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1
Deflation risk
Fleckenstein, Matthias
;
Longstaff, Francis A.
;
Lustig, Hanno
-
2013
Persistent link: https://www.econbiz.de/10009784893
Saved in:
2
Simple variance swaps
Martin, Ian
-
2011
the single-name variance
swap
market to dry up completely. This paper defines and analyzes a simple variance
swap
, a … relative of the variance
swap
that in several respects has more desirable properties. First, simple variance swaps are robust …
Persistent link: https://www.econbiz.de/10008939195
Saved in:
3
An evaluation of multi-factor CIR models using LIBOR,
swap
rates, and CAP and swaption prices
Jagannathan, Ravi
;
Kaplin, Andrew
;
Sun, Steve Guoqiang
-
2001
Persistent link: https://www.econbiz.de/10001637620
Saved in:
4
Banks and derivatives
Gorton, Gary
-
1995
Persistent link: https://www.econbiz.de/10000910082
Saved in:
5
Over-the-counter derivatives and systemic risk to the global financial system
Darby, Michael R.
-
1994
Persistent link: https://www.econbiz.de/10000911236
Saved in:
6
Currency
hedging
over long horizons
Froot, Kenneth
-
1993
Persistent link: https://www.econbiz.de/10000867502
Saved in:
7
Synthetic eurocurrency interest rate futures contracts :
theory
and evidence
Koh, Annie
;
Levich, Richard M.
-
1989
Persistent link: https://www.econbiz.de/10000774262
Saved in:
8
Equilibrium exchange rate
hedging
Black, Fischer
-
1989
Persistent link: https://www.econbiz.de/10000766818
Saved in:
9
Aggregate income risks and
hedging
mechanisms
Shiller, Robert J.
-
1993
Persistent link: https://www.econbiz.de/10000871275
Saved in:
10
On the pricing of intermediated risks :
theory
and application to catastrophe reinsurance
Froot, Kenneth
;
O'Connell, Paul G. J.
-
1997
Persistent link: https://www.econbiz.de/10000627637
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