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~isPartOf:"Gabler-Edition Wissenschaft"
~isPartOf:"The journal of futures markets"
~subject:"CAPM"
~subject:"Commodity exchange"
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CAPM
Commodity exchange
Interest rate derivative
139
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56
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Gabler-Edition Wissenschaft
The journal of futures markets
Advances in futures and options research : a research annual
11
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
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International journal of financial engineering
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KPMG Boardroom Leadership Series: Perspectives of Regulators, 30 September 2008, Sydney
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Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Model Development, muRisQ Advisory, March 2022
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ECONIS (ZBW)
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1
In search of the convexity adjustment : evidence from the sterling futures and IMM FRA markets
Poskitt, Russell
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 617-633
Persistent link: https://www.econbiz.de/10003715112
Saved in:
2
Hedge effectiveness : basis risk and minimum-variance hedging
Castelino, Mark G.
- In:
The journal of futures markets
20
(
2000
)
1
,
pp. 89-103
Persistent link: https://www.econbiz.de/10001447801
Saved in:
3
A nonstationary trinomial model for the valuation of options on treasury bond futures contracts
Ronn, Ehud I.
- In:
The journal of futures markets
14
(
1994
)
5
,
pp. 597-617
Persistent link: https://www.econbiz.de/10001169815
Saved in:
4
The pricing of minicipal bond index futures
Hamilton, Thomas R.
- In:
The journal of futures markets
14
(
1994
)
5
,
pp. 575-596
Persistent link: https://www.econbiz.de/10001169816
Saved in:
5
Analyse der Preiskomponenten von Anleihe-Futures
Berendes, Michael
-
1994
Persistent link: https://www.econbiz.de/10010223915
Saved in:
6
Arbitrage free pricing of interest rate futures and forward contracts
Flesaker, Bjorn
- In:
The journal of futures markets
13
(
1993
)
1
,
pp. 77-91
Persistent link: https://www.econbiz.de/10001136841
Saved in:
7
Averaging and deferred payment yield agreements
Ritchken, Peter H.
- In:
The journal of futures markets
13
(
1993
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10001136843
Saved in:
8
Pricing interest rate futures options with futures-style margining
Chen, Ren-Raw
- In:
The journal of futures markets
13
(
1993
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10001136844
Saved in:
9
Empirical test of valuation models for options on t-note and t-bond futures
Cakici, Nusret
- In:
The journal of futures markets
13
(
1993
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10001136845
Saved in:
10
The impact of delivery options on futures prices : a survey
Chance, Don M.
- In:
The journal of futures markets
13
(
1993
)
2
,
pp. 123-155
Persistent link: https://www.econbiz.de/10001141890
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