| |
Author  |
Title |
Year |
Publication |
Volume |
Pages |
Links |
|
|
Arzac, Enrique R. |
PERCS, DECS, and other mandatory convertibles |
1997 |
Journal of Applied Corporate Finance |
10 |
54-63 |
|
|
|
Berger, Eric; Klein, David |
Stochastic Interest Rates: A Crucial Correlation |
1997 |
Bloomberg |
|
91-93 |
|
|
|
Broadie, Mark; Glasserman, Paul; Kou, Steven |
A Continuity Correction For Discrete Barrier Options |
1997 |
Mathematical Finance |
7 |
325-348 |
|
|
|
Ganapati, Sunita; Retik, Mark; Puleo, Paul; Starr, Beth |
Introduction to Catastrophe-Linked Securities |
1997 |
Lehamn Brothers, Fixed Income Research |
|
|
|
|
|
Gupton, Greg M.; Finger, Christopher C.; Bhatia, Mickey |
CreditMetrics™– Technical Document: The benchmark for understanding credit risk |
1997 |
JP Morgan Research |
|
|
|
|
|
Mester, Loretta J. |
What's the Point of Credit Scoring? |
1997 |
Federal Reserve Bank of Philadelphia |
|
3-16 |
|
|
|
Panos, George |
Trading the Unemployment Report |
1997 |
Carr Futures Research |
|
|
|
