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~isPartOf:"Advances in futures and options research : a research annual"
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Advances in futures and options research : a research annual
Finance research letters
96
Journal of banking & finance
76
The journal of fixed income
75
NBER working paper series
64
Working paper / National Bureau of Economic Research, Inc.
60
Journal of financial economics
46
NBER Working Paper
42
International review of financial analysis
39
Energy economics
38
International review of economics & finance : IREF
37
Pacific-Basin finance journal
34
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33
Research in international business and finance
29
The journal of finance : the journal of the American Finance Association
28
Die Bank
26
Journal of international money and finance
26
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Journal of international financial markets, institutions & money
25
Applied economics
23
Discussion paper / Centre for Economic Policy Research
23
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Applied economics letters
21
The North American journal of economics and finance : a journal of financial economics studies
21
The handbook of municipal bonds
21
The journal of corporate finance : contracting, governance and organization
21
Discussion papers / CEPR
20
Journal of financial and quantitative analysis : JFQA
20
Working paper series / European Central Bank
20
Risks : open access journal
19
The journal of fixed income : JFI
19
Applied financial economics
18
Economics letters
18
Economic modelling
17
International journal of theoretical and applied finance
17
Research paper series / Swiss Finance Institute
17
Wiley finance series
17
Working papers series / Federal Reserve Bank of San Francisco
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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1
Default premiums and quality spread differentials in a stochastic interest rate economy
Ikeda, Masayuki
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 175-202
Persistent link: https://www.econbiz.de/10001211288
Saved in:
2
Bond option pricing based on a model for the evolution of bond prices
Hull, John
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 1-13
Persistent link: https://www.econbiz.de/10001145857
Saved in:
3
Evaluation of complex sinking-fund options by backward-induction methods
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 83-106
Persistent link: https://www.econbiz.de/10001101741
Saved in:
4
The preference-free determination of bond and option prices from the spot interest rate
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 51-67
Persistent link: https://www.econbiz.de/10001101743
Saved in:
5
Default spreads in the fixed and in the floating interest rate markets : a contingent claims approach
Cooper, Ian
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 269-289
Persistent link: https://www.econbiz.de/10001081726
Saved in:
6
Analysis of bonds with imbedded options
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 63-95
Persistent link: https://www.econbiz.de/10001081737
Saved in:
7
Stochastic duration and dynamic measure of risk in financial futures
Chen, Andrew H.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 93-111
Persistent link: https://www.econbiz.de/10001339382
Saved in:
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