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subject:"CAPM"
~person:"Jamshidian, Farshid"
~person:"Jarrow, Robert A."
~subject:"Derivat"
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Jamshidian, Farshid
Jarrow, Robert A.
Pelsser, Antoon André Jean
9
Sandmann, Klaus
8
White, Alan
8
Miltersen, Kristian R.
7
Kruse, Susanne
6
Rebonato, Riccardo
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Subrahmanyam, Marti G.
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Jain, Shashi
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Advances in futures and options research : a research annual
1
Annual review of financial economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Research in finance
1
Review of futures markets
1
The journal of fixed income
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ECONIS (ZBW)
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1
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
2
Bond pricing and the term structure of interest rates : a new methodology for contingent claims valuation
Heath, David C.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
1
,
pp. 77-105
Persistent link: https://www.econbiz.de/10001121808
Saved in:
3
Bond and option evaluation in the Gaussian interest rate model
Jamshidian, Farshid
- In:
Research in finance
9
(
1991
),
pp. 131-170
Persistent link: https://www.econbiz.de/10001120693
Saved in:
4
Forward induction and construction of yield curve diffusion models
Jamshidian, Farshid
- In:
The journal of fixed income
1
(
1991
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10001109849
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
Contingent claim valuation with a random evolution of interest rates
Heath, David C.
- In:
Review of futures markets
9
(
1990
)
1
,
pp. 54-76
Persistent link: https://www.econbiz.de/10001102029
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