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 |
0 |
1 |
9 |
510 |
0 |
2 |
13 |
1,089 |
One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities |
1 |
2 |
14 |
308 |
2 |
6 |
39 |
671 |
Pricing Interest-Rate-Derivative Securities |
6 |
9 |
37 |
2,478 |
8 |
15 |
69 |
4,914 |
The Pricing of Options on Assets with Stochastic Volatilities |
2 |
2 |
35 |
3,452 |
3 |
13 |
100 |
6,334 |
The Use of the Control Variate Technique in Option Pricing |
0 |
1 |
1 |
122 |
1 |
2 |
8 |
330 |
The impact of default risk on the prices of options and other derivative securities |
0 |
2 |
15 |
534 |
0 |
6 |
32 |
1,055 |
The relationship between credit default swap spreads, bond yields, and credit rating announcements |
9 |
15 |
36 |
1,346 |
16 |
28 |
72 |
3,525 |
Valuing Derivative Securities Using the Explicit Finite Difference Method |
0 |
0 |
6 |
239 |
0 |
1 |
18 |
580 |
Total Journal Articles |
18 |
32 |
153 |
8,989 |
30 |
73 |
351 |
18,498 |
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