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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 삭제
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 삭제

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1 저널기사 Copula Sensitivity in Collateralized Debt Obligations and Basket Default Swaps/ 미리보기
Meneguzzo, D Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 2004
2 저널기사 The Credit Risk Components of a Swap Portfolio/ 미리보기
Hubner, G Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 2004
3 저널기사 Valuing Credit Derivatives Using Gaussian Quadrature: A Stochastic Volatility Framework/ 미리보기
Tahani, N Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 2004
4 저널기사 Explaining Credit Default Swap Premia/ 미리보기
Benkert, C Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 2004
5 저널기사 Robust Estimation of the Optimal Hedge Ratio/ 미리보기
Harris, R. D. F Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 2003
6 저널기사 Optimal Contract Design: For Whom?/ 미리보기
Bollen, N. P. B Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 2003
7 저널기사 Pricing Models of Equity Swaps/ 미리보기
Wang, M.-C Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 2003
8 저널기사 Stock Return Dynamics, Option Volume, and the Information Content of Implied Volatility/ 미리보기
Mayhew, S Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 2003
9 저널기사 Discretionary Government Intervention and the Mispricing of Index Futures/ 미리보기
Draper, P Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 2003
10 저널기사 Options Expiration Effects and the Role of Individual Share Futures Contracts/ 미리보기
Lien, D Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia Univ 2003
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