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ECONIS (ZBW)
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Valuation and optimal exercise of the wild card option in the Treasury bond futures market
Kane, Alex
- In:
The journal of finance : the journal of the American …
41
(
1986
)
1
,
pp. 195-207
Persistent link: https://www.econbiz.de/10001008804
Saved in:
2
Conversion factor risk and hedging in the treasury-bond futures market
Kane, Alex
- In:
The journal of futures markets
4
(
1984
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10001083014
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3
Interest-only - principal-only mortgage-backed strips : a valuation and risk analysis
Marcus, Alan J.
;
Kling, Arnold S.
-
1987
Persistent link: https://www.econbiz.de/10000730927
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4
Riding the yield curve : reprise
Grieves, Robin
;
Marcus, Alan J.
-
1990
Persistent link: https://www.econbiz.de/10000803377
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5
Defined benefit versus defined contribution pension plans : what are the real tradeoffs?
Bodie, Zvi
;
Marcus, Alan J.
;
Merton, Robert C.
-
1985
Persistent link: https://www.econbiz.de/10000686467
Saved in:
6
Fundamentals of corporate finance
Brealey, Richard A.
;
Myers, Stewart C.
;
Marcus, Alan J.
-
1999
-
2., internat. ed
Persistent link: https://www.econbiz.de/10000657540
Saved in:
7
Valuing government guarantees : Fannie and Freddie revisited
Lucas, Deborah J.
;
McDonald, Robert L.
- In:
Measuring and managing federal financial risk
,
(pp. 131-154)
.
2010
Persistent link: https://www.econbiz.de/10003970096
Saved in:
8
Dividends, maturity, and acquisitions : evidence from a sample of bank IPOs
Cornett, Marcia Millon
;
Fayman, Alex
;
Marcus, Alan J.
; …
- In:
Review of financial economics : RFE
20
(
2011
)
1
,
pp. 11-21
Persistent link: https://www.econbiz.de/10009009703
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9
Spinoff, terminations and the value of pension insurance
Marcus, Alan J.
- In:
The journal of finance : the journal of the American …
40
(
1985
)
3
,
pp. 911-924
Persistent link: https://www.econbiz.de/10001006736
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10
The valuation of a random number of put options : an application to agricultural price supports
Marcus, Alan J.
- In:
Journal of financial and quantitative analysis : JFQA
21
(
1986
)
1
,
pp. 73-86
Persistent link: https://www.econbiz.de/10001014154
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