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A nonparametric approach to pricing and hedging derivative securities via learning networks
Hutchinson, James M. - 1994
Persistent link: https://www.econbiz.de/10000889364
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An analysis of the implications for stock and futures price volatility of program trading and dynamic hedging strategies
Grossman, Sanford J. - 1987
Persistent link: https://www.econbiz.de/10000730638
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Treasury bill futures as hedges against inflation risk
Patel, Jayendu; Zeckhauser, Richard - 1987
Persistent link: https://www.econbiz.de/10000732141
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Security baskets and index-linked securities
Gorton, Gary; Pennacchi, George G. - 1991
Persistent link: https://www.econbiz.de/10000817009
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Fixing capital gains : symmetry, consistency and correctness in the taxation of financial instruments
Bradford, David F. - 1996
Persistent link: https://www.econbiz.de/10000604941
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The decline of traditional banking : implications for financial stability and regulatory policy
Edwards, Franklin R.; Mishkin, Frederic S. - 1995
Persistent link: https://www.econbiz.de/10000147481
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Valuation and optimal exercise of the wild card option in the treasury bond futures market
Kane, Alex; Marcus, Alan J. - 1985
Persistent link: https://www.econbiz.de/10000684425
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Valuing the futures market clearinghouse's default exposure during the 1987 crash
Bates, David S.; Craine, Roger N. - 1998
Persistent link: https://www.econbiz.de/10000662488
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Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - 1997
Persistent link: https://www.econbiz.de/10000646551
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Derivates in international capital flow
Garber, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000671216