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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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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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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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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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Valuation of default-risky interest-rate swaps
Abken, Peter A. - 1991 - Rev
Persistent link: https://www.econbiz.de/10000825965
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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
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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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Financial asset pricing theory : a review of recent developments
Tallman, Ellis W. - In: Economic review 74 (1989) 6, pp. 26-41
Persistent link: https://www.econbiz.de/10001087194
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Some lessons from basic finance for effective socially responsible investing
Wall, Larry D. - In: Economic review 80 (1995) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10001182348
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Interest rate swaps in an agency theoretical model with uncertain interest rates
Wall, Larry D. - In: Journal of banking & finance 13 (1989) 2, pp. 261-270
Persistent link: https://www.econbiz.de/10001069316