Producing derivative assets with forward contracts
Year of publication: |
1988
|
---|---|
Authors: | Bick, Avi |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 23.1988, 2, p. 153-160
|
Subject: | Derivat | Derivative | Portfolio-Management | Portfolio selection | Arbitrage | Theorie | Theory |
-
Essays in financial risk management
Seidel, Henry, (2017)
-
The economics of financial markets
Bailey, Roy E., (2005)
-
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F., (1992)
- More ...
-
Topics in the theory of arbitrage
Bick, Avi, (1983)
-
The relationship between reciprocal currency futures prices
Bick, Avi, (2012)
-
The mathematics of the portfolio frontier : a geometry-based approach
Bick, Avi, (2004)
- More ...