G2TT

浏览/检索结果: 共6条,第1-6条 帮助

已选(0)清除 条数/页:   排序方式:
Endogenous Dividend Dynamics and the Term Structure of Dividend Strips 智库出版物
2012
作者:  Frederico Belo;  Pierre Collin-Dufresne;  Robert S. Goldstein
Adobe PDF(515Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/08
Is Credit Event Risk Priced? Modeling Contagion via the Updating of Beliefs. 智库出版物
2010
作者:  Pierre Collin-Dufresne;  Robert S. Goldstein;  Jean Helwege
Adobe PDF(255Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2022/10/08
On the Relative Pricing of long Maturity S&P 500 Index Options and CDX Tranches 智库出版物
2010
作者:  Pierre Collin-Dufresne;  Robert S. Goldstein;  Fan Yang
Adobe PDF(266Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/08
Can Standard Preferences Explain the Prices of out of the Money S&P 500 Put Options 智库出版物
2005
作者:  Luca Benzoni;  Pierre Collin-Dufresne;  Robert S. Goldstein
Adobe PDF(371Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2022/10/08
Portfolio Choice over the Life-Cycle in the Presence of 'Trickle Down' Labor Income 智库出版物
2005
作者:  Luca Benzoni;  Pierre Collin-Dufresne;  Robert S. Goldstein
Adobe PDF(440Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2022/10/08
Can Interest Rate Volatility be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility 智库出版物
2004
作者:  Pierre Collin-Dufresne;  Christopher S. Jones;  Robert S. Goldstein
Adobe PDF(1273Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2022/10/08