Research Catalog

Essays on finance

Title: Essays on finance / Ioannis A. Pierides.
Author: Pierides, Ioannis A. (Ioannis Antonis)
Publication: 1993.

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Status	Format	Access	Call Number	Item Location
Request for On-site Use Request Scan How do I pick up this item and when will it be ready?	Text	Request in advance	HG6024.A3 P54 1993a	Off-site

Holdings

Details

Description

266 leaves; 29 cm

Subjects

Asset-backed financing
Credit derivatives > Prices > Mathematical models
Options (Finance) > Prices > Mathematical models

Thesis (note)

Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 1993.

Bibliography (note)

Includes bibliographical references (leaf 266).

Reproduction (note)

Photocopy.

Contents

The structuring and pricing of credit risk derivatives -- The pricing of lookback call and put options on treasury bond prices -- Asset securitization by commerical banks : an asymmetric information explanation.

OCLC

ocm50674530

Owning Institutions

Columbia University Libraries