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EQUITY FINANCING TRANSACTIONS
Myneni, Ravi - In: The journal of fixed income 8 (1999) 4, pp. 77-84
Persistent link: https://www.econbiz.de/10007341213
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Implied remaining variance in derivative pricing
Carr, Peter; Sun, Jian - In: The journal of fixed income 23 (2014) 4, pp. 19-32
Persistent link: https://www.econbiz.de/10010388877
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Implied remaining variance with application to Bachelier model
Sun, Jian; Niu, Qiankun; Cao, Shinan; Carr, Peter - In: The journal of fixed income 26 (2016) 2, pp. 78-95
Persistent link: https://www.econbiz.de/10011684715
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Valuing default swaps under market and credit risk correlation
Jarrow, Robert A.; Yildirim, Yildiray - In: The journal of fixed income 11 (2001) 4, pp. 7-19
Persistent link: https://www.econbiz.de/10001701698
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A simple, transparent, and accurate mortgage valuation yield curve
Jarrow, Robert A.; Deventer, Donald R. van - In: The journal of fixed income 22 (2013) 3, pp. 37-44
Persistent link: https://www.econbiz.de/10009711232
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Problems with using CDS to infer default probabilities
Jarrow, Robert A. - In: The journal of fixed income 21 (2012) 4, pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
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Synthetic CDO equity : short or long correlation risk?
Jarrow, Robert A.; Deventer, Donald R. van - In: The journal of fixed income 17 (2007) 4, pp. 31-41
Persistent link: https://www.econbiz.de/10003729808