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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Selected writings on futures markets : explorations in financial futures markets"
~subject:"Risikoprämie"
~subject:"Staatspapier"
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Interest rate derivative
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Option pricing theory
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European journal of operational research : EJOR
Selected writings on futures markets : explorations in financial futures markets
The journal of futures markets
15
Journal of international financial markets, institutions & money
5
International review of financial analysis
4
Journal of financial economics
4
Advances in Pacific Basin financial markets
3
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3
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International journal of theoretical and applied finance
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3
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3
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Berichte aus der Volkswirtschaft
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Pacific-Basin finance journal
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Review of futures markets
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Advances in futures and options research : a research annual
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Arbeitsberichte / Hochschule für Bankwirtschaft
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Australasian accounting business and finance journal : AABF
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Credit and capital markets : Kredit und Kapital
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DIW Berlin Discussion Paper
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ECONIS (ZBW)
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1
Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective
Li, Haitao
;
Ye, Xiaoxia
;
Yu, Fan
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1153-1167
Persistent link: https://www.econbiz.de/10012291633
Saved in:
2
Implications of implicit credit spread volatilities on interest rate modelling
Fanelli, Viviana
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 707-718
Persistent link: https://www.econbiz.de/10011794020
Saved in:
3
Are T-bill futures good forecasters of interest rates?
Howard, Charles T.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 457-467)
.
1985
Persistent link: https://www.econbiz.de/10001305653
Saved in:
4
The relationship between futures and cash prices for US Treasury bonds
Resnick, Bruce G.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 367-383)
.
1985
Persistent link: https://www.econbiz.de/10001305659
Saved in:
5
An analysis of the impact of marking-to-market in hedging with Treasury bond futures
Hill, Joanne M.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 133-156)
.
1985
Persistent link: https://www.econbiz.de/10001305677
Saved in:
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