The Effect of Interest Rate Options Hedging on Term
The 2008 Short Sale Ban`s Impact on Equity Option Markets
Telling from Discrete Data Whether the Underlying Continuous
Prudential Standard CPS 226 Margining and risk mitigation for non
Pricing and Hedging of swing options in the European electricity and
Unconstrained Fitting of Non-Central Risk-Neutral
Towards a Theory of Volatility Trading
VALUATION IN DERIVATIVES MARKETS
The reference book for Value at Risk on the Casualty Actuarial
The One Sigma Method
A General Equilibrium Analysis of Option and Stock Market
A Copula-Based Model of the Term Structure of CDO Tranches
A Closed-form Solution for Outperfomance Options with
Chapter 5
08 Managing Financial Risk
0.1%
butterfly spread
An Information-Based Framework for Asset Pricing: X
An Asian Basket Multi Digital option
Aggregate Jump and Volatility Risk in the Cross
