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Implementation of the BDT model with different volatility estimators : applications to Eurodollar futures options
Bali, Turan G.; Karagozoglu, Ahmet K. - In: The journal of fixed income 8 (1999) 4, pp. 24-34
Persistent link: https://www.econbiz.de/10001432399
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IMPLEMENTATION OF THE BDT MODEL WITH DIFFERENT VOLATILITY ESTIMATORS: APPLICATIONS TO EURODOLLAR FUTURES OPTIONS
Bali, Turan G.; Karagozoglu, Ahmet K. - In: The journal of fixed income 8 (1999) 4, pp. 24-34
Persistent link: https://www.econbiz.de/10007341217
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Modeling ultimate loss given default on corporate debt
Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K. - In: The journal of fixed income 21 (2011) 1, pp. 6-20
Persistent link: https://www.econbiz.de/10009314976
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Bank capital and new regulatory requirements for risks in trading portfolios
Inanoglu, Hulusi; Jacobs, Michael <Jr.>; Karagozoglu, … - In: The journal of fixed income 23 (2014) 4, pp. 71-88
Persistent link: https://www.econbiz.de/10010388870