| |
Author  |
Title |
Year |
Publication |
Volume |
Pages |
Links |
|
|
Adelson, Mark; Cho, Teresa; Villanueva, Javier; Leonard, Lisle |
How the Events of 9/11 Affect Thinking about Risk |
2002 |
Nomura Research |
|
|
|
|
|
Adelson, Mark; Sun, Yu; Nikoulis, Panos; Manzi, James |
ABS Credit Migrations |
2002 |
Nomura, Fixed Income Research |
|
|
|
|
|
Adelson, Mark; Villanueva, Javier; Leonard, Lisle |
Report from Paradise Island: Coverage of Selected Sessions of ABS East 2002 |
2002 |
Nomura Research |
|
|
|
|
|
Avellaneda, Marco |
Weighted Monte-Carlo Methods for Multi-Asset Equity Derivatives: Theory and Practice |
2002 |
New York University |
|
|
|
|
|
Avellaneda, Marco; Boyer-Olson, Dash; Busca, Jerome; Friz, Peter |
Reconstruction of volatility: Pricing index options using the steepest-descent approximation |
2002 |
New York University |
|
|
|
|
|
Bae, Sung C. |
Managing Global Financial Risk Using Currency Futures and Currency Options |
2002 |
Second BGSU International Management Conference |
|
|
|
|
|
Berkley, Steve; Gendron, Nick |
A Guide to the Lehman Global Family of Fixed Income Indices |
2002 |
A Guide to the Lehman Global Family of Fixed Income Indices |
|
|
|
