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Futures, options, and swaps
Kolb, Robert W.; Overdahl, James A. - 2007 - 5th ed.
Persistent link: https://www.econbiz.de/10003301773
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Market and model credit default swap spreads : mind the gap!
Bedendo, Mascia; Cathcart, Lara; Jahel, Lina el - In: European financial management : the journal of the … 17 (2011) 4, pp. 655-678
Persistent link: https://www.econbiz.de/10009388310
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On the information in the interest rate term structure and option prices
Jong, Frank de; Driessen, Joost; Pelsser, Antoon André Jean - In: Review of derivatives research 7 (2004) 2, pp. 99-127
Persistent link: https://www.econbiz.de/10003153989
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Futures, options, and swaps
Kolb, Robert W. - 2003 - 4. ed.
Persistent link: https://www.econbiz.de/10001658299
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Financial derivatives
Kolb, Robert W. - 1996 - 2. ed
Persistent link: https://www.econbiz.de/10013548407
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Futures, options, and swaps
Kolb, Robert W. - 1994
Persistent link: https://www.econbiz.de/10013552134
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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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Understanding the risk of synthetic CDOs
Gibson, Michael S. - 2004
Persistent link: https://www.econbiz.de/10002117790
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Should derivatives be privileged in bankruptcy?
Bolton, Patrick; Oehmke, Martin - 2011
"Derivative contracts, swaps, and repos enjoy "super-senior" status in bankruptcy: they are exempt from the automatic …, even though this risk could be borne more efficiently by derivative counterparties. In addition, because super …-senior derivatives dilute existing creditors, they may lead firms to take on derivative positions that are too large from a social …
Persistent link: https://www.econbiz.de/10009408758