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~person:"Chiarella, Carl"
~person:"Das, Satyajit"
~subject:"Japan"
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1
Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
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2
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 181-199
Persistent link: https://www.econbiz.de/10001238761
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3
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951351
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4
Swap financing : interest rate and currency swaps LTFX, FRAs, caps, floors and collars: structures, pricing, applications and markets
Das, Satyajit
-
1989
Persistent link: https://www.econbiz.de/10013546710
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