Implied derivative security prices based two-factor interest model : a UK application

von Sorwar, Ghulam
Veröffentlicht in Applied financial economics (2005)

Estimating single factor jump diffusion interest rate models

von Sorwar, Ghulam
Veröffentlicht in Applied financial economics (2011)

Estimating financial risk measures for options

von Sorwar, Ghulam
Veröffentlicht in Journal of banking & finance (2010)

Determinants of takeover premium in cash offers : an option pricing approach

von Sudarsanam, Sudi
Veröffentlicht in Journal of business finance & accounting (2010)

Interest rate barrier options

von Barone-Adesi, Giovanni
Veröffentlicht in Computational methods in decision-making, economics and finance (2010)

Derivative prices from interest rate models : results for Canada, Hong Kong, and United States

von Nowman, Kalid Ben
Veröffentlicht in International review of financial analysis (2005)

Implied option prices from the continuous time CKLS interest rate model : an application to the UK

von Nowman, Kalid Ben
Veröffentlicht in Applied financial economics (2003)

Pricing UK and US securities with in the CKLS model : further results

von Nowman, Kalid Ben
Veröffentlicht in International review of financial analysis (1999)

Valuation of two-factor interest rate contingent claims using Green's theorem

von Sorwar, Ghulam
Veröffentlicht in Applied mathematical finance (2011)

An evaluation of contingent claims using the CKLS interest rate model : an analysis of Australia, Japan, and the United Kingdom

von Nowman, Kalid Ben
Veröffentlicht in Asia-Pacific financial markets (1999)

Value at risk under jump GARCH processes

von Sorwar, Ghulam
Veröffentlicht in Banking and finance review (2010)

To debt or not to debt : are Islamic banks less risky than conventional banks?

von Sorwar, Ghulam
Veröffentlicht in Journal of economic behavior & organization (2016)

Revisiting variance gamma pricing : an application to S&P500 index options

von Mozumder, Sharif
Veröffentlicht in International journal of financial engineering (2015)

A finance perspective on intellectual capital

von Sudarsanam, Sudi
Veröffentlicht in Perspectives on intellectual capital (2005)

What drives corporate CDS spreads? : a comparison across US, UK and EU firms

von Pereira, John
Veröffentlicht in Journal of international financial markets, institutions & money (2018)

Option pricing under non-normality : a comparative analysis

von Mozumder, Sharif
Veröffentlicht in Review of quantitative finance and accounting (2013)

Valuation of derivatives based on single-factor interest rate models

von Sorwar, Ghulam
Veröffentlicht in Global finance journal (2007)

"Spectral risk measures: properties and limitations" : comment on Dowd, Cotter, and Sorwar

von Brandtner, Mario
Veröffentlicht in Journal of financial services research (2016)

Enforcement actions, market movement and depositors’ reaction : evidence from the us banking system

von Pereira, John
Veröffentlicht in Journal of financial services research (2019)

Political connections and seasoned equity offerings

von Nnadi, Modestus I.
Veröffentlicht in Journal of banking & finance (2021)