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 |
8 |
511 |
1 |
3 |
13 |
1,092 |
One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities |
0 |
2 |
12 |
309 |
2 |
7 |
37 |
676 |
Pricing Interest-Rate-Derivative Securities |
3 |
10 |
40 |
2,482 |
4 |
15 |
71 |
4,921 |
The Pricing of Options on Assets with Stochastic Volatilities |
4 |
7 |
32 |
3,457 |
7 |
13 |
86 |
6,344 |
The Use of the Control Variate Technique in Option Pricing |
0 |
0 |
1 |
122 |
0 |
1 |
5 |
330 |
The impact of default risk on the prices of options and other derivative securities |
0 |
1 |
13 |
535 |
0 |
2 |
30 |
1,057 |
The relationship between credit default swap spreads, bond yields, and credit rating announcements |
2 |
16 |
33 |
1,353 |
8 |
30 |
71 |
3,539 |
Valuing Derivative Securities Using the Explicit Finite Difference Method |
2 |
2 |
7 |
241 |
2 |
2 |
15 |
582 |
Total Journal Articles |
11 |
39 |
146 |
9,010 |
24 |
73 |
328 |
18,541 |
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