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person:"Hegde, Shantaram P."
~person:"Miltersen, Kristian R."
~person:"Sandmann, Klaus"
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22
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Hegde, Shantaram P.
Miltersen, Kristian R.
Sandmann, Klaus
Hess, Dieter
17
Chiarella, Carl
15
Hautsch, Nikolaus
15
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1
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ECONIS (ZBW)
22
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1
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22
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1
New no-arbitrage conditions and the term structure of interest rate futures
Miltersen, Kristian R.
;
Aase Nielsen, Jørgen
; …
- In:
Annals of finance
2
(
2006
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10003338003
Saved in:
2
Pricing of interest rate contingent claims : implementing a simulation approach
Miltersen, Kristian R.
- In:
The journal of computational finance
1
(
1998
)
3
,
pp. 7-62
Persistent link: https://www.econbiz.de/10001632703
Saved in:
3
Log-normal interest rate models : stability and methodology
Sandmann, Klaus
;
Sondermann, Dieter
-
1997
Persistent link: https://www.econbiz.de/10000954624
Saved in:
4
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10001217780
Saved in:
5
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
;
Sandmann, Klaus
;
Sondermann, Dieter
-
1995
Persistent link: https://www.econbiz.de/10000908299
Saved in:
6
Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10013276400
Saved in:
7
Anwendungen eines Binomialmodells der Zinsstruktur auf Markdaten von Zinssatzoptionen : eine empirische Untersuchung zu diskreten 1-Faktor-Zinsstrukturmodellen
Borries, Daniel von
-
1993
Persistent link: https://www.econbiz.de/10000347802
Saved in:
8
On the stability of lognormal interest rate models
Sandmann, Klaus
-
1993
Persistent link: https://www.econbiz.de/10000880242
Saved in:
9
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:
10
A model of the term structure of interest rates
Miltersen, Kristian R.
-
1993
Persistent link: https://www.econbiz.de/10000870232
Saved in:
11
An empirical study of the term structure of interest rates
Miltersen, Kristian R.
-
1992
Persistent link: https://www.econbiz.de/10000851680
Saved in:
12
An arbitrage theory of the term structure of interest rates
Miltersen, Kristian R.
-
1992
-
2. ed
Persistent link: https://www.econbiz.de/10000853604
Saved in:
13
An arbitrage theory on the term structure of interest rates
Miltersen, Kristian R.
-
1991
Persistent link: https://www.econbiz.de/10000822414
Saved in:
14
Arbitrage und die Bewertung von Zinssatzoptionen
Sandmann, Klaus
-
1991
Persistent link: https://www.econbiz.de/10013357862
Saved in:
15
Zur Bewertung von Caps und Floors
Sondermann, Dieter
- In:
Journal of business economics : JBE
60
(
1990
)
11
,
pp. 1205-1238
Persistent link: https://www.econbiz.de/10001094434
Saved in:
16
A term structure model and the pricing of interest rate options
Sandmann, Klaus
;
Sondermann, Dieter
-
1989
Persistent link: https://www.econbiz.de/10000781468
Saved in:
17
An intertemporal interest rate market model : complete markets
Sandmann, Klaus
-
1988
Persistent link: https://www.econbiz.de/10000125430
Saved in:
18
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:
19
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:
20
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:
21
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:
22
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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