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An exact bond option formula
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41
Fixed income and interest rate
derivative
analysis
Britten-Jones, Mark
-
1998
Persistent link: https://www.econbiz.de/10000976844
Saved in:
42
Pricing of futures contracts on coupon bonds : empirical evidence from Finland
Käppi, Jari
- In:
The term structure of interest rates and fixed income …
,
(pp. 62-76)
.
1998
Persistent link: https://www.econbiz.de/10001324832
Saved in:
43
Credit risk modelling and credit derivatives
Schönbucher, Philipp Johannes
-
2000
Persistent link: https://www.econbiz.de/10001449548
Saved in:
44
Hedging of credit risk embedded in
derivative
transactions
Greenfield, Yuri Michael
-
2000
Persistent link: https://www.econbiz.de/10001667458
Saved in:
45
Knock-In-Aktienanleihen und Barrier-Discount-Zertifikate
Wilkens, Marco
;
Baule, Rainer
;
Scholz, Hendrik
- In:
Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe
118
(
2001
)
1
,
pp. 31-35
Persistent link: https://www.econbiz.de/10001560236
Saved in:
46
Absicherung von Wetterrisiken durch Temperatur-Anleihen : eine theoretische und empirische Analyse für deutsche Ernergieversorger
Vathje, Andrea
-
2003
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001772903
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47
An equilibrium debt option pricing model in discrete time
Maloney, Kevin J.
- In:
Journal of banking & finance
13
(
1989
)
3
,
pp. 421-442
Persistent link: https://www.econbiz.de/10001071731
Saved in:
48
Valuation of "capped" variable rate loan commitments
Chateau, Jean-Pierre D.
- In:
Journal of banking & finance
14
(
1990
)
4
,
pp. 717-728
Persistent link: https://www.econbiz.de/10001096402
Saved in:
49
The valuation of options on coupon bonds
Longstaff, Francis A.
- In:
Journal of banking & finance
17
(
1993
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001140681
Saved in:
50
Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 5-29
Persistent link: https://www.econbiz.de/10011292829
Saved in:
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