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Efficient and Flexible Bond Op...
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Betriebliche Liquidität
6
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4
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4
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ECONIS (ZBW)
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Efficient and flexible bond option valuation in the Heath, Jarrow, and Morton framework
Carverhill, Andrew
- In:
The journal of fixed income
5
(
1995
)
2
,
pp. 70-77
Persistent link: https://www.econbiz.de/10001213239
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2
Calibration of Gaussian Heath, Jarrow and Morton and random field interest rate term structure models
Pang, Kin
- In:
Review of derivatives research
2
(
1999
)
4
,
pp. 315-345
Persistent link: https://www.econbiz.de/10001445802
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3
When is the short rate Markovian?
Carverhill, Andrew
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 305-312
Persistent link: https://www.econbiz.de/10001185090
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4
Jardine Matheson Group's delisting from the stock exchange of Hong Kong : evidence on international market integration/segmentation
Carverhill, Andrew
;
Chan, Alex Wing-ho
- In:
Review of Pacific Basin financial markets and policies
9
(
2006
)
2
,
pp. 213-228
Persistent link: https://www.econbiz.de/10003356472
Saved in:
5
Liquidity and capital structure
Anderson, Ronald W.
;
Carverhill, Andrew
-
2007
Persistent link: https://www.econbiz.de/10003413474
Saved in:
6
Indonesia's stock market : evolving role, growing efficiency
Kung, James J.
;
Carverhill, Andrew
;
McLeod, Ross H.
- In:
Bulletin of Indonesian economic studies
46
(
2010
)
3
,
pp. 329-346
Persistent link: https://www.econbiz.de/10008903011
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7
The smirk in the S&P500 futures options prices : a linearized factor analysis
Carverhill, Andrew
;
Cheuk, Terry Hon Fu
;
Dyrting, Sigurd
- In:
Review of derivatives research
12
(
2009
)
2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10003874306
Saved in:
8
A bootstrap analysis of the Nikkei 225
Kung, James J.
;
Carverhill, Andrew
- In:
Journal of economic integration
27
(
2012
)
3
,
pp. 487-504
Persistent link: https://www.econbiz.de/10009626934
Saved in:
9
Corporate liquidity and capital structure
Anderson, Ronald W.
;
Carverhill, Andrew
- In:
The review of financial studies
25
(
2012
)
3
,
pp. 797-837
Persistent link: https://www.econbiz.de/10009515776
Saved in:
10
A model of corporate liquidity
Anderson, Ronald W.
;
Carverhill, Andrew
-
2004
Persistent link: https://www.econbiz.de/10002815628
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