Narrow search
Showing 1 - 10 of 22
Cover Image
The pricing of interest rate cap, floor and collar agreements
Briys, Eric; Crouhy, Michel; Schöbel, Rainer - 1988
Persistent link: https://www.econbiz.de/10000766786
Cover Image
On a difference between options on stocks and default-free debt options : the effect of the antioption
Schöbel, Rainer - 1986
Persistent link: https://www.econbiz.de/10000730293
Cover Image
Zur Theorie der risikopräferenzfreien Bewertung von Rentenoptionen
Schöbel, Rainer - 1986
Persistent link: https://www.econbiz.de/10000727038
Cover Image
The interaction between the financial and investment decisions of the firm : the case of issuing warrants in a levered firm
Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909453
Cover Image
Changes in the structure and dynamics of European securities markets
Benos, Alexandros Vassiliou; Crouhy, Michel - 1996
Persistent link: https://www.econbiz.de/10000953116
Cover Image
Optimal hedging in a futures market with background noise and basis risk
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1992 - Rev
Persistent link: https://www.econbiz.de/10000855925
Cover Image
Black-scholes approximation of warrant prices
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1993 - Rev
Persistent link: https://www.econbiz.de/10000855930
Cover Image
Black-scholes approximation of complex option values : the cases of European compound call options and equity warrants
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1993
Persistent link: https://www.econbiz.de/10000855931
Cover Image
Warrant valuation and equity volatility
Crouhy, Michel - In: Advances in futures and options research : a research annual 5 (1991), pp. 203-215
Persistent link: https://www.econbiz.de/10001123288
Cover Image
Optimal hedging in a futures market with background noise and basis risk
Briys, Eric - In: European economic review : EER 37 (1993) 5, pp. 949-960
Persistent link: https://www.econbiz.de/10001147388