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Standard deviations of stock price ratios implied in option prices
Latané, Henry A.; Rendleman, Richard J. - In: The journal of finance : the journal of the American … 31 (1976) 2, pp. 369-381
Persistent link: https://www.econbiz.de/10003615196
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Who should buy portfolio insurance?
Leland, Hayne E. - In: The journal of finance : the journal of the American … 35 (1980) 2, pp. 581-596
Persistent link: https://www.econbiz.de/10003616161
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Leitfaden dür das börsenmässige Optionsgeschäft
In: Bank-Betrieb : Zeitschrift für Bankpolitik u. Bankpraxis 10 (1970) 5, pp. 2-47
Persistent link: https://www.econbiz.de/10003616871
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Financial futures and the revitalization of the fixed rate loan
Leventen, Alan C. - In: The Columbia journal of world business : publ. … 16 (1981) 3, pp. 43-52
Persistent link: https://www.econbiz.de/10003617364
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The effect of coupon level on treasury bond futures delivery
Livingston, Miles - In: The journal of futures markets 7 (1987) 3, pp. 303-309
Persistent link: https://www.econbiz.de/10003618782
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Change and the securities industry : more "future shock" in the future?
Loeb, Peter - In: The Columbia journal of world business : publ. … 20 (1985) 4, pp. 83-87
Persistent link: https://www.econbiz.de/10003619720
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Finanz-Futures und die Notenbank
Lusser, Markus - In: Zeitschrift für das gesamte Kreditwesen : Pflichtblatt … 39 (1986) 2, pp. 54-56
Persistent link: https://www.econbiz.de/10003620866
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An empirical test of a duration-based hedge : the case of corporate bonds
Landes, William J.; Stoffels, John D.; Seifert, JAmes A. - In: The journal of futures markets 5 (1985) 2, pp. 173-182
Persistent link: https://www.econbiz.de/10003620935
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Testing futures market efficiency : a restatement
Maberly, Edwin D. - In: The journal of futures markets 5 (1985) 3, pp. 425-432
Persistent link: https://www.econbiz.de/10003621018