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Wong, Alfred Y.; Zhang, Jiayue - 2017

Persistent link: https://www.econbiz.de/10012201638

Baran, Jaroslav; Witzany, Jiří - In: Ekonomický časopis : časopis pre ekonomickú … 66 (2018) 10, pp. 1002-1030

Persistent link: https://www.econbiz.de/10012152949

Wong, Alfred Y.; Zhang, Jiayue - 2018

that the swap dealer behaves as if he tries to align the risks of the transactions in pricing CCBSs, which causes CIP to …

Persistent link: https://www.econbiz.de/10011791979

Hanson, Samuel G.; Malkhozov, Aytek; Venter, Gyuiri - 2022

Persistent link: https://www.econbiz.de/10013172797

Ahamed, Naseem - In: Theoretical economics letters 5 (2015) 4, pp. 469-475

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Fuji, Masaaki; Takahashi, Akihiko - In: International journal of financial engineering 3 (2016) 3, pp. 1-30

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Hull, John; White, Alan - In: Journal of investment management : JOIM 13 (2015) 1, pp. 64-83

Persistent link: https://www.econbiz.de/10011635240

Yang, Chang; Schlögl, Erik - 2014

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Tchuindjo, Léonard - In: Journal of mathematical finance 2 (2012) 2, pp. 189-194

Persistent link: https://www.econbiz.de/10009719245

Kennedy, Gary J. - 2010

Explicit and semi-explicit formulae are obtained for swap futures within a HJM one factor model. The convexity …

Persistent link: https://www.econbiz.de/10013139852