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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Black-Scholes model"
~subject:"Swap"
~subject:"Switzerland"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Aufgaben von Wissenschaft und Praxis im nächsten Jahrzehnt : Festgabe AV Bodania, St. Gallen ; [1925 - 2000]
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Market pricing of exotic structured products : the case of multi-asset barrier reverse convertibles in Switzerland
Wallmeier, Martin
;
Diethelm, Martin
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
2
,
pp. 59-72
Persistent link: https://www.econbiz.de/10003925809
Saved in:
2
The valuation of credit default swap options
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 40-50
Persistent link: https://www.econbiz.de/10001770070
Saved in:
3
Valuation of stock option grants under multiple severance risks
Pandher, Gurupdesh S.
- In:
The journal of derivatives : the official publication …
11
(
2003
)
2
,
pp. 25-37
Persistent link: https://www.econbiz.de/10001861536
Saved in:
4
Pricing swaptions within an affine framework
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10001718682
Saved in:
5
Pricing equity swaps in a stochastic interest rate economy
Kijima, Masaaki
;
Muromachi, Yukio
- In:
The journal of derivatives : the official publication …
8
(
2001
)
4
,
pp. 19-35
Persistent link: https://www.econbiz.de/10001613578
Saved in:
6
The pricing of structured products in the Swiss market
Burth, Stefan
;
Kraus, Thomas
;
Wohlwend, Hanspeter
- In:
The journal of derivatives : the official publication …
9
(
2001
)
2
,
pp. 30-40
Persistent link: https://www.econbiz.de/10001634683
Saved in:
7
Understanding the default-implied volatility for credit spreads
Zheng, C. K.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
4
,
pp. 67-77
Persistent link: https://www.econbiz.de/10001500091
Saved in:
8
Tax clienteles, arbitrage, and the pricing of total return equity swaps
Laatsch, Francis E.
- In:
The journal of derivatives : the official publication …
8
(
2000
)
2
,
pp. 37-46
Persistent link: https://www.econbiz.de/10001545163
Saved in:
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