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An analysis of market-index certificates of deposit · Study

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ArticleAn analysis of market-index certificates of deposit

Andrew H. Chen1990

Article1990

An analysis of market-index certificates of deposit

Andrew H. Chen · John W. Kensinger

70 citations·0/0 files stored·Journal of Financial Services Research

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Stochastic processes and financial applications Financial Markets and Investment Strategies Risk Management in Financial Firms

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References

1973The Pricing of Options and Corporate Liabilities 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1972THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY 1976STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES 1972The Valuation of Option Contracts and a Test of Market Efficiency 1978The information content of option prices and a test of market efficiency 1982Valuation of American call options on dividend-paying stocks

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2008Credit risk and bank margins in structured financial products: Evidence from the German secondary market for discount certificates 2005The Valuation of Structured Products: Empirical Findings for the Swiss Market 2011The order flow of discount certificates and issuer pricing behavior 2008The price-setting behavior of banks: An analysis of open-end leverage certificates on the German market

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Year1990

Typearticle

Published1990-07-01

VenueJournal of Financial Services Research

ISSN-L0920-8550

Languageen

Citations70

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bf00352565

openalex_workW2010842653

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