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Manipulation of the Bund futures market
Järvinen, Sami; Käppi, Jari - In: Applied financial economics 14 (2004) 11, pp. 799-808
Persistent link: https://www.econbiz.de/10007648210
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Essays on pricing commodity derivatives
Järvinen, Sami - 2004
Persistent link: https://www.econbiz.de/10002173120
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Pricing of futures contracts on coupon bonds : empirical evidence from Finland
Käppi, Jari - In: European financial management : the journal of the … 3 (1997) 3, pp. 321-332
Persistent link: https://www.econbiz.de/10001541515
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Estimating a smooth term structure of interest rates
Käppi, Jari - In: Liiketaloudellinen aikakauskirja 47 (1998) 2, pp. 159-177
Persistent link: https://www.econbiz.de/10001249916
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The term structure of interest rates and fixed income securities
Käppi, Jari - 1997
Persistent link: https://www.econbiz.de/10000987061
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Pricing European commodity swaptions
Järvinen, Sami; Toivonen, Harri - In: Applied economics letters 11 (2004) 15, pp. 925-929
Persistent link: https://www.econbiz.de/10002507442
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Market liquidity and depth on two different electronic trading systems : a comparison of Bund futures trading on the APT and DTB
Käppi, Jari; Siivonen, Risto - In: Journal of financial markets 3 (2000) 4, pp. 389-402
Persistent link: https://www.econbiz.de/10001517456
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Johdannaisten käyttö sijoitusrahastoissa 1995
Käppi, Jari; Puttonen, Vesa - 1995
Persistent link: https://www.econbiz.de/10000922732
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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
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Testing affine yield-factor models
Käppi, Jari - In: The term structure of interest rates and fixed income …, (pp. 34-61). 1998
Persistent link: https://www.econbiz.de/10001324833