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The pricing of option on bond forwards
Ahn, Chang-mo; Cho, D. C. - In: Seoul journal of economics 18 (2005) 4, pp. 355-369
Persistent link: https://www.econbiz.de/10003289750
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Volatility indices and implied uncertainty measures of European government bond futures
Baran, Jaroslav; Voříšek, Jan - 2020
Persistent link: https://www.econbiz.de/10013384851
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Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.; Crosby, John; Gao, Xiaohui; Hansen, … - In: Journal of financial economics 150 (2023) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
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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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Manuale del reddito fisso : macroeconomia, mercati e strumenti, tecniche di valutazione, analisi tecnica, derivati
Urbani, Stefano (contributor); Fossati, Carlo (contributor) - 1996 - 1. ed
Persistent link: https://www.econbiz.de/10000972962
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Essays on interest-rate volatility and the pricing of interest-rate derivative assets
Hanweck, Gerald Alfred - 1994
Persistent link: https://www.econbiz.de/10000916134
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Equilibrium interest rate models for the Indian Government security market
Chaudhuri, Sunrita; Pandey, Alok - In: International Journal of Financial Markets and … 10 (2024) 1, pp. 70-86
Persistent link: https://www.econbiz.de/10015064463
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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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Option auf den langfristigen Bund-Future
1991 - 1. Aufl., Stand: Juli 1991
Persistent link: https://www.econbiz.de/10000855856