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Derivative Swiss franc interest rate instruments : pricing, market structure, market potential
Erni, Marcel - 1992
Persistent link: https://www.econbiz.de/10000871069
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Time-varying unitary market price of risk and intertemporal asset allocation
Clerc, Nicolas - 2000
Persistent link: https://www.econbiz.de/10001479339
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The relationship between day-ahead and futures prices in the electricity markets : an empirical analysis on Italy, France, Germany and Switzerland
Bonaldo, Cinzia; Caporin, Massimiliano; Fontini, Fulvio - 2021
Persistent link: https://www.econbiz.de/10013256293
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The relationship between day-ahead and future prices in electricity markets : an empirical analysis on Italy, France, Germany, and Switzerland
Bonaldo, Cinzia; Caporin, Massimiliano; Fontini, Fulvio - In: Energy economics 110 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013349919
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Derivative Swiss franc interest rate instruments : pricing, market structure, market potential
Erni, Marcel - 1992
Persistent link: https://www.econbiz.de/10013417891
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Valuation and risk management of interest rate derivative securities
Leithner, Stephan - 1992
Persistent link: https://www.econbiz.de/10013417892
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Pricing commodity bonds using binomial option pricing
Rajan, Raghuram Govind - 1988
Persistent link: https://www.econbiz.de/10000870648
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Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F. (contributor) - 1992 - Rev
Persistent link: https://www.econbiz.de/10000841635
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The valuation of options on portfolios
Stapleton, Richard C.; Subrahmanyam, Marti G. - 1987
Persistent link: https://www.econbiz.de/10000739174
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The multinomial option pricing model and its limits
Madan, Dilip B.; Milne, Frank - 1988
Persistent link: https://www.econbiz.de/10000753404