Narrow search
Showing 1 - 9 of 9
Cover Image
The valuation of special purpose vehicles by issuing structured credit-linked notes
Chang, Chia-Chien; Wang, Chou-Wen; Liao, Szu-Lang - In: Applied financial economics 19 (2009) 1-3, pp. 227
Persistent link: https://www.econbiz.de/10008210132
Cover Image
Pricing futures options with basis risk: evidence from S&P 500 futures options
Wang, Chou-Wen; Wu, Ting-Yi - In: Applied financial economics 18 (2008) 19, pp. 1561-1568
Persistent link: https://www.econbiz.de/10008147087
Cover Image
The valuation of special purpose vehicles by issuing structured credit-linked notes
Chang, Chia-Chien; Wang, Chou-Wen; Liao, Szu-Lang - In: Applied financial economics 19 (2009) 3, pp. 227
Persistent link: https://www.econbiz.de/10008167075
Cover Image
Pricing futures options with basis risk: evidence from S&P 500 futures options
Wang, Chou-Wen; Wu, Ting-Yi - In: Applied financial economics 18 (2008) 19-21, pp. 1561-1568
Persistent link: https://www.econbiz.de/10008167938
Cover Image
Pricing generalized capped exchange options
Wang, Chou-Wen; Liao, Szu-Lang; Wu, Ting-Yi - In: Applied financial economics 18 (2008) 7-9, pp. 765
Persistent link: https://www.econbiz.de/10008070692
Cover Image
Pricing generalized capped exchange options
Wang, Chou-Wen; Liao, Szu-Lang; Wu, Ting-Yi - In: Applied financial economics 18 (2008) 9, pp. 765
Persistent link: https://www.econbiz.de/10008044719
Cover Image
Pricing futures options with basis risk : evidence from S&P 500 futures options
Wang, Chou-wen; Wu, Ting-yi - In: Applied financial economics 18 (2008) 18/21, pp. 1561-1567
Persistent link: https://www.econbiz.de/10003799965
Cover Image
The valuation of special purpose vehicles by issuing structured credit-linked notes
Chang, Chia-Chien; Wang, Chou-Wen; Liao, Szu-Lang - In: Applied financial economics 19 (2009) 1/3, pp. 227-256
With the intersection of market and credit risk, the first contribution is to derive the analytic formulas of the Credit Linked Notes (CLNs) and the leveraged total return CLNs issued by an Special Purpose Vehicle (SPV) or the protection buyer. The second contribution is to prove that the values...
Persistent link: https://www.econbiz.de/10003825916
Cover Image
Pricing generalized capped exchange options
Wang, Chou-Wen; Liao, Szu-Lang; Wu, Ting-Yi - In: Applied financial economics 18 (2008) 7/9, pp. 765-776
Persistent link: https://www.econbiz.de/10003739384