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isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~isPartOf:"Selected writings on futures markets : explorations in financial futures markets"
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Selected writings on futures markets : explorations in financial futures markets
The journal of futures markets
137
International journal of theoretical and applied finance
33
The journal of fixed income
29
Advances in futures and options research : a research annual
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
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24
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Review of futures markets
18
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Interest rate modelling after the financial crisis
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International review of financial analysis
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SSE EFI working paper series in economics and finance
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Interest rate futures : concepts and issues
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ECONIS (ZBW)
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1
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
2
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
3
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
Saved in:
4
Efficient method of moments estimation of the Longstaff and Schwartz interest rate model
Berg Jensen, M.
-
2000
Persistent link: https://www.econbiz.de/10001456677
Saved in:
5
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001456681
Saved in:
6
Interest rate dynamics and consistent forward rate curves
Björk, Tomas
;
Christensen, Bent Jesper
-
1999
Persistent link: https://www.econbiz.de/10008664852
Saved in:
7
Are T-bill futures good forecasters of interest rates?
Howard, Charles T.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 457-467)
.
1985
Persistent link: https://www.econbiz.de/10001305653
Saved in:
8
The effect of futures trading on the price volatility of GNMA securities
Simpson, W. Gary
- In:
Selected writings on futures markets : explorations in …
,
(pp. 431-440)
.
1985
Persistent link: https://www.econbiz.de/10001305655
Saved in:
9
The relationship between futures and cash prices for US Treasury bonds
Resnick, Bruce G.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 367-383)
.
1985
Persistent link: https://www.econbiz.de/10001305659
Saved in:
10
Intra-day tests of the efficiency of the Treasury Bill futures market
Elton, Edwin J.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 339-351)
.
1985
Persistent link: https://www.econbiz.de/10001305660
Saved in:
11
The efficiency of the Treasury Bill futures market : an analysis of alternative specifications
Vignola, Anthony J.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 319-338)
.
1985
Persistent link: https://www.econbiz.de/10001305661
Saved in:
12
The efficiency of the Treasury Bill futures market
Rendleman, Richard J.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 299-317)
.
1985
Persistent link: https://www.econbiz.de/10001305663
Saved in:
13
Portfolio strategies using Treasury bond options and futures
Draper, Dennis W.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 197-212)
.
1985
Persistent link: https://www.econbiz.de/10001305672
Saved in:
14
Interest rate hedging for the mortgage banker : the effect of interest rate futures and loan commitments on portfolio return distributions
Bookstaber, Richard M.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 157-185)
.
1985
Persistent link: https://www.econbiz.de/10001305675
Saved in:
15
An analysis of the impact of marking-to-market in hedging with Treasury bond futures
Hill, Joanne M.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 133-156)
.
1985
Persistent link: https://www.econbiz.de/10001305677
Saved in:
16
Improving hedging performance using interest rate futures
Kolb, Robert W.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 105-117)
.
1985
Persistent link: https://www.econbiz.de/10001305695
Saved in:
17
Five steps to interest rate futures hedging
DeRonne, William A.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 47-49)
.
1985
Persistent link: https://www.econbiz.de/10001305700
Saved in:
18
Interest rate futures
Arak, Marcelle V.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 3-22)
.
1985
Persistent link: https://www.econbiz.de/10001305704
Saved in:
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