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isPartOf:"Advances in futures and options research : a research annual"
~subject:"1980-1984"
~subject:"CAPM"
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Search: subject_exact:"Interest rate futures"
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1980-1984
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Ronn, Ehud I.
2
Bhattacharya, Anand K.
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Bookstaber, Richard M.
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Cheyette, Oren
1
Hull, John
1
Jacob, David P.
1
Jamshidian, Farshid
1
Jordan, James V.
1
Lady, George M.
1
Lady, Jane E.
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Langsam, Joseph A.
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Li, Anlong
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Merville, Larry J.
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1
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1
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1
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Advances in futures and options research : a research annual
The journal of futures markets
15
Discussion paper / B
6
The journal of finance : the journal of the American Finance Association
6
The review of financial studies
5
Europäische Hochschulschriften / 5
4
The journal of fixed income
4
Journal of financial and quantitative analysis : JFQA
3
Journal of financial economics
3
Publications from Department of Management, Odense University
3
Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
3
Working paper
3
Bank- und finanzwirtschaftliche Forschungen
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Discussion paper series / A / Institute of Economic Research
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Finance : revue de l'Association Française de Finance
2
Financial engineering and the Japanese markets
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International journal of financial engineering
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International journal of theoretical and applied finance
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Report / Erasmus Center for Financial Research, Erasmus University
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Review of futures markets
2
Schriftenreihe der SGZ-Bank
2
Afhandlinger fra det Samfundsvikenskabelige Fakultet på Odense Universitet
1
Asia-Pacific financial markets
1
Berichte aus der Volkswirtschaft
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Credit and capital markets : Kredit und Kapital
1
Discussion paper / Center for Economic Research, Tilburg University
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic studies
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Ekonomi och samhälle : Skrifter uitgivna av Svenska Handelshögskolan
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European finance review : the official journal of the European Finance Association
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European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
11
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1
The valuation of default risk in corporate bonds and interest rate swaps
Nielsen, Soren S.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 175-196
Persistent link: https://www.econbiz.de/10001226756
Saved in:
2
A one-factor lognormal Markovian interest rate model : theory and implementation
Li, Anlong
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 229-239
Persistent link: https://www.econbiz.de/10001211283
Saved in:
3
Bond option pricing based on a model for the evolution of bond prices
Hull, John
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 1-13
Persistent link: https://www.econbiz.de/10001145857
Saved in:
4
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:
5
Evaluation of complex sinking-fund options by backward-induction methods
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 83-106
Persistent link: https://www.econbiz.de/10001101741
Saved in:
6
Pricing options on multiple assets
Cheyette, Oren
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 69-81
Persistent link: https://www.econbiz.de/10001101742
Saved in:
7
An empirical examination of the T-bond futures (call) options markets under conditions of constant and changing variance rates
Merville, Larry J.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 89-118
Persistent link: https://www.econbiz.de/10001339370
Saved in:
8
Transactions data tests of minimum prices and put-call parity for treasurybond futures options
Jordan, James V.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 63-87
Persistent link: https://www.econbiz.de/10001339371
Saved in:
9
The arbitrage-free pricing of options on interest-sensitive instruments
Bookstaber, Richard M.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 1-23
Persistent link: https://www.econbiz.de/10001339373
Saved in:
10
The effect of futures price volatility on the price volatility of treasury bonds
Bhattacharya, Anand K.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 193-213
Persistent link: https://www.econbiz.de/10001339377
Saved in:
1
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