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~person:"Chiang, Raymond"
~person:"El Karoui, Nicole"
~type_genre:"Aufsatz im Buch"
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Interest rate futures : concepts and issues
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Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
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Pricing, hedging, and designing derivatives with risk measures
Barrieu, Pauline
;
El Karoui, Nicole
- In:
Indifference pricing : theory and applications
,
(pp. 77-146)
.
2009
Persistent link: https://www.econbiz.de/10003807579
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Non-linear pricing theory and backward stochastic differential equations
El Karoui, Nicole
- In:
Financial mathematics : held in Bressanone, Italy, July …
,
(pp. 191-246)
.
1997
Persistent link: https://www.econbiz.de/10001321236
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3
Duration, immunization, and hedging with interest rate futures
Kolb, Robert W.
- In:
Interest rate futures : concepts and issues
,
(pp. 353-364)
.
1986
Persistent link: https://www.econbiz.de/10001258089
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4
Improving hedging performance using interest rate futures
Kolb, Robert W.
- In:
Interest rate futures : concepts and issues
,
(pp. 339-352)
.
1982
Persistent link: https://www.econbiz.de/10001258065
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