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 |
0 |
5 |
511 |
0 |
0 |
10 |
1,092 |
One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities |
0 |
4 |
13 |
313 |
1 |
5 |
30 |
681 |
Pricing Interest-Rate-Derivative Securities |
1 |
4 |
31 |
2,486 |
2 |
8 |
58 |
4,929 |
The Pricing of Options on Assets with Stochastic Volatilities |
0 |
3 |
22 |
3,460 |
2 |
15 |
69 |
6,359 |
The Use of the Control Variate Technique in Option Pricing |
0 |
0 |
1 |
122 |
0 |
0 |
3 |
330 |
The impact of default risk on the prices of options and other derivative securities |
0 |
1 |
11 |
536 |
2 |
3 |
29 |
1,060 |
The relationship between credit default swap spreads, bond yields, and credit rating announcements |
0 |
5 |
36 |
1,358 |
7 |
20 |
83 |
3,559 |
Valuing Derivative Securities Using the Explicit Finite Difference Method |
1 |
1 |
6 |
242 |
2 |
2 |
11 |
584 |
Total Journal Articles |
2 |
18 |
125 |
9,028 |
16 |
53 |
293 |
18,594 |
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