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An Improved Immunization Strategy: M-Absolute

Nawalkha, Sanjay K.; Chambers, Donald R. - In: Financial analysts' journal : FAJ 52 (1996) 5, pp. 69-76

Persistent link: https://www.econbiz.de/10006324601

Bukics, Rose Marie L.; Chambers, Donald R.; Stettz, … - In: Journal of accountancy : publication of the American … 182 (1996) 4, pp. 63-70

Persistent link: https://www.econbiz.de/10005909105

An Improved Approach to Computing Implied Volatility

Chambers, Donald R.; Nowalkha, Sanjay K. - In: The financial review : the official publication of the … 36 (2001) 3, pp. 89-100

Persistent link: https://www.econbiz.de/10005946887

OPTION WAGERING IN POINT SPREAD BETTING MARKETS

Lacey, Nelson J.; Chambers, Donald R. - In: The journal of derivatives : the official publication … 2 (1994) 1, pp. 31-37

Persistent link: https://www.econbiz.de/10006002341

A New Approach to Estimation of the Term Structure of Interest Rates

Chambers, Donald R.; Carleton, Willard T.; Waldman, … - In: Journal of Financial and Quantitative Analysis 19 (1984) 03, pp. 233-252

Persistent link: https://www.econbiz.de/10008509324

A note on currency option pricing

Nawalkha, Sanjay K.; Chambers, Donald R. - In: International Review of Financial Analysis 4 (1995) 1, pp. 81-84

Persistent link: https://www.econbiz.de/10005228992

Immunizing Default-Free Bond Portfolios with a Duration Vector

Chambers, Donald R.; Carleton, Willard T.; McEnally, … - In: Journal of Financial and Quantitative Analysis 23 (1988) 01, pp. 89-104

Dissatisfaction occasionally has been expressed with traditional measures of duration for immunization on conceptual grounds. However, more elegant duration measures have not been found to be superior to the traditional ones in empirical tests of immunization efficacy. Under the assumption that...

Persistent link: https://www.econbiz.de/10005243748

Capital Gains Taxation and Equity Returns: The Case of Mutual Savings Banks

Kelly, Michael A.; Wu, Xin; Chambers, Donald R. - In: Journal of Business Finance & Accounting 39 (2012) 5-6, pp. 785-805

Persistent link: https://www.econbiz.de/10010569924

The role of financial innovation in raising capital Evidence from deep discount debt offers

Varma, Raj; Chambers, Donald R. - In: Journal of Financial Economics 26 (1990) 2, pp. 289-298

Persistent link: https://www.econbiz.de/10005362813

A TREE MODEL FOR PRICING CONVERTIBLE BONDS WITH EQUITY, INTEREST RATE, AND DEFAULT RISK

Chambers, Donald R.; Lu, Qin - In: The journal of derivatives : the official publication … 14 (2007) 4, pp. 25-46

Persistent link: https://www.econbiz.de/10007748438