Results 181 to 190 of about 26,018 (204)

An empirical analysis of credit default swaps

International Review of Financial Analysis, 2002
Frank S Skinner
exaly  

Pricing variance and volatility swaps in a stochastic volatility model with regime switching: discrete observations case

Quantitative Finance, 2013
Robert J Elliott
exaly  

Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching

Applied Mathematical Finance, 2007
Robert J Elliott, Tak Kuen Siu, LeungLung Chan   +2 more
exaly  

CLOSED FORM PRICING FORMULAS FOR DISCRETELY SAMPLED GENERALIZED VARIANCE SWAPS

Mathematical Finance, 2014
Yue Kuen Kwok
exaly  

Pricing Exotic Discrete Variance Swaps under the 3/2-Stochastic Volatility Models

Applied Mathematical Finance, 2015
Yue Kuen Kwok
exaly  

Testing the Transparency Implications of Mandatory IFRS Adoption: The Spread/Maturity Relation of Credit Default Swaps

Management Sciences, 2016
G. Bhat, Jeffrey L. Callen, D. Segal
semanticscholar   +1 more source

Assessment of swaps and persistence in land cover changes in a subtropical periurban region, NW Argentina

Landscape and Urban Planning, 2014
H Ricardo Grau
exaly  

Bank credit default swaps and deposit insurance around the world

, 2016
Liuling Liu, Gaiyan Zhang, Yiwei Fang
semanticscholar   +1 more source

Mutual Fund Holdings of Credit Default Swaps: Liquidity, Yield, and Risk Taking

, 2016
Wei Jiang, Zhongyan Zhu
semanticscholar   +1 more source

A CLOSED‐FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY

Mathematical Finance, 2011
Song-Ping Zhu
exaly