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Arbitrage opportunities in the Swedish stock index spot and derivatives markets
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000767419
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2
Stock index volatility expectations implied by call options premia
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000767421
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3
Essays on contingent claims pricing
Rindell, Krister
-
1994
Persistent link: https://www.econbiz.de/10000900095
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4
The pricing of index options when interest rates are stochastic : an empirical test
Rindell, Krister
-
1993
Persistent link: https://www.econbiz.de/10000147085
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5
Arbitrage opportunities in the Swedish stock index spot and derivatives markets
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000126341
Saved in:
6
Stock index volatility expectations implied by call options premia
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000126342
Saved in:
7
On the effect of stochastic interest rates on the pricing of European call options
Rindell, Krister
-
1991
Persistent link: https://www.econbiz.de/10000129999
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8
A test of an interest rate contingent claims market
Rindell, Krister
-
1991
Persistent link: https://www.econbiz.de/10000130001
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9
Generalized method of moments test of the Black & Scholes model
Rindell, Krister
-
1991
Persistent link: https://www.econbiz.de/10013400666
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10
The pricing of stock options when the term structure of interest rates is stochastic : parameterizations and tests of the Amin and Jarrow model
Rindell, Krister
-
1993
Persistent link: https://www.econbiz.de/10013400690
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