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~person:"Hegde, Shantaram P."
~person:"Pelsser, Antoon André Jean"
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Hegde, Shantaram P.
Pelsser, Antoon André Jean
Hess, Dieter
17
Chiarella, Carl
15
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15
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15
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ECONIS (ZBW)
18
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11
Pricing of flexible and limit caps
Pelsser, Antoon André Jean
;
Vorst, Ton
-
1998
Persistent link: https://www.econbiz.de/10000988114
Saved in:
12
Markov-functional interest rate models
Hunt, Philip A.
;
Kennedy, Joanne
;
Pelsser, Antoon …
-
1998
Persistent link: https://www.econbiz.de/10000988115
Saved in:
13
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:
14
On the informational role of Treasury bill futures
Hegde, Shantaram P.
- In:
The journal of futures markets
6
(
1986
)
4
,
pp. 629-643
Persistent link: https://www.econbiz.de/10001135346
Saved in:
15
A multivariate analysis of the cross-hedging performance of T-bond and GNMA futures markets
Hegde, Shantaram P.
- In:
The financial review : the official publication of the …
20
(
1985
)
2
,
pp. 143-163
Persistent link: https://www.econbiz.de/10001014902
Saved in:
16
An empirical analysis of arbitrage opportunities in the Treasury bill futures market
Hegde, Shantaram P.
- In:
The journal of futures markets
5
(
1985
)
3
,
pp. 407-424
Persistent link: https://www.econbiz.de/10001128547
Saved in:
17
Interest rate volatility, trading volume, and the hedging performance of T-bond and GNMA futures : a note
Hegde, Shantaram P.
- In:
The journal of futures markets
5
(
1985
)
2
,
pp. 273-286
Persistent link: https://www.econbiz.de/10001128562
Saved in:
18
The impact of interest rate level and volatility on the performance of interest rate hedges
Hegde, Shantaram P.
- In:
The journal of futures markets
2
(
1982
)
4
,
pp. 341-356
Persistent link: https://www.econbiz.de/10001080709
Saved in:
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