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 |
4 |
17 |
468 |
1 |
6 |
25 |
1,022 |
One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities |
3 |
7 |
27 |
239 |
7 |
14 |
52 |
493 |
Pricing Interest-Rate-Derivative Securities |
4 |
19 |
87 |
2,304 |
13 |
47 |
210 |
4,498 |
The Pricing of Options on Assets with Stochastic Volatilities |
0 |
2 |
17 |
3,331 |
7 |
16 |
101 |
5,950 |
The Use of the Control Variate Technique in Option Pricing |
0 |
1 |
2 |
105 |
2 |
3 |
9 |
277 |
The impact of default risk on the prices of options and other derivative securities |
0 |
5 |
14 |
476 |
1 |
8 |
27 |
930 |
The relationship between credit default swap spreads, bond yields, and credit rating announcements |
8 |
28 |
79 |
1,154 |
14 |
46 |
165 |
3,117 |
Valuing Derivative Securities Using the Explicit Finite Difference Method |
0 |
3 |
16 |
209 |
2 |
14 |
43 |
511 |
Total Journal Articles |
16 |
69 |
259 |
8,286 |
47 |
154 |
632 |
16,798 |
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