| 311. | Default Implied Volatility for Credit Spread
Publishing author: ZHENG C.K.
Co-author(s):
Working paper (1999) - English
Online since 2002.12.18 at 16:26:35 -
330 download(s) - 0
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Abstract | Download (.pdf - 94 KB) - Zip version (84 KB) |
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| 312. | A Generalisation of Malliavin Weighted Scheme for Fast Computation of the Greeks
Publishing author: BENHAMOU Eric
Co-author(s):
Working paper (2000) - English
Online since 2002.11.29 at 13:47:19 -
174 download(s) - 1
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Abstract | Download (.pdf - 342 KB) - Zip version (259 KB) |
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| 313. | Option pricing with Levy Process
Publishing author: BENHAMOU Eric
Co-author(s):
Working paper (2000) - English
Online since 2002.11.28 at 13:24:14 -
432 download(s) - 2
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Abstract | Download (.pdf - 274 KB) - Zip version (248 KB) |
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| 314. | A Note on Portfolio Selection under Various Risk Measures
Publishing author: DE GIORGI Enrico
Co-author(s):
Working paper (2002 - Institute for Empirical Research in Economics, University of Zurich) - English
Online since 2002.11.19 at 08:18:55 -
319 download(s) - 3
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Abstract | Download (.pdf - 386 KB) - Zip version (279 KB) |
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| 315. | Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options
Publishing author: GEREBEN Aron
Co-author(s):
Working paper (2002 - Reserve Bank of New Zealand) - English
Online since 2002.11.18 at 20:42:13 -
87 download(s) - 1
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Abstract | Download (.pdf - 321 KB) - Zip version (277 KB) |
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| 316. | Closed Form Formula for the Price of the Options on the 1 Day Brazilian Interfinancial Deposits Index – IDI
Publishing author: VALLS PEREIRA Pedro Luiz
Co-author(s): VIEIRA NETO Cícero Augusto
Working paper (2001 - Ibmec Business School - FinanceLab Working Paper) - English
Online since 2002.11.07 at 13:05:00 -
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Abstract | Download (.pdf - 279 KB) - Zip version (180 KB) |
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| 317. | Une Modelisation de l'immobilier
(A Property income Model)
Publishing author: GUENEE Thibault
Co-author(s):
Working paper (2000) - French
Online since 2002.10.30 at 13:46:19 -
254 download(s) - 3
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Abstract | Download (.zip - 549 KB) - Zip version (549 KB) |
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| 318. | Limit Orders, Depth and Volatility: Evidence from the Stock Exchange of Hong Kong
Publishing author: BAE Kee-Hong
Co-author(s): AHN Hee-Joon / CHAN Kalok
Journal article (2001 - Journal of Finance) - English
Online since 2002.10.29 at 05:20:49 -
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Abstract | Download (.pdf - 230 KB) - Zip version (202 KB) |
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| 319. | A new approach to measuring financial contagion
Publishing author: BAE Kee-Hong
Co-author(s): KAROLYI George Andrew / STULZ René M.
Journal article (2002 - Review of Financial Studies, forthcoming) - English
Online since 2002.10.29 at 05:01:00 -
179 download(s) - 2
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Abstract | Download (.pdf - 432 KB) - Zip version (405 KB) |
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| 320. | What Drives the Arrangement Timetable of Bank Loan Syndication ?
Publishing author: GODLEWSKI Christophe J.
Co-author(s):
Working paper (2008 - LaRGE, Université Louis Pasteur, Strasbourg) - English
Online since 2008.05.12 at 15:56:51 -
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Abstract | Download (.pdf - 460 KB) - Zip version (321 KB) |
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