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Pricing the risks of default
Madan, Dilip B.; Unal, Haluk - In: Review of derivatives research 2 (1998) 2/3, pp. 121-160
Persistent link: https://www.econbiz.de/10001497930
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Approaches to current stock market valuations
Hannah, Bob - In: Bank of Canada review (2000) summer, pp. 27-36, 31-41
Persistent link: https://www.econbiz.de/10001499085
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Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1999
Persistent link: https://www.econbiz.de/10001448004
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Modelling option-implied return distributions: a generalized log-logistic approximation
Hallerbach, Winfried G. - In: Current topics in quantitative finance : with 23 tables, (pp. 80-92). 1999
Persistent link: https://www.econbiz.de/10001442926
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Papers and proceedings : Fifty-ninth annual meeting, New York, New York January 4-6, 1999 // American Finance Association. Hans R. Stoll, selection ed.
Stoll, Hans R. (contributor) - American Finance Association - 1999
Persistent link: https://www.econbiz.de/10001395744
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Option prices with uncertain fundamentals : theory and evidence on the dynamics of implied volatilities
David, Alexander; Veronesi, Pietro - 1999
Persistent link: https://www.econbiz.de/10001426915
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The performance of commercial mortgages
Ciochetti, Brian A.; Vandell, Kerry D. - In: Real estate economics : journal of the American Real … 27 (1999) 1, pp. 27-61
Persistent link: https://www.econbiz.de/10001431064
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Stochastic volatility in financial markets : crossing the bridge to continuous time
Fornari, Fabio; Mele, Antonio - 2000
Persistent link: https://www.econbiz.de/10001464294
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Three essays in international finance and financial economics
Hu, Xiaoqiang - 1994
Persistent link: https://www.econbiz.de/10000916084