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An empirical evaluation of value at risk by scenario simulation
Abken, Peter A.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
4
,
pp. 12-29
Persistent link: https://www.econbiz.de/10001500033
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2
Valuing default-risky interest-rate caps : a Monte Carlo approach
Abken, Peter A.
-
1990
Persistent link: https://www.econbiz.de/10000796605
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3
Innovations in modeling the term structure of interest rates
Abken, Peter A.
- In:
Economic review
75
(
1990
)
4
,
pp. 2-27
Persistent link: https://www.econbiz.de/10001104457
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4
Valuation of default-risky interest-rate swaps
Abken, Peter A.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 93-116
Persistent link: https://www.econbiz.de/10001145851
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5
Valuation of default-risky interest-rate swaps
Abken, Peter A.
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000825965
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6
Pricing S&P 500 index options using a Hilbert space basis
Abken, Peter A.
;
Madan, Dilip B.
;
Ramamurtie, …
-
1996
Persistent link: https://www.econbiz.de/10000983757
Saved in:
7
Options and volatility
Abken, Peter A.
- In:
Economic review
81
(
1996
)
3
,
pp. 21-35
Persistent link: https://www.econbiz.de/10001210853
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