Gary Gastineau and Mark Kritzman team up once again for the third edition of this classic
reference tool designed for financial analysts and managers. Anyone involved in financial risk …

The no-arbitrage valuation of basket options is com-plicated by the fact that the sum of
lognormal random vari-ables is not lognormal. This problem is shared uith arithmetic Asian …

Structured equity products (SEP's) are medium-term notes with payoffs based on the prices
of common stocks, baskets of stocks, or stock indices. This paper documents striking patterns …

In the last decade, three innovations in commercial loan‐based securities and derivative
have enabled institutional investors to access commercial loan markets on leveraged terms: …

I’m sad to say that this is the last letter from the editor that I will write for the Free Press. It’sa
hard reality for me to come to terms with, but my time at the paper has come to an end. These …

In this paper we introduce a new financial product named Extra Bonus Certificates (EBC) and
provide a detailed description of the product specifications. We show that the payoff of an …

O principal objetivo deste trabalho é a investigação do mercado de produtos estruturados,
nomeadamente o mercado de capitais alemão, um dos mais desenvolvidos. Desta forma, …

Gene-targeted mice, derived from embryonic stem cells, are useful tools to study gene function
during development. However, if the inactivation of the target gene results in embryonic …

The ability to create securities providing state-contingent payoffs tailored to specific investors
seems conducive to improving allocative efficiency. But if some investors assign incorrect …

In this study we present new carbon (δ13C) and nitrogen (δ15N) stable isotope data of human
(n=13) and animal (n=40) bone and/or dentine collagen samples, alongside accelerator …