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Volumn 9, Issue 2, 2001, Pages 30-40

The pricing of structured products in the swiss market

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Indexed keywords


EID: 28044465076     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2001.319173     Document Type: Article
Times cited : (51)

References (16)
  • 2
    • 32144443369 scopus 로고    scopus 로고
    • A practitioner's guide to structuring listed equity derivative securities
    • J.C. Francis, W.W. Toy, and J.G. Whittaker, eds. New York: John Wiley & Sons
    • Braddock, J.C., and B.D. Krause. "A Practitioner's Guide to Structuring Listed Equity Derivative Securities." in J.C. Francis, W.W. Toy, and J.G. Whittaker, eds., The Handbook of Equity Derivatives. New York: John Wiley & Sons, 2000.
    • (2000) The Handbook of Equity Derivatives
    • Braddock, J.C.1    Krause, B.D.2
  • 8
    • 85021435598 scopus 로고    scopus 로고
    • Obligationen und derivative Finanzinstrumente als Gegenstand der direkten Bundessteuer, der Verrechnungssteuer sowie der Stempelabgaben
    • April
    • Eidgenössische Steuerverwaltung. "Obligationen und derivative Finanzinstrumente als Gegenstand der direkten Bundessteuer, der Verrechnungssteuer sowie der Stempelabgaben." Kreisschreiben, 4, April 1999.
    • (1999) Kreisschreiben , vol.4
    • Steuerverwaltung, E.1
  • 10
    • 0002322469 scopus 로고
    • On a test of whether one of two random variables is stochastically larger than the other
    • Mann, H.B., and D.R. Whitney. "On a Test of Whether One of Two Random Variables is Stochastically Larger than the Other." Annals of Mathematical Statistics, Vol. 13 (1947), pp. 50-60.
    • (1947) Annals of Mathematical Statistics , vol.13 , pp. 50-60
    • Mann, H.B.1    Whitney, D.R.2
  • 11
    • 0000119474 scopus 로고
    • Extended tables of the wilcoxon matched pair signed rank statistic
    • McCornack, R.L. "Extended Tables of the Wilcoxon Matched Pair Signed Rank Statistic." Journal of the American Statistical Association, Vol. 60 (1965), pp. 864-871.
    • (1965) Journal of the American Statistical Association , vol.60 , pp. 864-871
    • McCornack, R.L.1
  • 12
    • 0001265595 scopus 로고
    • An extended table of critical values for the mann-whitney (Wilcoxon) two-sample statistic
    • Milton, R.C. "An Extended Table of Critical Values for the Mann-Whitney (Wilcoxon) Two-Sample Statistic." hurnal of the American Statistical Association, Vol. 59 (1964), pp. 925-934.
    • (1964) Hurnal of the American Statistical Association , vol.59 , pp. 925-934
    • Milton, R.C.1
  • 13
    • 28044467884 scopus 로고    scopus 로고
    • Portfolio insurance for the small investor in Switzerland
    • Spring
    • Wasserfallen, W., and C. Schenk. "Portfolio Insurance for the Small Investor in Switzerland." The Journal of Derivatives, Spring 1996, pp. 37-43.
    • (1996) The Journal of Derivatives , pp. 37-43
    • Wasserfallen, W.1    Schenk, C.2
  • 14
    • 0001884644 scopus 로고
    • Individual comparisons by ranking methods
    • Wilcoxon, F. "Individual Comparisons by Ranking Methods." Biometrics, Vol. 1 (1945), pp. 80-83.
    • (1945) Biometrics , vol.1 , pp. 80-83
    • Wilcoxon, F.1
  • 15
    • 85021448219 scopus 로고    scopus 로고
    • Reverse Convertibles und Discount Zertifikate - Bewertung, Pricingrisiko und implizite Volatilität
    • Wilkens, M., and H. Scholz. "Reverse Convertibles und Discount Zertifikate - Bewertung, Pricingrisiko und implizite Volatilität." Der Finanz Betrieb, 3 (2000), pp. 171-179.
    • (2000) Der Finanz Betrieb , vol.3 , pp. 171-179
    • Wilkens, M.1    Scholz, H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.