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Modélisation du prix des actifs financiers
Jondeau, Eric; Nicolaï, Jean-Paul - 1993
Persistent link: https://www.econbiz.de/10000871284
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Pricing interest rate swaps in an options pricing framework
Whittaker, James Gregg - 1987
Persistent link: https://www.econbiz.de/10000730527
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Currency and interest rate hedging : a user's guide to options, futures, swaps, and forward contracts
Andersen, Torben Juul - 1987
Persistent link: https://www.econbiz.de/10000730656
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The interest rate exposure of lodging firms
Singh, Amrik - In: International journal of hospitality management 28 (2009) 1, pp. 135-143
Persistent link: https://www.econbiz.de/10003799062
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The likelihood and extent of banks' involvement with interest rate derivates as end users
Gunther, Jeffery W.; Siems, Thomas F. - In: Research in finance 19 (2002), pp. 125-142
Persistent link: https://www.econbiz.de/10001717562
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Phenomenology of the interest rate curve
Bouchaud, Jean-Philippe (contributor) - In: Applied mathematical finance 6 (1999) 3, pp. 209-232
Persistent link: https://www.econbiz.de/10001490691
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Using federal funds futures to predict Federal Reserve actions
Robertson, John C. - In: Review / Federal Reserve Bank of St. Louis 79 (1997) 6, pp. 45-53
Persistent link: https://www.econbiz.de/10001241107
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Forecasting interest rates and yield spreads : the informational content of implied futures yields and best-fitting forward rate models
Park, Tae H. - In: Journal of forecasting 16 (1997) 4, pp. 209-224
Persistent link: https://www.econbiz.de/10001227329
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Comparing futures and survey forecasts of near-term treasury bill rates
Hafer, Rik W. - In: Review / Federal Reserve Bank of St. Louis 71 (1989) 3, pp. 33-42
Persistent link: https://www.econbiz.de/10001067088