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On the term structure of futures and forward prices
Björk, Tomas; Landén, Camilla - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 111-149). 2002
Persistent link: https://www.econbiz.de/10001679437
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Model-free methods in valuation and hedging of derivative securities
Davis, Mark H. A. - In: The handbook of post crisis financial modelling, (pp. 168-189). 2016
Persistent link: https://www.econbiz.de/10011475750
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Optimal hedging with basis risk
Davis, Mark H. A. - In: From stochastic calculus to mathematical finance : the …, (pp. 169-187). 2006
Persistent link: https://www.econbiz.de/10003287153
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Contagion models in credit risk
Davis, Mark H. A. - In: The Oxford handbook of credit derivatives, (pp. 285-326). 2011
Persistent link: https://www.econbiz.de/10014565536
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Interest rate theory
Björk, Tomas - In: Financial mathematics : held in Bressanone, Italy, July …, (pp. 53-122). 1997
Persistent link: https://www.econbiz.de/10001321238
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An overview of interest rate theory
Björk, Tomas - In: Handbook of financial time series, (pp. 615-651). 2009
Persistent link: https://www.econbiz.de/10003834191
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Topics in interest rate theory
Björk, Tomas - In: Financial engineering, (pp. 377-435). 2008
Persistent link: https://www.econbiz.de/10003567696
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Contagion Models in Credit Risk
Mark Davis, Mark H. A. - In: The Oxford handbook of credit derivatives. 2012
Persistent link: https://www.econbiz.de/10012882000