Narrow search
Showing 1 - 6 of 6
Cover Image
Probabilistic approach to measuring early-warning signals of systemic contagion risk
Hui, Cho H.; Lo, Chi-Fai; Zheng, Xiao-Fen; Fong, Tom - In: International journal of financial engineering 5 (2018) 2, pp. 1-25
Persistent link: https://www.econbiz.de/10011922985
Cover Image
Pricing corporate bonds with interest rates following double square-root process
Lo, Chi-Fai; Hui, Cho H. - In: International journal of financial engineering 3 (2016) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10011587738
Cover Image
A simple explanation of biased movements of renminbi exchange rate
Hui, Cho H.; Lo, Chi-Fai - In: International journal of financial engineering 5 (2018) 4, pp. 1-12
Persistent link: https://www.econbiz.de/10012028830
Cover Image
Covered interest parity in cross-currency swap bases and demand for US treasuries
Hui, Cho H.; Lo, Chi-Fai; Fung, Chin-To - In: International journal of financial engineering 7 (2020) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10012602952
Cover Image
A simple closed-form approximation for constant elasticity of variance spread options
Lo, C. F.; Zheng, X. F. - In: International journal of financial engineering 7 (2020) 4, pp. 1-13
Persistent link: https://www.econbiz.de/10012603776
Cover Image
Pricing options on a mean-reverting asset by the analytical operator splitting method
Lo, C. F.; He, Y. W. - In: International journal of financial engineering 9 (2022) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10013367498