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 |
2 |
11 |
507 |
2 |
3 |
16 |
1,084 |
One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities |
2 |
5 |
19 |
304 |
2 |
12 |
40 |
656 |
Pricing Interest-Rate-Derivative Securities |
2 |
11 |
30 |
2,463 |
8 |
25 |
61 |
4,890 |
The Pricing of Options on Assets with Stochastic Volatilities |
5 |
13 |
50 |
3,446 |
7 |
24 |
118 |
6,304 |
The Use of the Control Variate Technique in Option Pricing |
0 |
0 |
3 |
121 |
0 |
1 |
11 |
327 |
The impact of default risk on the prices of options and other derivative securities |
3 |
6 |
17 |
530 |
6 |
12 |
28 |
1,041 |
The relationship between credit default swap spreads, bond yields, and credit rating announcements |
2 |
5 |
35 |
1,327 |
7 |
15 |
73 |
3,490 |
Valuing Derivative Securities Using the Explicit Finite Difference Method |
0 |
4 |
9 |
239 |
0 |
5 |
22 |
577 |
Total Journal Articles |
15 |
46 |
174 |
8,937 |
32 |
97 |
369 |
18,369 |
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