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Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633272
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Understanding the risk of synthetic CDOs
Gibson, Michael S. - 2004
Persistent link: https://www.econbiz.de/10002117790
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Measuring counterparty credit exposure to a margined counterparty
Gibson, Michael S. - 2005
Persistent link: https://www.econbiz.de/10003187319
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Do nonfinancial firms use interest rate derivatives to hedge?
Covitz, Daniel M.; Sharpe, Steven A. - 2005
Persistent link: https://www.econbiz.de/10003173116
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Using federal funds futures contracts for monetary policy analysis
Gürkaynak, Refet S. - 2005
Persistent link: https://www.econbiz.de/10003012508
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An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates
Kim, Don H.; Wright, Jonathan H. - 2005
Persistent link: https://www.econbiz.de/10003087210
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Market-based measures of monetary policy expectations
Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric T. - 2002
Persistent link: https://www.econbiz.de/10001706701
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Understanding credit derivatives and their potential to synthesize riskless assets
Bomfim, Antúlio N. - 2001
Persistent link: https://www.econbiz.de/10001637887
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Estimates of the term premium on near-dated federal funds futures contracts
Durham, J. Benson - 2003
Persistent link: https://www.econbiz.de/10001770320