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21
The Premia on State-Contingent Sovereign Debt Instruments
by
Igan, Deniz
Published 2021
International Monetary Fund
Subjects:
“
...
option
pricing
...
”
Read Now
22
Czech Koruna and Polish Zloty Currency Options : Information Contnent and Eu-Accession Implications
by
Méndez Morales, Armando
Published 2000
International Monetary Fund
Subjects:
“
...
option
pricing
...
”
Read Now
23
Credit Risk Spreads in Local and Foreign Currencies
by
Wiener, Zvi
Published 2009
International Monetary Fund
Subjects:
“
...
option
pricing
...
”
Read Now
24
Pricing and Hedging of Contingent Credit Lines
by
Loukoianova, Elena
Published 2006
International Monetary Fund
Subjects:
“
...
option
pricing
...
”
Read Now
25
Testing the Informational Efficiency of OTC Optionson Emerging Market Currencies
by
Chan-Lau, Jorge
Published 2003
International Monetary Fund
Subjects:
“
...
option
pricing
...
”
Read Now
26
How Much Leverage is too Much, or Does Corporate Risk Determine the Severity of a Recession?
by
Ivaschenko, Iryna
Published 2003
International Monetary Fund
Subjects:
“
...
option
pricing
...
”
Read Now
27
Measuring Systemic Liquidity Risk and the Cost of Liquidity Insurance
by
Severo, Tiago
Published 2012
International Monetary Fund
Subjects:
“
...
option
pricing
...
”
Read Now
28
Czech Koruna and Polish Zloty : Spot and Currency Option Volatility Patterns
by
Méndez Morales, Armando
Published 2001
International Monetary Fund
Subjects:
“
...
option
pricing
...
”
Read Now
29
Offshore Currency Markets: Non-Deliverable Forwards (NDFs) in Asia
by
Schmittmann, Jochen M.
Published 2020
International Monetary Fund
Subjects:
“
...
option
pricing
...
”
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30
Can Contingent Convertibles Help Private Asset Managers Fund Their Acquisition of Non-Performing Loans from Portuguese Banks?
by
Santos, Andre
Published 2019
International Monetary Fund
Subjects:
“
...
option
pricing
...
”
Read Now
31
Risks : Feature Papers 2020
by
Steffensen, Mogens
Published 2021
MDPI - Multidisciplinary Digital Publishing Institute
Subjects:
“
...
option
pricing
...
”
Read Now
32
Whose Credit Line is it Anyway : An Update on Banks' Implicit Subsidies
by
Gudmundsson, Tryggvi
Published 2016
International Monetary Fund
Subjects:
“
...
option
pricing
...
”
Read Now
33
Puttable and Extendible Bonds : Developing Interest Rate Derivatives for Emerging Markets
by
Neftci, Salih
Published 2003
International Monetary Fund
Subjects:
“
...
option
pricing
...
”
Read Now
34
Securities Transaction Taxes and Financial Markets
by
Habermeier, Karl
Published 2001
International Monetary Fund
Subjects:
“
...
option
pricing
...
”
Read Now
35
Measuring Systemic Risk-Adjusted Liquidity (SRL) : A Model Approach
by
Jobst, Andreas
Published 2012
International Monetary Fund
Subjects:
“
...
option
pricing
...
”
Read Now
36
Financial Shock Transmission to Heterogeneous Firms: The Earnings-Based Borrowing Constraint Channel
by
Chiţu, Livia
Published 2023
International Monetary Fund
Subjects:
“
...
option
pricing
...
”
Read Now
37
Derivative Margin Calls: A New Driver of MMF Flows
by
Ghio, Maddalena
Published 2023
International Monetary Fund
Subjects:
“
...
option
pricing
...
”
Read Now
38
Assessing Default Risks for Chinese Firms : A Lost Cause?
by
Law, Daniel
Published 2015
International Monetary Fund
Subjects:
“
...
option
pricing
...
”
Read Now
39
Systemic Contingent Claims Analysis : Estimating Market-Implied Systemic Risk
by
Jobst, Andreas
Published 2013
International Monetary Fund
Subjects:
“
...
option
pricing
...
”
Read Now
40
Sovereign Risk and Asset and Liability Management : Conceptual Issues
by
Das, Udaibir
Published 2012
International Monetary Fund
Subjects:
“
...
option
pricing
...
”
1
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