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Pricing and hedging capped opt...
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12
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ECONIS (ZBW)
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1
Pricing and hedging capped options
Boyle, Phelim P.
- In:
The journal of futures markets
9
(
1989
)
1
,
pp. 41-54
Persistent link: https://www.econbiz.de/10001149571
Saved in:
2
Measuring and managing risk in innovative financial instruments
Turnbull, Stuart M.
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
2
,
pp. 87-114
Persistent link: https://www.econbiz.de/10003874111
Saved in:
3
Counterparty risk : a review
Turnbull, Stuart M.
- In:
Annual review of financial economics
6
(
2014
),
pp. 241-258
Persistent link: https://www.econbiz.de/10010492516
Saved in:
4
Unresolved issues in modeling credit-risky assets
Turnbull, Stuart M.
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 68-87
Persistent link: https://www.econbiz.de/10003018899
Saved in:
5
Debt capacity
Turnbull, Stuart M.
- In:
The journal of finance : the journal of the American …
34
(
1979
)
4
,
pp. 931-940
Persistent link: https://www.econbiz.de/10002928406
Saved in:
6
Measurement of the real rate of interest and related problems in a world of uncertainty
Turnbull, Stuart M.
- In:
Journal of money, credit and banking : JMCB
13
(
1981
)
2
,
pp. 177-191
Persistent link: https://www.econbiz.de/10002928539
Saved in:
7
Market value and systematic risk
Turnbull, Stuart M.
- In:
The journal of finance : the journal of the American …
32
(
1977
)
4
,
pp. 1125-1142
Persistent link: https://www.econbiz.de/10002928548
Saved in:
8
Pricing loans using default probabilities
Turnbull, Stuart M.
- In:
Economic notes : economic review of Banca Monte dei …
32
(
2003
)
2
,
pp. 197-217
Persistent link: https://www.econbiz.de/10001790785
Saved in:
9
Interest rate digital options and range notes
Turnbull, Stuart M.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 92-101
Persistent link: https://www.econbiz.de/10001219428
Saved in:
10
Bank and business performance measurement
Turnbull, Stuart M.
- In:
Economic notes : economic review of Banca Monte dei …
31
(
2002
)
2
,
pp. 215-236
Persistent link: https://www.econbiz.de/10001675997
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