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The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi; Suo, Wulin - In: The journal of futures markets 28 (2008) 2, pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
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Dodd-Frank swaps clearing requirement and possible impact on securitization transactions
Marin, Kenneth P.; Hu, Samuel - In: The journal of structured finance 19 (2013) 2, pp. 10-15
Persistent link: https://www.econbiz.de/10009788102
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Swaps regulation : commodity pools, clearing, and margin
Marks, Ellen L. - In: The journal of structured finance 19 (2013) 1, pp. 98-101
Persistent link: https://www.econbiz.de/10010339895
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New swaps to hedge alpha and beta longevity risks of life settlement pools
Mott, Antony R. - In: The journal of structured finance 13 (2007/08) 2, pp. 54-61
Persistent link: https://www.econbiz.de/10003761680
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Supplementary information and Markov processes in soybean futures trading
Turner, Steven C. - In: The journal of futures markets 12 (1992) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10001124728
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An examination of the distribution of futures price changes
Helms, Billy Paul - In: The journal of futures markets 5 (1985) 2, pp. 259-272
Persistent link: https://www.econbiz.de/10001128563
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The distribution of standardized futures price changes
Venkateswaran, Meenakshi - In: The journal of futures markets 13 (1993) 3, pp. 279-298
Persistent link: https://www.econbiz.de/10001145992
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The probability distribution of futures prices in the foreign exchange market : a comparison of candidate processes
Fujihara, Roger Arnold - In: The journal of futures markets 10 (1990) 6, pp. 623-641
Persistent link: https://www.econbiz.de/10001095875
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The subprime problem : causes and lessons
Adelson, Mark H.; Jacob, David P. - In: The journal of structured finance 14 (2008) 1, pp. 12-17
Persistent link: https://www.econbiz.de/10003786317
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Insurance risk collateralized debt obligations . what? why? now?
Forrester, J. Paul - In: The journal of structured finance 14 (2008) 1, pp. 28-32
Persistent link: https://www.econbiz.de/10003786328