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Estimation of the optimal futures hedge
Cecchetti, Stephen G.; Cumby, Robert; Figlewski, Stephen - 1986
Persistent link: https://www.econbiz.de/10000731985
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Regulating financial intermediary use of futures and option contracts : policies and issues
Koppenhaver, Gary D. - 1985
Persistent link: https://www.econbiz.de/10000732934
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The demand for a risky asset whose price is stochastically related to a price of consumption good
Pines, David; Schwartz, Abba - 1985
Persistent link: https://www.econbiz.de/10000798959
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Equilibrium models of the term structure of interest rates : applications to options in financial and insurance markets
Godin, Marc A. - 1988
Persistent link: https://www.econbiz.de/10000801328
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Three essays on the microstructure of financial markets
Wilhelm, William J. - 1988
Persistent link: https://www.econbiz.de/10000801332
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Options : recent advances in theory and practice
Hodges, Stewart D. (contributor)
Persistent link: https://www.econbiz.de/10000804448
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A social loss approach to testing the efficiency of Australian financial futures
Brooks, Robert - 1990
Persistent link: https://www.econbiz.de/10000806489
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Hedging of contracts, anticipated positions, and tender offers : a study of corporate foreign exchange rate risk and/or price risk
Lagerstam, Catharina - 1990
Persistent link: https://www.econbiz.de/10000806782
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The economics of futures markets
Stein, Jerome L. - 1990
Persistent link: https://www.econbiz.de/10000807788