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The pricing of convexity risk and time decay in options markets
Figlewski, Stephen - In: Journal of banking & finance 18 (1994) 1, pp. 73-91
Persistent link: https://www.econbiz.de/10001156045
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Forbearance and valuation of deposit insurance as a callable put
Allen, Linda - In: Journal of banking & finance 17 (1993) 4, pp. 629-643
Persistent link: https://www.econbiz.de/10001147093
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A note on an equilibrium debt option pricing model in discrete time
Mathis, Roswell E. - In: Journal of banking & finance 19 (1995) 7, pp. 1305-1307
Persistent link: https://www.econbiz.de/10001189240
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Determinants of interest rate swap spreads
Lang, Larry H. P. - In: Journal of banking & finance 22 (1998) 12, pp. 1507-1532
Persistent link: https://www.econbiz.de/10001252588
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Common asset pricing factors in volatilities and returns in futures markets
Siddique, Akhtar R. - In: Journal of banking & finance 27 (2003) 12, pp. 2347-2368
Persistent link: https://www.econbiz.de/10001824109
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Derivatives traders' reaction to mispricing in the underlying equity
Hayunga, Darren K.; Holowczak, Richard D.; Lung, Peter P.; … - In: Journal of banking & finance 36 (2012) 9, pp. 2438-2454
Persistent link: https://www.econbiz.de/10009656184
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Currency risk hedging : futures vs. forward
Lioui, Abraham - In: Journal of banking & finance 22 (1998) 1, pp. 61-81
Persistent link: https://www.econbiz.de/10001236710
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Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
Dark, Jonathan - In: Journal of banking & finance 61 (2015) 2, pp. 269-285
Persistent link: https://www.econbiz.de/10011586925
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Interest rate derivatives use in banking: Market pricing implications of cash flow hedges
Akhigbe, Aigbe O.; Makar, Stephen D.; Wang, Li; Whyte, … - In: Journal of banking & finance 86 (2018), pp. 113-126
Persistent link: https://www.econbiz.de/10011962425
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Cross- and delta-hedges : regression- versus price-based hedge ratios
Sercu, Piet; Wu, Xueping - In: Journal of banking & finance 24 (2000) 5, pp. 735-757
Persistent link: https://www.econbiz.de/10001467847