DURATION, SYSTEMATIC-RISK, AND EMPLOYEE VALUATION OF DEFAULT-FREE PENSION CLAIMS - REPLY

被引：1

|

作者：

NADER, JS

机构：

来源：

JOURNAL OF RISK AND INSURANCE | 1993年 / 60卷 / 01期

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D O I：

10.2307/253104

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

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页码：138 / 142

页数：5

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[1] DURATION, SYSTEMATIC-RISK, AND EMPLOYEE VALUATION OF DEFAULT-FREE PENSION CLAIMS
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[2] DURATION, SYSTEMATIC-RISK, AND EMPLOYEE VALUATION OF DEFAULT-FREE PENSION CLAIMS - COMMENT
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[7] THE THEORETICAL RELATIONSHIP BETWEEN SYSTEMATIC-RISK AND FINANCIAL (ACCOUNTING) VARIABLES - REPLY
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[8] DOES DEFAULT RISK IN COUPONS AFFECT THE VALUATION OF CORPORATE-BONDS - A CONTINGENT CLAIMS MODEL
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[9] ARBITRAGE-FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS
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[J]. MATHEMATICAL FINANCE, 2014, 24 (01) : 125 - 146