1

The Pricing of Options on Assets with Stochastic Volatilities

Year:
1987
Language:
english
File:
PDF, 446 KB
english, 1987
2

Pricing Interest-Rate-Derivative Securities

Year:
1990
Language:
english
File:
PDF, 354 KB
english, 1990
3

The Valuation of Credit Default Swap Options

Year:
2003
Language:
english
File:
PDF, 357 KB
english, 2003
4

Optimal Delta Hedging for Options

Year:
2017
Language:
english
File:
PDF, 660 KB
english, 2017
5

Numerical Procedures for Implementing Term Structure Models II

Year:
1994
Language:
english
File:
PDF, 306 KB
english, 1994
6

Numerical Procedures for Implementing Term Structure Models I

Year:
1994
Language:
english
File:
PDF, 302 KB
english, 1994
7

The General Hull-White Model and Supercalibration

Year:
2001
Language:
english
File:
PDF, 1.57 MB
english, 2001
8

Valuing Credit Derivatives Using an Implied Copula Approach

Year:
2006
Language:
english
File:
PDF, 1.34 MB
english, 2006
9

The Valuation of Market-Leveraged Stock Units

Year:
2014
Language:
english
File:
PDF, 343 KB
english, 2014
11

Valuation of a CDO and an n -th to Default CDS Without Monte Carlo Simulation

Year:
2004
Language:
english
File:
PDF, 217 KB
english, 2004
12

Using Hull-White Interest Rate Trees

Year:
1996
Language:
english
File:
PDF, 1.82 MB
english, 1996
13

Modeling the Short Rate: The Real and Risk-Neutral Worlds

Year:
2014
Language:
english
File:
PDF, 568 KB
english, 2014
15

How to Value Employee Stock Options

Year:
2004
Language:
english
File:
PDF, 1.07 MB
english, 2004
16

Efficient Procedures for Valuing European and American Path-Dependent Options

Year:
1993
Language:
english
File:
PDF, 787 KB
english, 1993
17

Interest rate trees: extensions and applications

Year:
2018
Language:
english
File:
PDF, 1.15 MB
english, 2018
18

Value at Risk When Daily Changes in Market Variables are not Normally Distributed

Year:
1998
Language:
english
File:
PDF, 1.83 MB
english, 1998
21

CVA and Wrong-Way Risk

Year:
2012
Language:
english
File:
PDF, 1.75 MB
english, 2012
22

The impact of default risk on the prices of options and other derivative securities

Year:
1995
Language:
english
File:
PDF, 1.05 MB
english, 1995
23

Valuing Credit Default Swaps II

Year:
2001
Language:
english
File:
PDF, 152 KB
english, 2001
24

Valuing Credit Default Swaps I

Year:
2000
Language:
english
File:
PDF, 135 KB
english, 2000
25

The Use of the Control Variate Technique in Option Pricing

Year:
1988
Language:
english
File:
PDF, 1.30 MB
english, 1988
26

Prefix and suffix effects: Do they have a common basis?

Year:
1979
Language:
english
File:
PDF, 988 KB
english, 1979
27

Dynamic Models of Portfolio Credit Risk

Year:
2008
Language:
english
File:
PDF, 820 KB
english, 2008
28

The Valuation of Market-Leveraged Stock Units

Year:
2013
Language:
english
File:
PDF, 335 KB
english, 2013
30

"How to Value Employee Stock Options": [Comment and Response]

Year:
2005
Language:
english
File:
PDF, 419 KB
english, 2005
31

The Risk of Tranches Created from Mortgages

Year:
2010
Language:
english
File:
PDF, 1.79 MB
english, 2010
35

Hedging the risks from writing foreign currency options

Year:
1987
Language:
english
File:
PDF, 1.40 MB
english, 1987
36

The Pricing of Options on Assets with Stochastic Volatilities

Year:
1987
Language:
english
File:
PDF, 1.03 MB
english, 1987
41

Valuing Derivatives: Funding Value Adjustments and Fair Value

Year:
2013
Language:
english
File:
PDF, 272 KB
english, 2013
43

Bond Prices, Default Probabilities and Risk Premiums

Year:
2005
Language:
english
File:
PDF, 46 KB
english, 2005