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~subject:"Anleihe"
~subject:"Theorie"
~person:"Chen, Ren-Raw"
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Search: subject_exact:"Interest rate futures"
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Anleihe
Theorie
Interest rate derivative
9
Zinsderivat
9
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3
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3
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3
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Chen, Ren-Raw
Björk, Tomas
11
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10
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10
Subrahmanyam, Marti G.
10
Chiarella, Carl
9
Miltersen, Kristian R.
9
Moraleda Novo, Juan Manuel
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Ronn, Ehud I.
6
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6
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6
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5
Duffie, Darrell
5
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Hess, Dieter
5
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4
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The journal of futures markets
2
Journal of financial and quantitative analysis : JFQA
1
Review of quantitative finance and accounting
1
Series in mathematical finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of fixed income
1
The review of financial studies
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ECONIS (ZBW)
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1
Analytical bounds for Treasury bond futures prices
Chen, Ren-Raw
;
Yeh, Shih-kuo
- In:
Review of quantitative finance and accounting
39
(
2012
)
2
,
pp. 209-239
Persistent link: https://www.econbiz.de/10009629083
Saved in:
2
Embedded options in treasury bond futures prices : new evidence
Chen, Ren-Raw
;
Ju, Hann-shing
;
Yeh, Shih-kuo
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 82-95
Persistent link: https://www.econbiz.de/10003875982
Saved in:
3
Understanding and managing interest rate risks
Chen, Ren-Raw
-
1996
Persistent link: https://www.econbiz.de/10000620475
Saved in:
4
Interest rate options in multifactor Cox-Ingersoll-Ross models of the term structure
Chen, Ren-Raw
- In:
The journal of derivatives : the official publication …
3
(
1995
)
2
,
pp. 53-72
Persistent link: https://www.econbiz.de/10001223183
Saved in:
5
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:
6
Pricing interest rate options in a two-factor Cox-Ingersoll-Ross model of the term structure
Chen, Ren-Raw
- In:
The review of financial studies
5
(
1992
)
4
,
pp. 613-636
Persistent link: https://www.econbiz.de/10001137840
Saved in:
7
Exact solutions for futures and European futures options on pure discount bonds
Chen, Ren-Raw
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 97-107
Persistent link: https://www.econbiz.de/10001122224
Saved in:
8
A new look at interest rate futures contracts
Chen, Ren-Raw
- In:
The journal of futures markets
12
(
1992
)
5
,
pp. 539-548
Persistent link: https://www.econbiz.de/10001129993
Saved in:
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