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Options on futures spreads : hedging, speculation, and valuation
Shimko, David C. - In: The journal of futures markets 14 (1994) 2, pp. 183-213
Persistent link: https://www.econbiz.de/10001169802
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The valuation of multiple claim insurance contracts
Shimko, David C. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 2, pp. 229-246
Persistent link: https://www.econbiz.de/10001125360
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The equilibrium valuation of risky discrete cash flows in continuous time
Shimko, David C. - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1373-1383
Persistent link: https://www.econbiz.de/10001080353
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Long-term project valuation in capital-constrained firms
Shimko, David C. - In: Finance : revue de l'Association Française de Finance 40 (2019) 3, pp. 121-139
Persistent link: https://www.econbiz.de/10012154181
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Finance in continuous time : a primer
Shimko, David C. - 1992
Persistent link: https://www.econbiz.de/10004140918
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Simplified option price derivations
Shimko, David C. - In: The journal of derivatives : JOD 29 (2022) 5, pp. 9-19
Persistent link: https://www.econbiz.de/10014231070
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Integrated corporate financial risk policy
Shimko, David C. - In: Approaches to enterprise risk management, (pp. 19-22). 2010
Persistent link: https://www.econbiz.de/10003988563
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Quantifying corporate financial risk
Shimko, David C. - In: Approaches to enterprise risk management, (pp. 99-103). 2010
Persistent link: https://www.econbiz.de/10003988683
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Managing counterparty credit risk
Shimko, David C. - In: Approaches to enterprise risk management, (pp. 121-124). 2010
Persistent link: https://www.econbiz.de/10003988689
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Credit risk models and management
Shimko, David C. (ed.) - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10002213516