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Modeling individual US T-bond prices
Tsuda, Hiroshi; Kariya, Takeaki - 1998
Persistent link: https://www.econbiz.de/10000671331
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Three essays on investments
Aragon, George O. - 2005
Persistent link: https://www.econbiz.de/10003908780
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The pricing of minicipal bond index futures
Hamilton, Thomas R. - In: The journal of futures markets 14 (1994) 5, pp. 575-596
Persistent link: https://www.econbiz.de/10001169816
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Contingent claim valuation with a random evolution of interest rates
Heath, David C. - In: Review of futures markets 9 (1990) 1, pp. 54-76
Persistent link: https://www.econbiz.de/10001102029
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The quality delivery option in treasury bond futures contracts
Hemler, Michael Lee - In: The journal of finance : the journal of the American … 45 (1990) 5, pp. 1565-1586
Persistent link: https://www.econbiz.de/10001103793
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Market trading structures and asset pricing : evidence from the treasury-bill markets
Kamara, Avraham - In: The review of financial studies 1 (1988) 4, pp. 357-375
Persistent link: https://www.econbiz.de/10001106333
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A delivery option model for treasury bond futures
Koenigsberg, Mark - In: The journal of fixed income 1 (1991) 1, pp. 75-88
Persistent link: https://www.econbiz.de/10001109848
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Equilibrium treasury bond futures pricing in the presence of implict delivery options
Gay, Gerald D. - In: The journal of futures markets 11 (1991) 5, pp. 623-645
Persistent link: https://www.econbiz.de/10001110854
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A simple time-varying binomial model for the valuation of interest rate-contingent claims
Ronn, Ehud I. - In: Advances in futures and options research : a research annual 5 (1991), pp. 89-111
Persistent link: https://www.econbiz.de/10001123294
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Daily trading estimates for treasury bond futures contract prices
LaBarge, Karin P. - In: The journal of futures markets 8 (1988) 5, pp. 533-561
Persistent link: https://www.econbiz.de/10001134541