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51
A theory of the nominal term structure of interest rates
Kōnstantinidēs, Giōrgos
- In:
The review of financial studies
5
(
1992
)
4
,
pp. 531-552
Persistent link: https://www.econbiz.de/10001137844
Saved in:
52
The term structure of interest rates and the basis for financial futures
Livingston, Miles
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 117-135
Persistent link: https://www.econbiz.de/10001145848
Saved in:
53
Bond pricing and the term structure of interest rates : a new methodology for contingent claims valuation
Heath, David C.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 77-105
Persistent link: https://www.econbiz.de/10001121808
Saved in:
54
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
Saved in:
55
Prévision des taux courts français à partir d'une structure de taux
Belhomme, Christophe
- In:
Revue d'économie politique
100
(
1990
)
3
,
pp. 383-400
Persistent link: https://www.econbiz.de/10001089605
Saved in:
56
Tax-induced bias in forward rates, term premiums, and the term structure of interest rates
Kim, Seokchin
- In:
Economics letters
34
(
1990
)
2
,
pp. 183-189
Persistent link: https://www.econbiz.de/10001096976
Saved in:
57
Implied volatility functions in arbitrage-free term structure models
Amin, Kaushik I.
- In:
Journal of financial economics
35
(
1994
)
2
,
pp. 141-180
Persistent link: https://www.econbiz.de/10001159961
Saved in:
58
Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 483-495
Persistent link: https://www.econbiz.de/10001160498
Saved in:
59
US Treasury bill forward and futures prices
Fried, Joel
- In:
Journal of money, credit and banking : JMCB
26
(
1994
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10001162951
Saved in:
60
One-factor interest-rate models and the valuation of interest-rate derivative securities
Hull, John
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
2
,
pp. 235-254
Persistent link: https://www.econbiz.de/10001149611
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