Volume 86; Issue 6

1

Option pricing in the presence of random arbitrage return

Year:
2009
Language:
english
File:
PDF, 614 KB
english, 2009
2

Valuation of forward-starting CDOs

Year:
2009
Language:
english
File:
PDF, 102 KB
english, 2009
10

The static hedging of CDO tranche correlation risk

Year:
2009
Language:
english
File:
PDF, 416 KB
english, 2009
12

EDITORIAL

Year:
2009
Language:
english
File:
PDF, 20 KB
english, 2009