Derivatives, Risk Management & Value
Latest Publications

TOTAL DOCUMENTS

26

(FIVE YEARS 0)

H-INDEX

1

(FIVE YEARS 0)

Published By WORLD SCIENTIFIC

9789812838629, 9789812838636

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

VALUE AT RISK, CREDIT RISK, AND CREDIT DERIVATIVES

Derivatives, Risk Management & Value ◽

10.1142/9789812838636_0022 ◽

2009 ◽

pp. 917-941

Keyword(s):

At Risk ◽

Credit Risk ◽

Value At Risk ◽

Credit Derivatives

Download Full-text

RISK MANAGEMENT, NUMERICAL METHODS AND OPTION PRICING

Derivatives, Risk Management & Value ◽

10.1142/9789812838636_0019 ◽

2009 ◽

pp. 801-831

Keyword(s):

Risk Management ◽

Numerical Methods ◽

Option Pricing

Download Full-text

RISK MANAGEMENT DURING ABNORMAL MARKET CONDITIONS: FURTHER GENERALIZATION TO JUMP PROCESSES, STOCHASTIC VOLATILITIES, AND INFORMATION COSTS

Derivatives, Risk Management & Value ◽

10.1142/9789812838636_0018 ◽

2009 ◽

pp. 771-798

Keyword(s):

Risk Management ◽

Jump Processes ◽

Information Costs ◽

Market Conditions ◽

Stochastic Volatilities

Download Full-text

EXTENSION OF ASSET AND RISK MANAGEMENT IN THE PRESENCE OF AMERICAN OPTIONS: DIVIDENDS, EARLY EXERCISE, AND INFORMATION UNCERTAINTY

Derivatives, Risk Management & Value ◽

10.1142/9789812838636_0014 ◽

2009 ◽

pp. 615-666

Keyword(s):

Risk Management ◽

American Options ◽

Information Uncertainty ◽

Early Exercise

Download Full-text

THE DYNAMICS OF ASSET PRICES AND THE ROLE OF INFORMATION: ANALYSIS AND APPLICATIONS IN ASSET AND RISK MANAGEMENT

Derivatives, Risk Management & Value ◽

10.1142/9789812838636_0011 ◽

2009 ◽

pp. 493-533

Keyword(s):

Risk Management ◽

Asset Prices ◽

Information Analysis ◽

Role Of Information

Download Full-text

APPLICATIONS OF OPTION PRICING MODELS TO THE MONITORING AND THE MANAGEMENT OF PORTFOLIOS OF DERIVATIVES IN THE REAL WORLD

Derivatives, Risk Management & Value ◽

10.1142/9789812838636_0010 ◽

2009 ◽

pp. 439-489

Keyword(s):

Option Pricing ◽

Real World ◽

Pricing Models ◽

The Real

Download Full-text

SIMPLE EXTENSIONS AND APPLICATIONS OF THE BLACK–SCHOLES TYPE MODELS IN VALUATION AND RISK MANAGEMENT

Derivatives, Risk Management & Value ◽

10.1142/9789812838636_0009 ◽

2009 ◽

pp. 403-437

Keyword(s):

Risk Management ◽

Black Scholes

Download Full-text

FRONT MATTER

Derivatives, Risk Management & Value ◽

10.1142/9789812838636_fmatter ◽

2009 ◽

pp. i-xlv

Download Full-text

NUMERICAL METHODS AND PARTIAL DIFFERENTIAL EQUATIONS FOR EUROPEAN AND AMERICAN DERIVATIVES WITH COMPLETE AND INCOMPLETE INFORMATION

Derivatives, Risk Management & Value ◽

10.1142/9789812838636_0020 ◽

2009 ◽

pp. 833-873

Keyword(s):

Partial Differential Equations ◽

Numerical Methods ◽

Differential Equations ◽

Incomplete Information ◽

Partial Differential

Download Full-text

EXTREME MARKET MOVEMENTS, RISK AND ASSET MANAGEMENT: GENERALIZATION TO JUMP PROCESSES, STOCHASTIC VOLATILITIES, AND INFORMATION COSTS

Derivatives, Risk Management & Value ◽

10.1142/9789812838636_0017 ◽

2009 ◽

pp. 745-769 ◽

Cited By ~ 1

Keyword(s):

Asset Management ◽

Jump Processes ◽

Information Costs ◽

Stochastic Volatilities

Download Full-text