Suchergebnisse

Asset prices in open monetary economies: a contingent claims approach

In: Economic studies 19

Contingent Claims and Hedging of Credit Risk with Equity Options

A Finance Approach to Climate Stress Testing

In: Forthcoming in Journal of International Money and Finance

A Finance Approach to Climate Stress Testing

In: CEPR Discussion Paper No. DP14609

Insurance as a Market in Contingent Claims: Structure and Performance

In: The Bell journal of economics and management science, Band 5, Heft 2, S. 670

Sovereign debt as a contingent claim: a quantitative approach

In: Journal of international economics, Band 65, Heft 2, S. 297-314

ISSN: 0022-1996

Prices for State-Contingent Claims: Some Estimates and Applications

In: The journal of business, Band 51, Heft 4, S. 653

ISSN: 1537-5374

A Theory of Equivalent Expectation Measures for Contingent Claim Returns

In: Journal of Finance, Forthcoming

A Market-Based Approach to Sector Risk Determinants and Transmission in the Euro Area

In: ECB Working Paper No. 1574

Central Bank Capital and Shareholder Relationship

In: De Nederlandsche Bank Working Paper No. 809/ April 2024

Non-arbitrage Valuation of Contingent Claims Depending on an Untradeable Asset

Kenneth D. Garbade (2001) Pricing Corporate Securities as Contingent Claims

In: Economic notes, Band 31, Heft 3, S. 565-568

ISSN: 1468-0300

Notes for a contingent claims theory of limit order markets

In: NBER working paper series 11533

A Chaos Expansion Approach for the Pricing of Contingent Claims

In: Journal of Computational Finance, Band 18, Heft 3, S. 27–58

The Market Value of the Vote: A Contingent Claims Approach