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Understanding and managing interest rate risks
Chen, Ren-Raw - 1996
Persistent link: https://www.econbiz.de/10000620475
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Valuing a liquidity discount
Chen, Ren-Raw - In: The journal of fixed income 21 (2012) 3, pp. 59-73
Persistent link: https://www.econbiz.de/10009532098
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A two-factor, preference-free model for interest rate sensitive claims
Chen, Ren-Raw - In: The journal of futures markets 15 (1995) 3, pp. 345-372
Persistent link: https://www.econbiz.de/10001180184
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Exact solutions for futures and European futures options on pure discount bonds
Chen, Ren-Raw - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 1, pp. 97-107
Persistent link: https://www.econbiz.de/10001122224
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A new look at interest rate futures contracts
Chen, Ren-Raw - In: The journal of futures markets 12 (1992) 5, pp. 539-548
Persistent link: https://www.econbiz.de/10001129993
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Optimal strike prices of stock options for effort-averse executives
Palmon, Oded; Bar-Yosef, Sasson; Chen, Ren-Raw; … - In: Journal of banking & finance 32 (2008) 2, pp. 229-239
Persistent link: https://www.econbiz.de/10003647195
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Fixed income total return swaps
Anson, Mark J. P.; Fabozzi, Frank J.; Choudhry, Moorad; … - 2008
Persistent link: https://www.econbiz.de/10003763598
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Credit risk modeling using structural models
Anson, Mark J. P.; Fabozzi, Frank J.; Chen, Ren-Raw; … - 2008
Persistent link: https://www.econbiz.de/10003765538
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Credit risk modeling using reduced-form models
Anson, Mark J. P.; Fabozzi, Frank J.; Chen, Ren-Raw; … - 2008
Persistent link: https://www.econbiz.de/10003765556
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Credit default swaps valuation
Chen, Ren-Raw; Fabozzi, Frank J.; O'Kane, Dominic - 2008
Persistent link: https://www.econbiz.de/10003765787