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There are 26017 results for: content related to: The Pricing of Options with Default Risk

  1. Pricing vulnerable options in incomplete markets

    Journal of Futures Markets

    Volume 25, Issue 2, February 2005, Pages: 135–170, Mao-Wei Hung and Yu-Hong Liu

    Article first published online : 29 NOV 2004, DOI: 10.1002/fut.20136

  2. Vulnerable options, risky corporate bond, and credit spread

    Journal of Futures Markets

    Volume 21, Issue 4, April 2001, Pages: 301–327, Melanie Cao and Jason Wei

    Article first published online : 12 FEB 2001, DOI: 10.1002/1096-9934(200104)21:4<301::AID-FUT1>3.0.CO;2-K

  3. Credit risk and bank margins in structured financial products: Evidence from the German secondary market for discount certificates

    Journal of Futures Markets

    Volume 28, Issue 4, April 2008, Pages: 376–397, Rainer Baule, Oliver Entrop and Marco Wilkens

    Article first published online : 5 FEB 2008, DOI: 10.1002/fut.20309

  4. Valuation of Contingent Pension Liabilities and Guarantees Under Sponsor Default Risk

    Journal of Risk and Insurance

    Volume 77, Issue 4, December 2010, Pages: 911–934, Dirk Broeders

    Article first published online : 15 NOV 2010, DOI: 10.1111/j.1539-6975.2010.01357.x

  5. Pricing Vulnerable Options with Correlated Credit Risk Under Jump-Diffusion Processes

    Journal of Futures Markets

    Volume 34, Issue 10, October 2014, Pages: 957–979, Lihui Tian, Guanying Wang, Xingchun Wang and Yongjin Wang

    Article first published online : 7 JUN 2013, DOI: 10.1002/fut.21629

  6. An introduction to exotic options

    European Financial Management

    Volume 1, Issue 1, March 1995, Pages: 87–95, Peter G. Zhang

    Article first published online : 27 OCT 2006, DOI: 10.1111/j.1468-036X.1995.tb00008.x

  7. Using Assessing Care of Vulnerable Elders Quality Indicators to Measure Quality of Hospital Care for Vulnerable Elders

    Journal of the American Geriatrics Society

    Volume 55, Issue 11, November 2007, Pages: 1705–1711, Vineet M. Arora, Martha Johnson, Jared Olson, Paula M. Podrazik, Stacie Levine, Catherine E. DuBeau, Greg A. Sachs and David O. Meltzer

    Article first published online : 29 OCT 2007, DOI: 10.1111/j.1532-5415.2007.01444.x

  8. On the Complex Quantification of Risk: Systems-Based Perspective on Terrorism

    Risk Analysis

    Volume 31, Issue 8, August 2011, Pages: 1175–1186, Yacov Y. Haimes

    Article first published online : 31 MAR 2011, DOI: 10.1111/j.1539-6924.2011.01603.x

  9. A Multiphase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables

    Journal of Futures Markets

    Volume 33, Issue 9, September 2013, Pages: 795–826, Tian-Shyr Dai, Chuan-Ju Wang and Yuh-Dauh Lyuu

    Article first published online : 20 JUN 2012, DOI: 10.1002/fut.21565

  10. Older fallers attended to by an ambulance but not transported to hospital: a vulnerable population at high risk of future falls

    Australian and New Zealand Journal of Public Health

    Volume 37, Issue 2, April 2013, Pages: 179–185, Anne Tiedemann, A. Stefanie Mikolaizak, Catherine Sherrington, Kerrie Segin, Stephen R. Lord and Jacqueline C.T. Close

    Article first published online : 2 APR 2013, DOI: 10.1111/1753-6405.12037

  11. Using Equity Options in Investment Management

    Institutional Investment Management: Equity and Bond Portfolio Strategies and Applications

    Frank J. Fabozzi, Pages: 397–427, 2012

    Published Online : 9 JAN 2012, DOI: 10.1002/9781118267059.ch14

  12. Development of microsatellite markers for Aquilegia buergeriana var. oxysepala (Ranunculaceae), a vulnerable Japanese herb

    Plant Species Biology

    Volume 30, Issue 2, April 2015, Pages: 159–162, Tomoyuki Itagaki, Megumi K. Kimura, Chunlan Lian and Satoki Sakai

    Article first published online : 9 APR 2014, DOI: 10.1111/1442-1984.12044

  13. What Was Wrong with Abercrombie & Fitch's “Magalog”?

    Business and Society Review

    Volume 111, Issue 4, December 2006, Pages: 387–408, EARL W. SPURGIN

    Article first published online : 13 NOV 2006, DOI: 10.1111/j.1467-8594.2006.00278.x

  14. Buffer overflow and format string overflow vulnerabilities

    Software: Practice and Experience

    Volume 33, Issue 5, 25 April 2003, Pages: 423–460, Kyung-Suk Lhee and Steve J. Chapin

    Article first published online : 28 MAR 2003, DOI: 10.1002/spe.515

  15. To empower or to protect? Constructing the ‘vulnerable adult’ in English law and public policy

    Legal Studies

    Volume 28, Issue 2, June 2008, Pages: 234–253, Michael C Dunn, Isabel CH Clare and Anthony J Holland

    Article first published online : 15 MAY 2008, DOI: 10.1111/j.1748-121X.2008.00085.x

  16. Valuing Seller-Defaultable Options

    Journal of Futures Markets

    Volume 33, Issue 2, February 2013, Pages: 129–157, Jin-Ray Lu, Yi-Chun Chen, Chih-Chiang Hwang and Yi-Chun Ting

    Article first published online : 3 FEB 2012, DOI: 10.1002/fut.21542

  17. Triangulating Perspectives: A Needs Assessment to Develop an Outreach Program for Vulnerable and Underserved Populations

    Performance Improvement Quarterly

    Volume 28, Issue 1, 2015, Pages: 49–68, Jill E. Stefaniak, Misa Mi and Nelia Afonso

    Article first published online : 20 APR 2015, DOI: 10.1002/piq.21186

  18. Use of Options in Portfolio Management

    Finance: Capital Markets, Financial Management, and Investment Management

    Frank J. Fabozzi, Pamela Peterson Drake, Pages: 747–774, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118266984.ch21

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    Protecting a vulnerable margin: towards an analysis of how the mouth came to be separated from the body

    Sociology of Health & Illness

    Volume 10, Issue 2, June 1988, Pages: 156–169, Sarah Nettleton

    Article first published online : 28 JUN 2008, DOI: 10.1111/1467-9566.ep11339934

  20. Near-Misses and Future Disaster Preparedness

    Risk Analysis

    Volume 34, Issue 10, October 2014, Pages: 1907–1922, Robin L. Dillon, Catherine H. Tinsley and William J. Burns

    Article first published online : 28 APR 2014, DOI: 10.1111/risa.12209