Financial Engineering - Handbooks in Operations Research and Management Science
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Chapter 11 Valuation of Basket Credit Derivatives in the Credit Migrations Environment

2007 ◽  
pp. 471-507 ◽  
Author(s):  
Tomasz R. Bielecki ◽  
Stéphane Crépey ◽  
Monique Jeanblanc ◽  
Marek Rutkowski
Keyword(s):  
Credit Derivatives

Chapter 5 Volatility

2007 ◽  
pp. 183-222 ◽  
Author(s):  
Federico M. Bandi ◽  
Jeffrey R. Russell

scholarly journals Chapter 13 Option Pricing: Real and Risk-Neutral Distributions

2007 ◽  
pp. 565-591 ◽  
Author(s):  
George M. Constantinides ◽  
Jens Carsten Jackwerth ◽  
Stylianos Perrakis
Keyword(s):  
Option Pricing ◽  
Risk Neutral
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