Narrow search
Showing 1 - 8 of 8
Cover Image
Optimal Dynamic Trading Strategies
Breeden, Douglas T. - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 1, pp. 55-82
Persistent link: https://www.econbiz.de/10006023199
Cover Image
Convexity and Empirical Option Costs of Mortgage Securities
Breeden, Douglas T. - In: The journal of fixed income 6 (1997) 4, pp. 64-87
Persistent link: https://www.econbiz.de/10007306892
Cover Image
Complexities of Hedging Mortgages
Breeden, Douglas T. - In: The journal of fixed income 4 (1994) 3, pp. 6-41
Persistent link: https://www.econbiz.de/10007214302
Cover Image
Determinants of interest rate swap spreads
Lang, Larry H.P.; Litzenberger, Robert H.; Liu, Andy Luchuan - In: Journal of banking & finance 22 (1998) 12, pp. 1507-1532
Persistent link: https://www.econbiz.de/10005900791
Cover Image
Assessing Catastrophe Reinsurance-Linked Securities as a New Asset Class
Litzenberger, Robert H.; Beaglehole, David R.; … - In: The journal of portfolio management : a publication of … (1996), pp. 76-86
Persistent link: https://www.econbiz.de/10007318927
Cover Image
Pricing US Treasury securities with tax effects using the likelihood function
Kanemasu, Hiromitsu; Litzenberger, Robert H.; Rolfo, Jacques - In: Finance : revue de l'Association Française de Finance 6 (1985) 2, pp. 187-216
Persistent link: https://www.econbiz.de/10009918700
Cover Image
An interindustry approach to econometric cost of capital estimation
Glenn, David W.; Litzenberger, Robert H. - In: Research in finance 1 (1979), pp. 53-75
Persistent link: https://www.econbiz.de/10009943341
Cover Image
Backwardation in Oil Futures Markets: Theory and Empirical Evidence
Litzenberger, Robert H.; Rabinowitz, Nir - In: The journal of finance : the journal of the American … 50 (1995) 5, pp. 1517-1546
Persistent link: https://www.econbiz.de/10007337061