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Volumn 11, Issue 1, 2003, Pages 55-69

The pricing of structured products in Germany

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EID: 85015648141     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2003.319211     Document Type: Article
Times cited : (62)

References (14)
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    • (1993) The Journal of Derivatives , vol.1 , Issue.2 , pp. 87-95
    • Baubonis, C.1    Gastineau, G.L.2    Purcell, D.3
  • 2
    • 85015692260 scopus 로고
    • The pricing of options and corporate liabilities
    • Black, F., and M. Scholes. "The Pricing of Options and Corporate Liabilities." Journal of Political Economy, vol. 81, no. 3(1973), pp. 637-654.
    • (1973) Journal of Political Economy , vol.81 , Issue.3 , pp. 637-654
    • Black, F.1    Scholes, M.2
  • 3
    • 28044465076 scopus 로고    scopus 로고
    • The pricing of structured products in the swiss market
    • Winter
    • Burth, S., T. Kraus, and H. Wohlwend. "The Pricing of Structured Products in the Swiss Market." The Journal of Derivatives, vol. 9, no. 2(Winter 2001), pp. 30-40.
    • (2001) The Journal of Derivatives , vol.9 , Issue.2 , pp. 30-40
    • Burth, S.1    Kraus, T.2    Wohlwend, H.3
  • 4
    • 0011674030 scopus 로고
    • An analysis of market-index certificates of deposit
    • July
    • Chen, A. H., and J. W. Kensinger. "An Analysis of Market-Index Certificates of Deposit." Journal of Financial Services Research, vol. 4, no. 2(July 1990), pp. 93-110.
    • (1990) Journal of Financial Services Research , vol.4 , Issue.2 , pp. 93-110
    • Chen, A.H.1    Kensinger, J.W.2
  • 5
    • 28044439291 scopus 로고
    • Pricing the SPIN
    • Summer
    • Chen, K. C., and R. S. Sears. "Pricing the SPIN." Financial Management, vol. 19, no. 2(Summer 1990), pp. 36-47.
    • (1990) Financial Management , vol.19 , Issue.2 , pp. 36-47
    • Chen, K.C.1    Sears, R.S.2
  • 8
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    • 84987906327 scopus 로고    scopus 로고
    • Public equity-linked debt
    • J. C. Francis, W. W. Toy, and G. Whittaker, eds., 2nd ed. New York: John Wiley & Sons
    • Toy, W. W., and M. D. Ryan. "Public Equity-Linked Debt." In J. C. Francis, W. W. Toy, and G. Whittaker, eds., The Handbook of Equity Derivatives, 2nd ed. New York: John Wiley & Sons, 2000, pp. 329-342.
    • (2000) The Handbook of Equity Derivatives , pp. 329-342
    • Toy, W.W.1    Ryan, M.D.2
  • 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, vol. 3, no. 3(Spring 1996), pp. 37-43.
    • (1996) The Journal of Derivatives , vol.3 , Issue.3 , pp. 37-43
    • Wasserfallen, W.1    Schenk, C.2
  • 14
    • 0000095552 scopus 로고
    • A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
    • May
    • White, H. L. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity." Econometrica, vol. 48, no. 4(May 1980), pp. 817-838.
    • (1980) Econometrica , vol.48 , Issue.4 , pp. 817-838
    • White, H.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.