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An empirical evaluation of value at risk by scenario simulation
Abken, Peter A. - In: The journal of derivatives : the official publication … 7 (2000) 4, pp. 12-29
Persistent link: https://www.econbiz.de/10001500033
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Valuing default-risky interest-rate caps : a Monte Carlo approach
Abken, Peter A. - 1990
Persistent link: https://www.econbiz.de/10000796605
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Using Eurodollar futures options : gauging the market's view of interest rate movements
Abken, Peter A. - In: Economic review 80 (1995) 2, pp. 10-30
Persistent link: https://www.econbiz.de/10001188231
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Innovations in modeling the term structure of interest rates
Abken, Peter A. - In: Economic review 75 (1990) 4, pp. 2-27
Persistent link: https://www.econbiz.de/10001104457
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Globalization of stock, futures, and options markets
Abken, Peter A. - In: Economic review 76 (1991) 4, pp. 1-22
Persistent link: https://www.econbiz.de/10001110985
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Beyond plain vanilla : a taxonomy of swaps
Abken, Peter A. - In: Economic review 76 (1991) 2, pp. 12-29
Persistent link: https://www.econbiz.de/10001117946
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An introduction to portfolio insurance
Abken, Peter A. - In: Economic review 72 (1987) 6, pp. 2-25
Persistent link: https://www.econbiz.de/10001069882
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Interest-rate caps, collars, and floors
Abken, Peter A. - In: Economic review 74 (1989) 6, pp. 2-24
Persistent link: https://www.econbiz.de/10001087198
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Valuation of default-risky interest-rate swaps
Abken, Peter A. - In: Advances in futures and options research : a research annual 6 (1993), pp. 93-116
Persistent link: https://www.econbiz.de/10001145851
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An analysis of intra-market spreads in heating oil futures
Abken, Peter A. - In: The journal of futures markets 9 (1989) 1, pp. 77-86
Persistent link: https://www.econbiz.de/10001149567