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Hedging with financial futures under variance minimization with stochastic interest rates
Chee, Kew-chul - In: Review of futures markets 13 (1994) 1, pp. 187-213
Persistent link: https://www.econbiz.de/10001183973
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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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Essays on swaps and default risk
Mozumdar, Abon - 1997
Persistent link: https://www.econbiz.de/10000982059
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Exchange rate changes, forward markets, and export prices
Kwak, Rosung - 1991
Persistent link: https://www.econbiz.de/10000909957
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Forward rate agreements
Maier, Arnim - In: Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe 105 (1988) 10, pp. 475-476
Persistent link: https://www.econbiz.de/10003624141
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La structure par terme des volatilités implicites d'options
Marteau, Didier - In: Journal de la Société de Statistique de Paris 133 (1992) 3, pp. 35-50
Persistent link: https://www.econbiz.de/10001139163
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Cash futures pricing and hedge ratios
Lady, George M. - In: Advances in futures and options research : a research annual 1 (1986), pp. 137-152
Persistent link: https://www.econbiz.de/10001339380
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Loss aversion in a futures market : an empirical test
Heisler, Jeffrey - In: Review of futures markets 13 (1994) 3, pp. 793-822
Persistent link: https://www.econbiz.de/10001169328
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The valuation of default risk in corporate bonds and interest rate swaps
Nielsen, Soren S. - In: Advances in futures and options research : a research annual 9 (1997), pp. 175-196
Persistent link: https://www.econbiz.de/10001226756