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Generalized solutions of higher-order duration measures
Nawalkha, Sanjay K. - In: Journal of banking & finance 14 (1990) 6, pp. 1143-1150
Persistent link: https://www.econbiz.de/10001098498
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Face value convergence for stochastic bond price processes : a note on Merton's partial equilibrium option pricing model
Nawalkha, Sanjay K. - In: Journal of banking & finance 19 (1995) 1, pp. 153-164
Persistent link: https://www.econbiz.de/10001181869
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The duration vector : a continuous-time extension to default-free interest rate contingent claims
Nawalkha, Sanjay K. - In: Journal of banking & finance 19 (1995) 8, pp. 1359-1378
Persistent link: https://www.econbiz.de/10001191466
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Currency risk hedging : futures vs. forward
Lioui, Abraham - In: Journal of banking & finance 22 (1998) 1, pp. 61-81
Persistent link: https://www.econbiz.de/10001236710
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A contingent claims analysis of the interest rate risk characteristics of corporate liabilities
Nawalkha, Sanjay K. - In: Journal of banking & finance 20 (1996) 2, pp. 227-245
Persistent link: https://www.econbiz.de/10001195185
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Generalized M-vector models for hedging interest rate risk
Nawalkha, Sanjay K.; Soto, Gloria M.; Zhang, Jun - In: Journal of banking & finance 27 (2003) 8, pp. 1581-1604
Persistent link: https://www.econbiz.de/10001770319
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General equilibrium real and nominal interest rates
Lioui, Abraham; Poncet, Patrice - In: Journal of banking & finance 28 (2004) 7, pp. 1569-1595
Persistent link: https://www.econbiz.de/10002100496
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General equilibrium pricing of CPI derivatives
Lioui, Abraham; Poncet, Patrice - In: Journal of banking & finance 29 (2005) 5, pp. 1265-1294
Persistent link: https://www.econbiz.de/10002628958
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International asset allocation : a new perspective
Lioui, Abraham; Poncet, Patrice - In: Journal of banking & finance 27 (2003) 11, pp. 2203-2230
Persistent link: https://www.econbiz.de/10001798817