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Search: person:"Cakici, Nusret"
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Cakici, Nusret
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ECONIS (ZBW)
61
RePEc
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OLC EcoSci
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EconStor
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81
VALUE AT RISK FOR INTEREST RATE-DEPENDENT SECURITIES - Value at risk (VaR) may be calculated for interest rate-dependent securities using an extension of a non-parametric estimator...
Cakici, Nusret
;
Foster, Kevin R.
- In:
The journal of fixed income
12
(
2003
)
4
,
pp. 81
Persistent link: https://www.econbiz.de/10007161003
Saved in:
82
Pricing stock index futures with stochastic interest rates
Cakici, Nusret
;
Chatterjee, Sris
- In:
Journal of Futures Markets
11
(
1991
)
4
,
pp. 441-452
Persistent link: https://www.econbiz.de/10011198124
Saved in:
83
Risk-neutralized at-the-money consistent historical distributions in currency options pricing
Cakici, Nusret
;
Foster, Kevin R.
- In:
The journal of computational finance
6
(
2002
)
1
,
pp. 25-47
Persistent link: https://www.econbiz.de/10001704738
Saved in:
84
Matched-long term maturity stock and bond returns in international markets
Cakici, Nusret
;
Kellman, Mitchell H.
;
Kraizberg, Elli
- In:
The American economist : journal of Omnicron Delta …
46
(
2002
)
2
,
pp. 45-53
Persistent link: https://www.econbiz.de/10001745542
Saved in:
85
Matched-Long Term Maturity Stock and Bond Returns in International Markets
Cakici, Nusret
;
Keliman, Mitchell
;
Kraizberg, Elli
- In:
The American economist : journal of the International …
46
(
2002
)
2
,
pp. 45-53
Persistent link: https://www.econbiz.de/10006614909
Saved in:
86
PORTFOLIO MANAGEMENT - Closed-End Funds and Turnover Restrictions - In an environment of high transaction costs, fund managers can still outperform -- But only by restricting turno...
Cakici, Nusret
;
Tessitore, Anthony
;
Usmen, Nilufer
- In:
Financial analysts' journal : FAJ
58
(
2002
)
3
,
pp. 74-81
Persistent link: https://www.econbiz.de/10006265649
Saved in:
87
Option pricing: Trees from history - Volatility smile models use option prices as input parameters, making them less useful for assessing fair value. Riskneutralised historical dis...
Cakici, Nusret
;
Foster, Kevin
- In:
Risk : managing risk in the world's financial markets
15
(
2002
)
8
,
pp. 87-90
Persistent link: https://www.econbiz.de/10007035692
Saved in:
88
Premiums on stock index futures‐some evidence
Bhatt, Swati
;
Cakici, Nusret
- In:
Journal of Futures Markets
10
(
1990
)
4
,
pp. 367-375
Persistent link: https://www.econbiz.de/10011197980
Saved in:
89
Pricing Eurodollar futures options with the Heath-Jarrow-Morton model
Cakici, Nusret
;
Zhu, Jintao
- In:
The journal of futures markets
21
(
2001
)
7
,
pp. 655-680
Persistent link: https://www.econbiz.de/10001588271
Saved in:
90
Pricing Eurodollar Futures Options with the Heath-Jarrow-Morton Model
Cakici, Nusret
;
Zhu, Jintao
- In:
The journal of futures markets
21
(
2001
)
7
,
pp. 655-680
Persistent link: https://www.econbiz.de/10006832675
Saved in:
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