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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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Essays on empirical term structure modeling
Zhao, Feng - 2004
Persistent link: https://www.econbiz.de/10003387673
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Forecasting interest rates from financial futures markets
Holden, Kenneth - In: Applied financial economics 6 (1996) 5, pp. 449-461
Persistent link: https://www.econbiz.de/10001212787
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Weight space analysis and forecast uncertainty
Ossen, Arnfried; Rüger, Stefan M. - In: Journal of forecasting 17 (1998) 5/6, pp. 471-480
Persistent link: https://www.econbiz.de/10001363240
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Is there lif(f)e after DTB? : competitive aspects of cross listed futures contracts on synchronous markets
Kofman, Paul; Bouwman, Tony; Moser, James T. - 1993
Persistent link: https://www.econbiz.de/10000892090
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Zinsfutures und Zinsoptionen : erfolgreicher Einsatz an DTB und LIFFE
Diwald, Hans - 1994
Persistent link: https://www.econbiz.de/10000892217
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Bund : German Government bond futures contract
1988
Persistent link: https://www.econbiz.de/10000776141
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Kontraktdesign und Kontrakterfolg von financial futures
Janssen, Stefan - 1994
Persistent link: https://www.econbiz.de/10000881819
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Financial reporting of derivatives in banks : disclosure conventions in Germany, Great Britain and the USA
Ammon, Norbert - 1996
Persistent link: https://www.econbiz.de/10000597047
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Implied risk-neutral probability density functions from option prices : theory and application
Bahra, Bhupinder - 1997
Persistent link: https://www.econbiz.de/10000654569