Access Statistics for Alan White
Author contact details at EconPapers.
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
Hedging the risks from writing foreign currency options |
1 |
3 |
10 |
510 |
2 |
5 |
17 |
1,089 |
One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities |
0 |
2 |
17 |
306 |
3 |
12 |
42 |
668 |
Pricing Interest-Rate-Derivative Securities |
1 |
7 |
33 |
2,470 |
5 |
14 |
66 |
4,904 |
The Pricing of Options on Assets with Stochastic Volatilities |
0 |
4 |
44 |
3,450 |
8 |
25 |
118 |
6,329 |
The Use of the Control Variate Technique in Option Pricing |
0 |
0 |
1 |
121 |
0 |
1 |
8 |
328 |
The impact of default risk on the prices of options and other derivative securities |
2 |
4 |
16 |
534 |
4 |
12 |
34 |
1,053 |
The relationship between credit default swap spreads, bond yields, and credit rating announcements |
5 |
9 |
34 |
1,336 |
9 |
16 |
72 |
3,506 |
Valuing Derivative Securities Using the Explicit Finite Difference Method |
0 |
0 |
9 |
239 |
1 |
3 |
21 |
580 |
Total Journal Articles |
9 |
29 |
164 |
8,966 |
32 |
88 |
378 |
18,457 |
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