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Capital asset treatment of Treasury bill futures : effect on investors, prices, and deliveries
Arak, Marcelle - 1980
Persistent link: https://www.econbiz.de/10000082844
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Does the wild card option really have value?
LaBarge, Karin P. - 1989
Persistent link: https://www.econbiz.de/10000898160
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Optionen auf den Bund-Future-Kontrakt der LIFFE
Hahn, Jörg - 1995
Persistent link: https://www.econbiz.de/10000899519
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Essays on contingent claims pricing
Rindell, Krister - 1994
Persistent link: https://www.econbiz.de/10000900095
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Risikomanagement und Handel mit Bond-Futures
1994
Persistent link: https://www.econbiz.de/10000902615
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An econometric model of the term structure of interest rate swap yields
Duffie, Darrell; Singleton, Kenneth J. - 1995
Persistent link: https://www.econbiz.de/10000904139
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Interest rate risk management : a comparison of swaps vs futures
Berney, Frédéric - 1994
Persistent link: https://www.econbiz.de/10000905519
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Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.; Sandmann, Klaus; Sondermann, Dieter - 1995
Persistent link: https://www.econbiz.de/10000908299
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Los FRAs como guías de las expectativas del mercado sobre tipos de interés
Díaz del Hoyo, Juan L.; Prado Domínguez, A. Javier - 1995
Persistent link: https://www.econbiz.de/10000908812
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Path dependent options on yields in the affine term structure model
Leblanc, Boris; Scaillet, Olivier - 1995
Persistent link: https://www.econbiz.de/10000910562