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