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Understanding and managing interest rate risks
Chen, Ren-Raw - 1996
Persistent link: https://www.econbiz.de/10000620475
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Exact solutions for futures and European futures options on pure discount bonds
Chen, Ren-Raw - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 1, pp. 97-107
Persistent link: https://www.econbiz.de/10001122224
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A new look at interest rate futures contracts
Chen, Ren-Raw - In: The journal of futures markets 12 (1992) 5, pp. 539-548
Persistent link: https://www.econbiz.de/10001129993
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Pricing interest rate futures options with futures-style margining
Chen, Ren-Raw - In: The journal of futures markets 13 (1993) 1, pp. 15-22
Persistent link: https://www.econbiz.de/10001136844
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Pricing interest rate options in a two-factor Cox-Ingersoll-Ross model of the term structure
Chen, Ren-Raw - In: The review of financial studies 5 (1992) 4, pp. 613-636
Persistent link: https://www.econbiz.de/10001137840
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Interest rate options in multifactor Cox-Ingersoll-Ross models of the term structure
Chen, Ren-Raw - In: The journal of derivatives : the official publication … 3 (1995) 2, pp. 53-72
Persistent link: https://www.econbiz.de/10001223183
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Analytical bounds for Treasury bond futures prices
Chen, Ren-Raw; Yeh, Shih-kuo - In: Review of quantitative finance and accounting 39 (2012) 2, pp. 209-239
Persistent link: https://www.econbiz.de/10009629083
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Embedded options in treasury bond futures prices : new evidence
Chen, Ren-Raw; Ju, Hann-shing; Yeh, Shih-kuo - In: The journal of fixed income 19 (2009/10) 1, pp. 82-95
Persistent link: https://www.econbiz.de/10003875982
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Ultra treasury bond futures
Chen, Ren-Raw; Leistikow, Dean; Su, You-Tseng; Yeh, Shih-kuo - In: The journal of fixed income : JFI 32 (2023) 3, pp. 117-139
Persistent link: https://www.econbiz.de/10014231386