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 |
0 |
3 |
13 |
1,092 |
One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities |
4 |
5 |
15 |
313 |
4 |
9 |
38 |
680 |
Pricing Interest-Rate-Derivative Securities |
1 |
5 |
35 |
2,483 |
3 |
10 |
65 |
4,924 |
The Pricing of Options on Assets with Stochastic Volatilities |
3 |
8 |
33 |
3,460 |
7 |
17 |
83 |
6,351 |
The Use of the Control Variate Technique in Option Pricing |
0 |
0 |
1 |
122 |
0 |
0 |
4 |
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 |
9 |
33 |
1,355 |
8 |
22 |
76 |
3,547 |
Valuing Derivative Securities Using the Explicit Finite Difference Method |
0 |
2 |
6 |
241 |
0 |
2 |
12 |
582 |
Total Journal Articles |
10 |
31 |
144 |
9,020 |
22 |
65 |
321 |
18,563 |
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