Narrow search
Showing 1 - 4 of 4
Cover Image
A new strategy for dynamically hedging mortage-backed securities
Boudoukh, Jacob; Richardson, Matthew; Stanton, Richard; … - In: The journal of derivatives : the official publication … 2 (1995) 4, pp. 60-77
Persistent link: https://www.econbiz.de/10001223167
Cover Image
Pricing foreign index contingent claims : an application to Nikkei Index warrants
Dravid, Ajay R. - In: The journal of derivatives : the official publication … 1 (1993) 1, pp. 33-51
Persistent link: https://www.econbiz.de/10001202809
Cover Image
Investigation of a Class of Volatility Estimators
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - In: The journal of derivatives : the official publication … 4 (1997) 3, pp. 63-72
Persistent link: https://www.econbiz.de/10007306650
Cover Image
A NEW STRATEGY FOR DYNAMICALLY HEDGING MORTGAGE-BACKED SECURITIES
Boudoukh, Jacob; Richardson, Matthew; Stanton, Richard; … - In: The journal of derivatives : the official publication … 2 (1995) 4, pp. 60-77
Persistent link: https://www.econbiz.de/10007333795