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Pricing and Hedging of Contingent Credit Lines
Loukoianova, Elena; Neftci, Salih; Sharma, Sunil - In: The journal of derivatives : the official publication … 14 (2007) 3, pp. 61-79
Persistent link: https://www.econbiz.de/10007723406
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Books: Review Foreign Exchange Risk Models, Instruments and Strategies.
Neftci, Salih; Hakala, Jürgen; Wystup, Uwe - In: Risk : managing risk in the world's financial markets 16 (2003) 1, pp. 74
Persistent link: https://www.econbiz.de/10007033995
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STRESS TESTING: THE RELATIVITY OF VOLATILITY - How to use extreme value theory to parameterise extreme levels of volatility. in an interest rates context.
Bali, Turan; Neftci, Salih - In: Risk : managing risk in the world's financial markets 14 (2001) 4, pp. 91-94
Persistent link: https://www.econbiz.de/10007043792