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 |
8 |
490 |
1 |
5 |
11 |
1,057 |
One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities |
2 |
7 |
17 |
276 |
4 |
11 |
45 |
599 |
Pricing Interest-Rate-Derivative Securities |
0 |
4 |
47 |
2,423 |
2 |
10 |
94 |
4,798 |
The Pricing of Options on Assets with Stochastic Volatilities |
2 |
4 |
21 |
3,386 |
4 |
23 |
83 |
6,148 |
The Use of the Control Variate Technique in Option Pricing |
1 |
2 |
5 |
115 |
1 |
2 |
8 |
309 |
The impact of default risk on the prices of options and other derivative securities |
2 |
5 |
14 |
505 |
3 |
9 |
28 |
996 |
The relationship between credit default swap spreads, bond yields, and credit rating announcements |
6 |
15 |
36 |
1,265 |
14 |
34 |
96 |
3,362 |
Valuing Derivative Securities Using the Explicit Finite Difference Method |
0 |
1 |
2 |
230 |
0 |
2 |
5 |
553 |
Total Journal Articles |
14 |
42 |
150 |
8,690 |
29 |
96 |
370 |
17,822 |
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