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~subject:"Option pricing theory"
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Option pricing theory
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Gray, Dale
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IMF working paper
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Corporate restructuring : lessons from experience ; [Corporate Restructuring: International Best Practices Conference hosted in Washington, D.C. ... in March 2004]
1
From fragmentation to financial integration in Europe
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ECONIS (ZBW)
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Measuring and analyzing sovereign risk with contingent claims
Gapen, Michael
;
Gray, Dale
;
Lim, Cheng Hoon
;
Xiao, Yingbin
- In:
IMF staff papers
55
(
2008
)
1
,
pp. 109-148
Persistent link: https://www.econbiz.de/10003731239
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2
Factor model for stress-testing with a contingent claims model of the Chilean banking system
Gray, Dale
;
Walsh, James P.
-
2008
Persistent link: https://www.econbiz.de/10003738026
Saved in:
3
Modelo de factores para pruebas de tensión con un modelo de derechos contingentes del sistema bancario chileno
Gray, Dale
;
Walsh, James P.
- In:
Monetaria
31
(
2008
)
4
,
pp. 513-558
Persistent link: https://www.econbiz.de/10003851305
Saved in:
4
A risk-based debt sustainability framework : incorporating balance sheets and uncertainty
Gray, Dale
;
Lim, Cheng Hoon
;
Loukoianova, Elena
; …
-
2008
Persistent link: https://www.econbiz.de/10003674662
Saved in:
5
Systemic contingent claim analysis : a model approach to systemic risk
Gray, Dale
;
Jobst, Andreas A.
- In:
Managing risk in the financial system
,
(pp. 93-110)
.
2011
Persistent link: https://www.econbiz.de/10009243278
Saved in:
6
Systemic contingent claims analysis : estimating market-implied systemic risk
Jobst, Andreas A.
;
Gray, Dale
-
2013
Persistent link: https://www.econbiz.de/10009726539
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7
Financial, sovereign, and macro risk in the European Union : contingent claims approach
Gray, Dale
- In:
From fragmentation to financial integration in Europe
,
(pp. 69-96)
.
2014
Persistent link: https://www.econbiz.de/10010356356
Saved in:
8
Measuring and analyzing sovereign risk with contingent claims
Gapen, Michael T.
;
Gray, Dale
;
Lim, Cheng Hoon
;
Xiao, …
-
2005
Persistent link: https://www.econbiz.de/10003218864
Saved in:
9
The contingent claims approach to corporate vulnerability analysis: estimating default risk and economywide risk transfer
Gapen, Michael T.
;
Gray, Dale
;
Lim, Cheng Hoon
;
Xiao, …
- In:
Corporate restructuring : lessons from experience ; …
,
(pp. 261-300)
.
2005
Persistent link: https://www.econbiz.de/10002861161
Saved in:
10
The contingent claims approach to corporate vulnerability analysis : estimating default risk and economy-wide risk transfer
Gapen, Michael T.
;
Gray, Dale
;
Lim, Cheng Hoon
;
Xiao, …
-
2004
Persistent link: https://www.econbiz.de/10002408336
Saved in:
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