//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The Valuation of Bonds and Bon...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
12
Language
All
Undetermined
12
Author
All
Cuoco, Domenico
8
Barone, Emilio
4
Barone-Adesi, Giovanni
2
Castagna, Antonio
2
Liu, Hong
2
Basak, Suleyman
1
Bragh`o, Antonio
1
Cvitanic, Jaksa
1
He, Hua
1
Isaenko, Sergei
1
Kaniel, Ron
1
Mengoni, Luca
1
Zapatero, Fernando
1
more ...
less ...
Published in...
All
European financial management : the journal of the European Financial Management Association
3
The review of financial studies
2
Journal of economic dynamics & control
1
Journal of economic theory
1
Journal of financial economics
1
Journal of financial intermediation
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Operations research : the journal of the Operations Research Society of America
1
Rivista di politica economica
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
66
RePEc
21
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing Bonds and Bond Options with Default Risk
Barone, Emilio
;
Barone-Adesi, Giovanni
;
Castagna, Antonio
- In:
European financial management : the journal of the …
4
(
1998
)
2
,
pp. 231-282
Persistent link: https://www.econbiz.de/10005971500
Saved in:
2
Pricing Bonds and Bond Options with Default Risk
Barone, Emilio
;
Barone-Adesi, Giovanni
;
Castagna, Antonio
- In:
European financial management : the journal of the …
4
(
1998
)
2
,
pp. 231-282
Persistent link: https://www.econbiz.de/10005971509
Saved in:
3
Futures-style Options on Euro-deposit Futures: Nihil sub Sole Novi?
Barone, Emilio
;
Mengoni, Luca
- In:
European financial management : the journal of the …
3
(
1997
)
1
,
pp. 99-128
Persistent link: https://www.econbiz.de/10005979776
Saved in:
4
A Model for Measuring Financial Risks
Barone, Emilio
;
Bragh`o, Antonio
- In:
Rivista di politica economica
86
(
1996
)
11-12
,
pp. 155-194
Persistent link: https://www.econbiz.de/10007705091
Saved in:
5
Optimal consumption choices for a 'large' investor
Cuoco, Domenico
;
Cvitanic, Jaksa
- In:
Journal of economic dynamics & control
22
(
1998
)
3
,
pp. 401-436
Persistent link: https://www.econbiz.de/10006789997
Saved in:
6
ARTICLES - A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements
Cuoco, Domenico
;
Liu, Hong
- In:
Mathematical finance : an international journal of …
10
(
2000
)
3
,
pp. 355-386
Persistent link: https://www.econbiz.de/10008217779
Saved in:
7
Optimal Dynamic Trading Strategies with Risk Limits
Cuoco, Domenico
;
He, Hua
;
Isaenko, Sergei
- In:
Operations research : the journal of the Operations …
56
(
2008
)
2
,
pp. 358-368
Persistent link: https://www.econbiz.de/10007997071
Saved in:
8
An Equilibrium Model with Restricted Stock Market Participation
Basak, Suleyman
;
Cuoco, Domenico
- In:
The review of financial studies
11
(
1998
)
2
,
pp. 309-342
Persistent link: https://www.econbiz.de/10007357104
Saved in:
9
An analysis of VaR-based capital requirements
Cuoco, Domenico
;
Liu, Hong
- In:
Journal of financial intermediation
15
(
2006
)
3
,
pp. 362-394
Persistent link: https://www.econbiz.de/10007259441
Saved in:
10
Equilibrium prices in the presence of delegated portfolio management
Cuoco, Domenico
;
Kaniel, Ron
- In:
Journal of financial economics
101
(
2011
)
2
,
pp. 264-297
Persistent link: https://www.econbiz.de/10009133654
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->