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isPartOf:"The journal of fixed income"
~person:"Belton, Terrence M."
~person:"Chen, Ren-Raw"
~person:"Han, H. G."
~person:"In, Francis Haeuck"
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The journal of fixed income
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Embedded options in treasury bond futures prices : new evidence
Chen, Ren-Raw
;
Ju, Hann-shing
;
Yeh, Shih-kuo
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 82-95
Persistent link: https://www.econbiz.de/10003875982
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2
Links among interest rate swap markets : US, UK, and Japan
In, Francis Haeuck
;
Brown, Rob
;
Fang, Victor
- In:
The journal of fixed income
13
(
2003
)
3
,
pp. 84-95
Persistent link: https://www.econbiz.de/10001968467
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3
Modeling the determinants of swap spreads
Brown, Rob
;
In, Francis Haeuck
;
Fang, Victor
- In:
The journal of fixed income
12
(
2002
)
1
,
pp. 29-40
Persistent link: https://www.econbiz.de/10001725696
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4
Swaps as a synthetic asset class
Belton, Terrence M.
;
Wadhwa, Pavan
- In:
The journal of fixed income
12
(
2002
)
3
,
pp. 32-39
Persistent link: https://www.econbiz.de/10001763886
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5
Valuation of options on Eurodollar futures
Han, H. G.
- In:
The journal of fixed income
1
(
1991
)
3
,
pp. 60-73
Persistent link: https://www.econbiz.de/10001117908
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