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The pricing of interest rate cap, floor and collar agreements
Briys, Eric; Crouhy, Michel; Schöbel, Rainer - 1988
Persistent link: https://www.econbiz.de/10000766786
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Futuros y opciones en la gestión de carteras
Martínez Abascal, Eduardo - 1993 - 1. ed
Persistent link: https://www.econbiz.de/10000872140
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Leptokurtic stock distributions : implications for option valuation
Chan, Howard Wei-hong - 1992
Persistent link: https://www.econbiz.de/10000873201
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Two finite difference schemes for evaluation of contingent claims with three underlying state variables
Ekvall, Niklas - 1993
Persistent link: https://www.econbiz.de/10000875081
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A lattice approach for pricing of multivariate contingent claims
Ekvall, Niklas - 1993
Persistent link: https://www.econbiz.de/10000875082
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A further examination of the relationship between forward and futures contracts
Ha, Tae-hyung - 1992
Persistent link: https://www.econbiz.de/10000876916
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Asymmetric information in managerial incentive contracts and in futures markets
Jo, Wook-hyon - 1990
Persistent link: https://www.econbiz.de/10000877469
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Optionsanleihen : eine empirische Untersuchung
Peterhans, Oswald - 1994
Persistent link: https://www.econbiz.de/10000878527
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American exchange options and a put-call transformation
Bjerksund, Petter; Stensland, Gunnar - 1992
Persistent link: https://www.econbiz.de/10000879786