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Computational methods in finance
Hirsa, Ali - 2013
Persistent link: https://www.econbiz.de/10009632516
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Puttable and Extendible Bonds : Developing Interest Rate Derivatives for Emerging Markets
Neftci, Salih N. - 2003
This paper analyzes the price stabilizing properties of puttable and extendible bonds, their potential to help develop interest-rate derivative markets, and their use by governments. Their stabilizing properties imply that, when bond prices fall, prices for puttable and extendible bonds fall by...
Persistent link: https://www.econbiz.de/10014404000
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Derivative Approximation by Finite Differences in Higher Dimensional Cases
Hirsa, Ali - 2019
Persistent link: https://www.econbiz.de/10012862723
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An introduction to the mathematics of financial derivatives
Neftci, Salih N. - 2000 - 2. ed.
Persistent link: https://www.econbiz.de/10001462845
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An introduction to the mathematics of financial derivatives
Neftci, Salih N. - 1996
Persistent link: https://www.econbiz.de/10013475089
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[Rezension von: Neftci, Salih N., An introduction to the mathematics of financial derivatives]
Jorion, Philippe - In: Journal of economic literature 36 (1998) 1, pp. 255-256
Persistent link: https://www.econbiz.de/10001349709
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Extreme price movements and margin levels in futures markets
Edwards, Franklin R. - In: The journal of futures markets 8 (1988) 6, pp. 639-655
Persistent link: https://www.econbiz.de/10001134534
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Can chartists outperform the market? : market efficiency tests for "technical analysis"
Neftci, Salih N. - In: The journal of futures markets 4 (1984) 4, pp. 465-478
Persistent link: https://www.econbiz.de/10001082399
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Puttable and extendible bonds: developing interest rate derivatives for emerging markets
Neftci, Salih N.; Santos, André Oliveira - 2003
Persistent link: https://www.econbiz.de/10001872150