Narrow search
Showing 1 - 4 of 4
Cover Image
VAR without correlations for portfolios of derivative securities
Barone-Adesi, Giovanni; Giannopoulos, Kostas; Vosper, Les - In: The journal of futures markets 19 (1999) 5, pp. 583-602
Persistent link: https://www.econbiz.de/10001410433
Cover Image
Valuation of derivatives based on single-factor interest rate models
Sorwar, Ghulam; Barone-Adesi, Giovanni; Allegretto, Walter - In: Global finance journal 18 (2007) 2, pp. 251-269
Persistent link: https://www.econbiz.de/10003704514
Cover Image
Valuation of derivatives based on single-factor interest rate models
Sorwar, Ghulam; Barone-Adesi, Giovanni; Allegretto, Walter - In: Global finance journal 18 (2007) 2, pp. 251-269
Persistent link: https://www.econbiz.de/10007869963
Cover Image
VaR without Correlations for Portfolios of Derivative Securities
Barone-Adesi, Giovanni; Giannopoulos, Kostas; Vosper, Les - In: The journal of futures markets 19 (1999) 5, pp. 583-602
Persistent link: https://www.econbiz.de/10007375180