Vulnerable options, risky corporate bond, and credit spread
Article Abstract:
Research is presented concerning the concentration of credit-risk analysis on the valuation of credit spread and corporate bond which is risky or on the valuation of vulnerable options. The assumptions of existing studies are discussed.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2001
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Time variation in the correlation structure of exchange rates: high-frequency analyses
Article Abstract:
Research is presented concerning the influence of the correlation structure of asset returns in theoretical finance and risk management. The effect of time variation on the calculation of returns of assets is discussed.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2001
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Weather derivatives valuation and market price of weather risk
Article Abstract:
A study for valuation of weather and the market price of weather risk is presented.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2004
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