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~isPartOf:"Review of derivatives research"
~subject:"Collateral"
~subject:"Zinsstruktur"
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Review of derivatives research
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An overview of the valuation of collateralized derivative contracts
Laurent, Jean-Paul
;
Amzelek, Philippe
;
Bonnaud, Joe
- In:
Review of derivatives research
17
(
2014
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10011293083
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A model of the convenience yields in on-the-run treasuries
Cherian, Joseph A.
;
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 79-97
Persistent link: https://www.econbiz.de/10003153974
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