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Why the forward rate is a biased predictor of the future spot rate if investors are risk neutral
Schmidt, Roland - 1993
Persistent link: https://www.econbiz.de/10000136112
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The black and scholes call valuation formula : assumptions and formulas in discrete and continuous time framework
Vandenbussche, Hylke - 1991
Persistent link: https://www.econbiz.de/10000136413
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Mathematische Grundlagen des modernen Portfolio-Managements
Auckenthaler, Christoph - 1991
Persistent link: https://www.econbiz.de/10000085068
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The forward market in foreign exchange : a study in market-making, arbitrage and speculation
Brown, Brendan - 1983
Persistent link: https://www.econbiz.de/10000091568
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Chaos and order in the capital markets : a new view of cycles, prices, and market volatility
Peters, Edgar E. - 1991 - 1. [print.]
Persistent link: https://www.econbiz.de/10000327743
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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/10000022413
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La speculazione su futures e options : strumenti evoluti alla portata di tutti
Milanesi, Andrea - 1997
Persistent link: https://www.econbiz.de/10000167827
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Performance of Delta-hedging strategies in interval models : a robustness study
Roorda, Berend; Engwerda, Jacob Christiaan; Schumacher, Hans - 1999
Persistent link: https://www.econbiz.de/10000168292
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Essays on contingent claims pricing
Rindell, Krister - 1994
Persistent link: https://www.econbiz.de/10000900095
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Strumenti finanziari innovativi e profili di rischio : [atti del convegno, Gruppo IMI, Roma, 11 - 12 giugno 1992]
Masera, Rainer Stefano (contributor);  … - 1993 - 1. ed
Persistent link: https://www.econbiz.de/10000901324