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Financial Derivatives : Pricing and Risk Management

Kolb, Robert W. - 2010

Financial Derivatives explores the contemporary world of financial derivatives, starting with a presumption of only a general knowledge of undergraduate finance. These chapters have been written by many leading figures in academics, industry, and government for the benefit of advanced...

Persistent link: https://www.econbiz.de/10013147003

Futures prices and the maturity effect

Galloway, Tina M.; Kolb, Robert W. - In: Journal of Futures Markets 16 (1996) 7, pp. 809-828

Persistent link: https://www.econbiz.de/10011197052

Removing bias in duration based hedging models: A note

Gay, Gerald D.; Kolb, Robert W. - In: Journal of Futures Markets 4 (1984) 2, pp. 225-228

Persistent link: https://www.econbiz.de/10011197057

Are there arbitrage opportunities in the treasury‐bond futures market?

Kolb, Robert W.; Gay, Gerald D.; Jordan, James V. - In: Journal of Futures Markets 2 (1982) 3, pp. 217-229

Persistent link: https://www.econbiz.de/10011197171

Managing foreign interest rate risk

Kolb, Robert W.; Gay, Gerald D.; Jordan, James V. - In: Journal of Futures Markets 2 (1982) 2, pp. 151-158

Persistent link: https://www.econbiz.de/10011197498

The performance of live cattle futures as predictors of subsequent spot prices

Kolb, Robert W.; Gay, Gerald D. - In: Journal of Futures Markets 3 (1983) 1, pp. 55-63

Persistent link: https://www.econbiz.de/10011197526

A comparative analysis of futures contract margins

Gay, Gerald D.; Hunter, William C.; Kolb, Robert W. - In: Journal of Futures Markets 6 (1986) 2, pp. 307-324

Persistent link: https://www.econbiz.de/10011197566

Is normal backwardation normal?

Kolb, Robert W. - In: Journal of Futures Markets 12 (1992) 1, pp. 75-91

Persistent link: https://www.econbiz.de/10011197665

Utility maximizing hedge ratios in the extended mean gini framework

Kolb, Robert W.; Okunev, John - In: Journal of Futures Markets 13 (1993) 6, pp. 597-609

Persistent link: https://www.econbiz.de/10011197828

(Micro) fads in asset prices: Evidence from the futures market

Gay, Gerald D.; Kale, Jayant R.; Kolb, Robert W.; Noe, … - In: Journal of Futures Markets 14 (1994) 6, pp. 637-659

Persistent link: https://www.econbiz.de/10011197968