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isPartOf:"The journal of futures markets"
~isPartOf:"Finance and economics discussion series"
~person:"Lekkos, Ilias"
~person:"Wu, Ting-pin"
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The journal of futures markets
Finance and economics discussion series
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
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ECONIS (ZBW)
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1
Currency-protected swaps and swaptions with nonzero spreads in a multicurrency LMM
Chang, Jui-jane
;
Chen, Son-nan
;
Wu, Ting-pin
- In:
The journal of futures markets
33
(
2013
)
9
,
pp. 827-867
Persistent link: https://www.econbiz.de/10009779065
Saved in:
2
Valuation of floating range notes in a LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 697-710
Persistent link: https://www.econbiz.de/10003715122
Saved in:
3
Equity swaps in a LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of futures markets
27
(
2007
)
9
,
pp. 893-920
Persistent link: https://www.econbiz.de/10003518527
Saved in:
4
Common risk factors in the U.S. and UK interest rate swap markets : evidence from a nonlinear vector autoregression approach
Lekkos, Ilias
;
Milas, Costas
- In:
The journal of futures markets
24
(
2004
)
3
,
pp. 221-250
Persistent link: https://www.econbiz.de/10001968617
Saved in:
5
Identifying the factors that affect interest-rate swap spreads : some evidence from the United States and the United Kingdom
Lekkos, Ilias
;
Milas, Costas
- In:
The journal of futures markets
21
(
2001
)
8
,
pp. 737-768
Persistent link: https://www.econbiz.de/10001591750
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