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Improving economic efficiency of public-private partnerships for infrastructure development flexibility analysis in a highly uncertain context
Dong, Feng; Chiara, Nicola - In: The journal of structured finance 16 (2010) 1, pp. 87-99
Persistent link: https://www.econbiz.de/10009881981
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Copula-based portfolio credit risk assessment in infrastructure project financing
Dong, Feng; Chiara, Nicola; Kokkaew, Nakhon; Xu, Alex - In: The journal of private equity : JPE ; strategies and … 15 (2011/12) 2, pp. 31-40
Persistent link: https://www.econbiz.de/10010007252
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Stochastic optimization of capital structure in privately funded infrastructure projects
Dong, Feng; Chiara, Nicola; Kokkaew, Nakhon; Wu, Jialu - In: The journal of private equity : JPE ; strategies and … 15 (2011/12) 1, pp. 36-47
Persistent link: https://www.econbiz.de/10009932974
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Valuing Simple Multiple-Exercise Real Options in Infrastructure Projects
Chiara, Nicola; Garvin, Michael J.; Vecer, Jan - In: Journal of infrastructure systems 13 (2007) 2, pp. 97-104
Persistent link: https://www.econbiz.de/10007735394
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Financing renewable energy infrastructure: Formulation, pricing and impact of a carbon revenue bond
Tang, Amy; Chiara, Nicola; Taylor, John E. - In: Energy policy 45 (2012), pp. 691-704
Persistent link: https://www.econbiz.de/10009961901
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CUTTING EDGE: OPTION PRICING Maximum draw-down and directional trading - Maximum draw-down measures the worst drop in a market in a given time period. The author shows how to price...
Vecer, Jan - In: Risk : managing risk in the world's financial markets 19 (2006) 12, pp. 88
Persistent link: https://www.econbiz.de/10007393834
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Options on a traded account: Vacation calls, vacation puts and passport options
Shreve, Steven E.; Vecer, Jan - In: Finance and stochastics 4 (2000) 3, pp. 255-274
Persistent link: https://www.econbiz.de/10008217579
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Options: Unified Asian pricing - Pricing Asian options has traditionally been very complex. However, solutions have recently become much simpler, as the author demonstrates with a...
Vecer, Jan - In: Risk : managing risk in the world's financial markets 15 (2002) 6, pp. 113-118
Persistent link: https://www.econbiz.de/10007036380
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UPGRADING YOUR PASSPORT - A look at new variations of the passport option with more desirable properties.
Vecer, Jan; Shreve, Steven - In: Risk : managing risk in the world's financial markets 13 (2000) 7, pp. 81-83
Persistent link: https://www.econbiz.de/10007048615