; Williamson, Rohan - 2005
Persistent link: https://www.econbiz.de/10003125947
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The decline of traditional banking : implications for financial stability and regulatory policy
Edwards, Franklin R.; Mishkin, Frederic S. - 1995
Persistent link: https://www.econbiz.de/10000147481
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Regulatory structure in futures markets : jurisdictional competition among the SEC, the CFTC, and other agencies
Kane, Edward J. - 1984
Persistent link: https://www.econbiz.de/10002072196
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How do regulators influence mortgage risk : evidence from an emerging market
Campbell, John Y.; Ramadorai, Tarun; Ranish, Benjamin - 2012
Persistent link: https://www.econbiz.de/10009631275
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Security baskets and index-linked securities
Gorton, Gary; Pennacchi, George G. - 1991
Persistent link: https://www.econbiz.de/10000817009
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Fixing capital gains : symmetry, consistency and correctness in the taxation of financial instruments
Bradford, David F. - 1996
Persistent link: https://www.econbiz.de/10000604941
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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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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
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A general stochastic volatility model for the pricing and forecasting of interest rate derivatives
Trolle, Anders B.; Schwartz, Eduardo S. - 2006
Persistent link: https://www.econbiz.de/10003343404