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Journal of Banking and Finance
Volumn 30, Issue 1, 2006, Pages 111-132
Gains from structured product markets: The case of reverse-exchangeable securities (RES)
Author keywords

Contingent claims; Credit enhancement; Financial engineering
Indexed keywords

EID: 32144437066     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2005.01.008     Document Type: Article
Times cited : (51)
References (13)
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    • The pricing of structured products in the Swiss market
    • S. Burth T. Kraus H. Wohlwend The pricing of structured products in the Swiss market Journal of Derivatives 9 2001 30-40
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    • Burth, S.1    Kraus, T.2    Wohlwend, H.3
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    • N.K. Chidambaran C. Fernando P.A. Spindt Credit enhancement through financial engineering: Freeport McMoran's gold-denominated depository shares Journal of Financial Economics 60 2001 487-528
    • (2001) Journal of Financial Economics , vol.60 , pp. 487-528
    • Chidambaran, N.K.1    Fernando, C.2    Spindt, P.A.3
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    • Measuring implied volatility: Is an average better? Which average?
    • L. Ederington w. Guan Measuring implied volatility: Is an average better? Which average? Journal of Futures Markets 22 2002 811-837
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  • 9
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    • Derivative securities
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    • (2000)
    • Jarrow, R.1    Turnbull, S.2
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    • The Value Line Daily Options Survey, Are LEAPS a bargain?
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    • Portfolio insurance for the small investor in Switzerland
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.