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Fallen angels : a sepatare and superior asset class
Fridson, Martin S.; Sterling, Karen - In: The journal of fixed income 16 (2006) 3, pp. 22-29
Persistent link: https://www.econbiz.de/10003422020
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Valuation of options on Eurodollar futures
Han, H. G. - In: The journal of fixed income 1 (1991) 3, pp. 60-73
Persistent link: https://www.econbiz.de/10001117908
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Monte Carlo valuation of interest rate derivatives under stochastic volatility
Clewlow, Les - In: The journal of fixed income 7 (1997) 3, pp. 35-45
Persistent link: https://www.econbiz.de/10001233944
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The Ho-Lee binomial stochastic process and duration
Bierwag, Gerald O. - In: The journal of fixed income 6 (1996) 2, pp. 76-87
Persistent link: https://www.econbiz.de/10001208580
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The intraday behavior of European bond futures
Ap Gwilym, Owain (contributor) - In: The journal of fixed income 6 (1996) 2, pp. 49-66
Persistent link: https://www.econbiz.de/10001208584
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The influence of electronic trading on bid-ask spreads : new evidence from European bond futures
Ap Gwilym, Owain - In: The journal of fixed income 8 (1998) 1, pp. 7-19
Persistent link: https://www.econbiz.de/10001246662
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Pricing path-dependent interest rate contingent claims using a lattice
Dharan, Venkat G. - In: The journal of fixed income 6 (1997) 4, pp. 40-49
Persistent link: https://www.econbiz.de/10001218360
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Forecasting swap spreads : a Bayesian approach
Klein, Daniel; Nikitina, Elena; Curtillet, Jean-Christophe - In: The journal of fixed income 26 (2016) 2, pp. 40-53
Persistent link: https://www.econbiz.de/10011684662
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Revisiting interest rate swap valuation with counterparty risk, wrong-way risk, and OIS discounting
Gargouri, Ayoub; Lai, Van Son; Soumaré, Issouf - In: The journal of fixed income 26 (2017) 3, pp. 63-80
Persistent link: https://www.econbiz.de/10011684745
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Ripple effects, the long-run relationship, and dynamic corrections among interest rate swap spreads
Tah, Kenneth A.; Ngene, Geoffrey - In: The journal of fixed income 27 (2018) 4, pp. 40-52
Persistent link: https://www.econbiz.de/10011900629