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A Derivation of the Optimal An...
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41
A test of an interest rate contingent claims market
Rindell, Krister
-
1991
Persistent link: https://www.econbiz.de/10000130001
Saved in:
42
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
Saved in:
43
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
Saved in:
44
Mathematische Grundlagen des modernen Portfolio-Managements
Auckenthaler, Christoph
-
1991
Persistent link: https://www.econbiz.de/10000085068
Saved in:
45
The forward market in foreign exchange : a study in market-making, arbitrage and speculation
Brown, Brendan
-
1983
Persistent link: https://www.econbiz.de/10000091568
Saved in:
46
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
Saved in:
47
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
Saved in:
48
La speculazione su futures e options : strumenti evoluti alla portata di tutti
Milanesi, Andrea
-
1997
Persistent link: https://www.econbiz.de/10000167827
Saved in:
49
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
Saved in:
50
Essays on contingent claims pricing
Rindell, Krister
-
1994
Persistent link: https://www.econbiz.de/10000900095
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