International risk reduction with financial and foreign currency futures

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Advances in futures and options research
1. Verfasser: Hill, Joanne M. (VerfasserIn)
Weitere Verfasser: Schneeweis, Thomas (BerichterstatterIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 1986
Schlagworte:
1982-1984 > Kapitalmobilität > Derivat > Index > Öffentliche Anleihe > Währungsderivat > USA > Aufsatz in Zeitschrift
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Titel Jahr Verfasser
The economic significance of the forecast bias of S&P 100 index option implied volatility 1999 Fleming, Jeff
Futures hedging and stochastic volatility 1999 Lien, Da-hsiang Donald
Currency-translated foreign equity options : the American case 1997 Toft, Klaus Bjerre
Numeraire invariance and generalized risk neutral valuation 1997 Kocić, Aleksandar
The valuation of American options with the method of lines 1997 Meyer, Gunter H.
The valuation of default risk in corporate bonds and interest rate swaps 1997 Nielsen, Soren S.
Average inter-security correlation coefficients : implications for the timing of hedging decisions 1997 Brooks, Robert
The skewness premium : option pricing under asymmetric processes 1997 Bates, David S.
Using stock price as numeraire in option pricing models with nonconstant volatility 1997 Li, Anlong
An option-based approach to analyzing financial contracts with multiple indenture provisions 1997 Rich, Don R.
The latest range 1997 Tucker, Alan L.
Testing term structure estimation methods 1997 Bliss, Robert R.
Valuation of options on several risky assets when there are transactions costs 1997 Boyle, Phelim P.
Negative option values implicit in extendable Canadian treasury bonds 1997 Athanassakos, George
Asian options as linear complementarity problems : analysis and finite-difference solutions 1995 Dewynne, Jeff N.
State space symmetry and two-factor option pricing models 1995 Chesney, Marc
Currency option pricing in a family of exchange rate regimes 1995 Ekvall, Niklas
An LP approach to synthetic option replication with transaction costs and multiple security selection 1995 Dennis, Patrick
Computing the black-scholes implied volatility : generalization of a simple formula 1995 Bharadia, M. A. J.
Valuation of two-factor term structure models 1995
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