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ECONIS (ZBW)
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A pricing and hedging comparison of parametric and nonparametric approaches for American index options
Daglish, Toby
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
3
,
pp. 327-364
Persistent link: https://www.econbiz.de/10002214153
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2
Lattice methods for no-arbitrage pricing of interest rate securities
Daglish, Toby
- In:
The journal of derivatives : the official publication …
18
(
2010
)
2
,
pp. 7-19
Persistent link: https://www.econbiz.de/10008771480
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3
What motivates a subprime borrower to default?
Daglish, Toby
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 681-693
Persistent link: https://www.econbiz.de/10003820927
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4
Consumer governance in electricity markets
Daglish, Toby
- In:
Energy economics
56
(
2016
),
pp. 326-337
Persistent link: https://www.econbiz.de/10011664247
Saved in:
5
Bayesian forecasting in economics and finance : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 811-839
Persistent link: https://www.econbiz.de/10014547209
Saved in:
6
Analytic valuation of guaranteed lifetime withdrawal benefits with a modified ratchet
Harcourt, Darcy
;
Daglish, Toby
;
Ulm, Eric R.
- In:
Insurance : mathematics and economics
118
(
2024
),
pp. 59-71
Persistent link: https://www.econbiz.de/10015067006
Saved in:
7
Pricing effects of the electricity market reform in Brazil
Daglish, Toby
;
Bragança, Gabriel Godofredo Fiuza de
; …
- In:
Energy economics
97
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820050
Saved in:
8
The valuation of equity futures on the Tokyo stock exchange : 1920 - 1923
Daglish, Toby
;
Moore, Lyndon
- In:
The journal of futures markets
33
(
2013
)
7
,
pp. 601-628
Persistent link: https://www.econbiz.de/10009756554
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9
Investing in vertical integration: electricity retail market participation
Bragança, Gabriel Godofredo Fiuza de
;
Daglish, Toby
- In:
Energy economics
67
(
2017
),
pp. 355-365
Persistent link: https://www.econbiz.de/10011897933
Saved in:
10
Can market power in the electricity spot market translate into market power in the hedge market?
Bragança, Gabriel Godofredo Fiuza de
;
Daglish, Toby
- In:
Energy economics
58
(
2016
),
pp. 11-26
Persistent link: https://www.econbiz.de/10011698480
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