Volume 9; Issue 4

The Journal of Derivatives

Volume 9; Issue 4
2

Pricing Asian-Style Interest Rate Swaps

Year:
2002
Language:
english
File:
PDF, 592 KB
english, 2002
3

Asymptotic Distribution Expansions in Option Pricing

Year:
2002
Language:
english
File:
PDF, 699 KB
english, 2002
4

Consistent Initial Curves for Interest Rate Models

Year:
2002
Language:
english
File:
PDF, 967 KB
english, 2002
5

Holidays and Trading and Return Patterns of Australian SPI Futures

Year:
2002
Language:
english
File:
PDF, 287 KB
english, 2002