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CAPM
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Advances in futures and options research : a research annual
NBER working paper series
389
Working paper / National Bureau of Economic Research, Inc.
330
Journal of financial economics
320
Journal of banking & finance
277
NBER Working Paper
274
The journal of finance : the journal of the American Finance Association
253
The review of financial studies
224
Finance research letters
193
Journal of economic dynamics & control
175
Journal of empirical finance
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International review of financial analysis
134
Journal of financial and quantitative analysis : JFQA
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Management science : journal of the Institute for Operations Research and the Management Sciences
118
Economics letters
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Pacific-Basin finance journal
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International review of economics & finance : IREF
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84
Journal of international money and finance
84
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
81
International journal of theoretical and applied finance
80
Journal of econometrics
80
Applied financial economics
77
The journal of futures markets
77
Working paper
77
Finance and stochastics
74
Journal of monetary economics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Journal of economic theory
66
Discussion papers / CEPR
63
Annals of finance
61
The journal of portfolio management : a publication of Institutional Investor
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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1
The valuation of default risk in corporate bonds and interest rate swaps
Nielsen, Soren S.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 175-196
Persistent link: https://www.econbiz.de/10001226756
Saved in:
2
A one-factor lognormal Markovian interest rate model : theory and implementation
Li, Anlong
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 229-239
Persistent link: https://www.econbiz.de/10001211283
Saved in:
3
Placing no-arbitrage bounds on the value of nonmarketable and thinly-traded securities
Longstaff, Francis A.
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 203-228
Persistent link: https://www.econbiz.de/10001211286
Saved in:
4
A probabilistic approach to the valuation of general floating-rate notes with an application to interest rate swaps
El Karoui, Nicole
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 47-64
Persistent link: https://www.econbiz.de/10001193405
Saved in:
5
An analysis of Spanish convertible bonds
Fernández, Pablo
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 367-392
Persistent link: https://www.econbiz.de/10001145820
Saved in:
6
The pricing of crude oil futures options contracts
Gibson, Rajna
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 291-311
Persistent link: https://www.econbiz.de/10001145836
Saved in:
7
Pricing fixed rate mortgages : a new approach
Diz, Fernando
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 237-261
Persistent link: https://www.econbiz.de/10001145841
Saved in:
8
Equilibrium pricing functions of foreign exchange forward, futures, and option contracts
Puri, Tribhuvan N.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 217-235
Persistent link: https://www.econbiz.de/10001145842
Saved in:
9
The default risk structure of interest rates : the case of coupon debt
Smith, William Steven
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 193-215
Persistent link: https://www.econbiz.de/10001145843
Saved in:
10
Valuation of default-risky interest-rate swaps
Abken, Peter A.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 93-116
Persistent link: https://www.econbiz.de/10001145851
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