Volume 6; Issue 1

The Journal of Derivatives

Volume 6; Issue 1
1

Valuing Options in Regime-Switching Models

Year:
1998
Language:
english
File:
PDF, 1.72 MB
english, 1998
2

A Markov Chain Model for Valuing Credit Risk Derivatives

Year:
1998
Language:
english
File:
PDF, 1.31 MB
english, 1998
3

The Inefficiency Costs of Guaranteed Investment Products

Year:
1998
Language:
english
File:
PDF, 1.75 MB
english, 1998
4

Valuation of Discrete Barrier Options by Interpolations

Year:
1998
Language:
english
File:
PDF, 3.18 MB
english, 1998
6

Stress Testing in a Value at Risk Framework

Year:
1998
Language:
english
File:
PDF, 2.34 MB
english, 1998