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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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Options, futures and stock market interactions : empirical evidence from the Swiss stock market
Bruand, Martin; Gibson, Rajna - 1996
Persistent link: https://www.econbiz.de/10000954650
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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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Arbitrage trading and index option pricing at SOFFEX : an empirical study using daily and intradaily data
Chesney, Marc; Gibson, Rajna; Loubergé, Henri - 1994
Persistent link: https://www.econbiz.de/10000883101
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Arbitrage trading and index option pricing at SOFFEX : an empirical study using daily and intradaily data
Chesney, Marc; Gibson, Rajna; Loubergé, Henri - 1996
Persistent link: https://www.econbiz.de/10000938031
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The short-term hedging performance of Swiss interest rate futures
Wasserfallen, Walter - In: Finanzmarkt und Portfolio-Management 9 (1995) 4, pp. 446-457
Persistent link: https://www.econbiz.de/10001221663
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Arbitrage trading and index option pricing at SOFFEX : an empirical study using daily and intradaily data
Chesney, Marc - In: Finanzmarkt und Portfolio-Management 9 (1995) 1, pp. 35-60
Persistent link: https://www.econbiz.de/10001221976
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Les dimensions et enjeux des nouveaux marchés financiers
Fasel Berger, Sylvie (contributor);  … - 1996
Persistent link: https://www.econbiz.de/10000967232
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Determinants of property derivatives market architecture and evolution
Püntener, Sonja Yvonne - 2011
Persistent link: https://www.econbiz.de/10008937036
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Gold warrants straddle the markets
Shegog, Andrew - In: Euromoney (1987), pp. 107-109
Persistent link: https://www.econbiz.de/10003679618