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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"CAPM"
~subject:"United States"
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Advances in futures and options research : a research annual
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
94
The journal of fixed income
12
Review of futures markets
11
The journal of finance : the journal of the American Finance Association
11
The review of financial studies
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Journal of financial and quantitative analysis : JFQA
8
Discussion paper / B
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Journal of financial economics
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The journal of business : B
5
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Working paper / National Bureau of Economic Research, Inc.
5
Applied financial economics
4
Economic policy review
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Europäische Hochschulschriften / 5
4
Selected writings on futures markets : explorations in financial futures markets
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Advances in investment analysis and portfolio management : a research annual
3
International journal of theoretical and applied finance
3
International review of financial analysis
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Journal of banking & finance
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Journal of international money and finance
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Publications from Department of Management, Odense University
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Research in finance
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Schriftenreihe der SGZ-Bank
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Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
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The journal of financial research
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CoFE discussion papers
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DNB working paper
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Discussion paper series / A / Institute of Economic Research
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Economic review : publ. monthly
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Economics letters
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European finance review : the official journal of the European Finance Association
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Finance : revue de l'Association Française de Finance
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Financial analysts' journal : FAJ
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Financial engineering and the Japanese markets
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Interest rate futures : concepts and issues
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ECONIS (ZBW)
21
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1
A general framework for pricing credit risk
Bélanger, Alain
;
Shreve, Steven E.
;
Wong, Dennis
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 317-350
Persistent link: https://www.econbiz.de/10002125505
Saved in:
2
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:
3
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:
4
The end-of-month delivery options implicit in the treasury bond futures contract
Hegde, Shantaram P.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 157-178
Persistent link: https://www.econbiz.de/10001145846
Saved in:
5
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:
6
Option exercises : evidence from the Treasury bond futures option market
Overdahl, James A.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 217-225
Persistent link: https://www.econbiz.de/10001123287
Saved in:
7
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:
8
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:
9
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:
10
T-bond futures prices : cheapest to deliver versus the index
Castelino, Mark G.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 291-300
Persistent link: https://www.econbiz.de/10001081723
Saved in:
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