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person:"Arak, Marcelle V."
~person:"Mercurio, Fabio"
~subject:"Time series analysis"
~subject:"United States"
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United States
Interest rate derivative
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Arak, Marcelle V.
Mercurio, Fabio
Hess, Dieter
8
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6
Hegde, Shantaram P.
6
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5
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The journal of futures markets
3
Advances in futures and options research : a research annual
1
Journal of financial services research : JFSR
1
Springer Finance
1
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ECONIS (ZBW)
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1
Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano
;
Mercurio, Fabio
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10002116360
Saved in:
2
Do daily price limits act as magnets? : The case of treasury bond futures
Arak, Marcelle V.
- In:
Journal of financial services research : JFSR
12
(
1997
)
1
,
pp. 5-20
Persistent link: https://www.econbiz.de/10001227785
Saved in:
3
Treasury bond futures : valuing the delivery options
Arak, Marcelle V.
- In:
The journal of futures markets
7
(
1987
)
3
,
pp. 269-286
Persistent link: https://www.econbiz.de/10001149625
Saved in:
4
The municipal-treasury futures spread
Arak, Marcelle V.
(
contributor
)
- In:
The journal of futures markets
7
(
1987
)
4
,
pp. 355-371
Persistent link: https://www.econbiz.de/10001149648
Saved in:
5
The cheapest to deliver bond on the treasury bond futures contract
Arak, Marcelle V.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 49-74
Persistent link: https://www.econbiz.de/10001339384
Saved in:
6
The effect of the tax treatment of Treasury-bill futures on their rates
Arak, Marcelle V.
- In:
The journal of futures markets
3
(
1983
)
1
,
pp. 65-73
Persistent link: https://www.econbiz.de/10001085157
Saved in:
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