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Risk : managing risk in the world's financial markets
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Stochastic optimization of capital structure in privately funded infrastructure projects
Dong, Feng
;
Chiara, Nicola
;
Kokkaew, Nakhon
;
Wu, Jialu
- In:
The journal of private equity : JPE ; strategies and …
15
(
2011/12
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10009932974
Saved in:
2
Copula-based portfolio credit risk assessment in infrastructure project financing
Dong, Feng
;
Chiara, Nicola
;
Kokkaew, Nakhon
;
Xu, Alex
- In:
The journal of private equity : JPE ; strategies and …
15
(
2011/12
)
2
,
pp. 31-40
Persistent link: https://www.econbiz.de/10010007252
Saved in:
3
Improving economic efficiency of public-private partnerships for infrastructure development flexibility analysis in a highly uncertain context
Dong, Feng
;
Chiara, Nicola
- In:
The journal of structured finance
16
(
2010
)
1
,
pp. 87-99
Persistent link: https://www.econbiz.de/10009881981
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4
Valuing Simple Multiple-Exercise Real Options in Infrastructure Projects
Chiara, Nicola
;
Garvin, Michael J.
;
Vecer, Jan
- In:
Journal of infrastructure systems
13
(
2007
)
2
,
pp. 97-104
Persistent link: https://www.econbiz.de/10007735394
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5
Financing renewable energy infrastructure: Formulation, pricing and impact of a carbon revenue bond
Tang, Amy
;
Chiara, Nicola
;
Taylor, John E.
- In:
Energy policy
45
(
2012
),
pp. 691-704
Persistent link: https://www.econbiz.de/10009961901
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6
Options on a traded account: Vacation calls, vacation puts and passport options
Shreve, Steven E.
;
Vecer, Jan
- In:
Finance and stochastics
4
(
2000
)
3
,
pp. 255-274
Persistent link: https://www.econbiz.de/10008217579
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7
Options: Unified Asian pricing - Pricing Asian options has traditionally been very complex. However, solutions have recently become much simpler, as the author demonstrates with a new one-dimensional PDE formulation.
Vecer, Jan
- In:
Risk : managing risk in the world's financial markets
15
(
2002
)
6
,
pp. 113-118
Persistent link: https://www.econbiz.de/10007036380
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8
CUTTING EDGE: OPTION PRICING Maximum draw-down and directional trading - Maximum draw-down measures the worst drop in a market in a given time period. The author shows how to price and replicate this event. Replication can be naturally linked to existing popular trading strategies, such as momentum or contrarian trading.
Vecer, Jan
- In:
Risk : managing risk in the world's financial markets
19
(
2006
)
12
,
pp. 88
Persistent link: https://www.econbiz.de/10007393834
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9
UPGRADING YOUR PASSPORT - A look at new variations of the passport option with more desirable properties.
Vecer, Jan
;
Shreve, Steven
- In:
Risk : managing risk in the world's financial markets
13
(
2000
)
7
,
pp. 81-83
Persistent link: https://www.econbiz.de/10007048615
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