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~isPartOf:"The journal of futures markets"
~subject:"CAPM"
~subject:"Commodity exchange"
~type_genre:"Aufsatz in Zeitschrift"
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CAPM
Commodity exchange
Interest rate derivative
133
Zinsderivat
133
USA
87
United States
87
Public bond
51
Öffentliche Anleihe
51
Hedging
31
Theorie
31
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12
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Aufsatz in Zeitschrift
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Castelino, Mark G.
2
Arak, Marcelle V.
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1
Bliss, Robert R.
1
Brorsen, B. Wade
1
Cakici, Nusret
1
Chance, Don M.
1
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1
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1
Chen, Ren-Raw
1
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1
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1
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1
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1
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1
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1
Hall, Joyce A.
1
Hamilton, Thomas R.
1
Hein, Scott E.
1
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1
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1
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The journal of futures markets
Advances in futures and options research : a research annual
11
The journal of finance : the journal of the American Finance Association
5
The review of financial studies
5
The journal of fixed income
4
Journal of financial and quantitative analysis : JFQA
3
Journal of financial economics
3
Finance : revue de l'Association Française de Finance
2
Financial engineering and the Japanese markets
2
International journal of financial engineering
2
International journal of theoretical and applied finance
2
Review of futures markets
2
Asia-Pacific financial markets
1
Credit and capital markets : Kredit und Kapital
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European finance review : the official journal of the European Finance Association
1
European journal of operational research : EJOR
1
Financial analysts' journal : FAJ
1
Journal of economic theory
1
Journal of mathematical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative finance
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1
Review of derivatives research
1
Review of financial economics : RFE
1
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1
Risks : open access journal
1
The European journal of finance
1
The Journal of finance and data science : JFDS
1
The financial review : the official publication of the Eastern Finance Association
1
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1
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ECONIS (ZBW)
21
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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
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:
6
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:
7
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:
8
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:
9
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:
10
European options on bond futures : a closed form solution
Feldman, David
- In:
The journal of futures markets
13
(
1993
)
3
,
pp. 325-333
Persistent link: https://www.econbiz.de/10001145990
Saved in:
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