The following pages link to `Finem Lauda' or the risks in swaps (Q751146):
Displaying 9 items.
- Foreign-currency interest-rate swaps in asset-liability management for insurers (Q362043) (← links)
- Bond options and bond portfolio insurance (Q1182784) (← links)
- Recursive valuation of defaultable securities and the timing of resolution of uncertainty (Q1354833) (← links)
- Borrowing cost reduction by interest rate swaps -- an option pricing analysis. (Q1420460) (← links)
- Interest rate swaps and corporate default (Q1657208) (← links)
- A Monte-Carlo based approach for pricing credit default swaps with regime switching (Q2293596) (← links)
- DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS (Q3126233) (← links)
- The Pricing of Credit Default Swaps under a Markov-Modulated Merton’s Structural Model (Q5022522) (← links)
- AN ANALYTICAL APPROXIMATION FORMULA FOR THE PRICING OF CREDIT DEFAULT SWAPS WITH REGIME SWITCHING (Q5158750) (← links)
