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~isPartOf:"The journal of futures markets"
~person:"Chance, Don M."
~person:"Fung, Hung-gay"
~person:"Wu, Ting-pin"
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Chance, Don M.
Fung, Hung-gay
Wu, Ting-pin
Gay, Gerald D.
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The journal of futures markets
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
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ECONIS (ZBW)
9
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1
Valuation of floating range notes in a LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 697-710
Persistent link: https://www.econbiz.de/10003715122
Saved in:
2
Equity swaps in a LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of futures markets
27
(
2007
)
9
,
pp. 893-920
Persistent link: https://www.econbiz.de/10003518527
Saved in:
3
Reply to A comment on "A hedging deficiency in eurodollar futures"
Chance, Don M.
- In:
The journal of futures markets
27
(
2007
)
2
,
pp. 195-201
Persistent link: https://www.econbiz.de/10010190354
Saved in:
4
A comment on "A hedging deficiency in eurodollar futures"
Kawaller, Ira G.
- In:
The journal of futures markets
27
(
2007
)
2
,
pp. 187-193
Persistent link: https://www.econbiz.de/10010190355
Saved in:
5
Memory in interest rate futures
Fung, Hung-gay
- In:
The journal of futures markets
13
(
1993
)
8
,
pp. 865-872
Persistent link: https://www.econbiz.de/10001158685
Saved in:
6
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
Saved in:
7
The pricing relationship of Eurodollar futures and Eurodollar deposit rates
Fung, Hung-gay
- In:
The journal of futures markets
13
(
1993
)
2
,
pp. 115-126
Persistent link: https://www.econbiz.de/10001141892
Saved in:
8
A semi-strong form test of the efficiency of the Treasury Bond futures market
Chance, Don M.
- In:
The journal of futures markets
5
(
1985
)
3
,
pp. 385-405
Persistent link: https://www.econbiz.de/10001128548
Saved in:
9
An immunized-hedge procedure for bond futures
Chance, Don M.
- In:
The journal of futures markets
2
(
1982
)
3
,
pp. 231-242
Persistent link: https://www.econbiz.de/10001080718
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