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Carverhill, Andrew
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The journal of fixed income
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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OLC EcoSci
ECONIS (ZBW)
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BREAKING DOWN BARRIERS - How the calculated price of a barrier swaption changes with the number of times the barrier is checked for a breach.
Cheuk, Terry
;
Vorst, Ton
- In:
Risk : managing risk in the world's financial markets
9
(
1996
)
4
,
pp. 64-68
Persistent link: https://www.econbiz.de/10007078365
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2
A cointegration study of the efficiency of the US Treasury STRIPS market
Kung, James J.
;
Carverhill, Andrew P.
- In:
Applied economics
37
(
2005
)
6
,
pp. 695-704
Persistent link: https://www.econbiz.de/10007642339
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3
A Bootstrap Analysis of the Nikkei 225
Kung, James J.
;
Carverhill, Andrew P.
- In:
Journal of economic integration
27
(
2012
)
3
,
pp. 487-504
Persistent link: https://www.econbiz.de/10010035832
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4
ON THE SIMULATION OF CONTINGENT CLAIMS
Clewlow, Les
;
Carverhill, Andrew
- In:
The journal of derivatives : the official publication …
2
(
1994
)
2
,
pp. 66-74
Persistent link: https://www.econbiz.de/10006002331
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5
When Is the Short Rate Markovian?
Carverhill, Andrew
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 305-312
Persistent link: https://www.econbiz.de/10008223917
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6
Corporate Liquidity and Capital Structure
Anderson, Ronald W.
;
Carverhill, Andrew
- In:
The review of financial studies
25
(
2013
)
3
,
pp. 797-796
Persistent link: https://www.econbiz.de/10010114199
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7
Indonesia's stock market: evolving role, growing efficiency
Kung, James
;
Carverhill, Andrew
;
McLeod, Ross
- In:
Bulletin of Indonesian economic studies
46
(
2010
)
3
,
pp. 329-347
Persistent link: https://www.econbiz.de/10008733711
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8
A Note on the Models of Hull and White for Pricing Options on the Term Structure
Carverhill, Andrew
- In:
The journal of fixed income
5
(
1995
)
2
,
pp. 89-96
Persistent link: https://www.econbiz.de/10007331239
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9
Efficient and Flexible Bond Option Valuation in the Heath, Jarrow, and Morton Framework
Carverhill, Andrew
;
Pang, Kin
- In:
The journal of fixed income
5
(
1995
)
2
,
pp. 70-77
Persistent link: https://www.econbiz.de/10007331242
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