Volume 12; Issue 4

The Journal of Derivatives

Volume 12; Issue 4
1

A New Procedure for Pricing Parisian Options

Year:
2005
Language:
english
File:
PDF, 228 KB
english, 2005
2

Implied Volatility Indexes and Daily Value at Risk Models

Year:
2005
Language:
english
File:
PDF, 921 KB
english, 2005
3

Modeling Default Dependence with Threshold Models

Year:
2005
Language:
english
File:
PDF, 181 KB
english, 2005
6

Editor's Letter

Year:
2005
Language:
english
File:
PDF, 34 KB
english, 2005