Similar Search Results

Dynamic spanning in the consumption-based capital asset pricing model

Christensen, Peter Ove; Graversen, Svend Erik; … - 1996

Persistent link: https://www.econbiz.de/10000940850

A model of the term structure of interest rates

Miltersen, Kristian R. - 1993

Persistent link: https://www.econbiz.de/10000870232

An empirical study of the term structure of interest rates

Miltersen, Kristian R. - 1992

Persistent link: https://www.econbiz.de/10000851680

An arbitrage theory of the term structure of interest rates

Miltersen, Kristian R. - 1992 - 2. ed

Persistent link: https://www.econbiz.de/10000853604

The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0

Miltersen, Kristian R.; Nielsen, Lars - 1989

Persistent link: https://www.econbiz.de/10000775498

Closed form solutions for term structure derivatives with log-normal interest rates

Miltersen, Kristian R.; Sandmann, Klaus; Sondermann, Dieter - 1995

Persistent link: https://www.econbiz.de/10000908299

Closed form solutions for term structure derivatives with log-normal interest rates

Miltersen, Kristian R. - In: The journal of finance : the journal of the American … 52 (1997) 1, pp. 409-430

Persistent link: https://www.econbiz.de/10001217780

Closed form term structure derivatives in a Heath-Jarrow-Morton model with log-normal annually compounded interest rates

Sandmann, Klaus - 1994

Persistent link: https://www.econbiz.de/10013276400

Information and Heterogeneous Beliefs : Cost of Capital, Trading Volume, and Investor Welfare

Christensen, Peter Ove - 2013

In an incomplete market with heterogeneous prior beliefs, we show public information can have a substantial impact on the ex ante cost of capital, trading volume, and investor welfare. The Pareto efficient public information system is the system enjoying the maximum ex ante cost of capital and...

Persistent link: https://www.econbiz.de/10013092648

Equity valuation

Christensen, Peter Ove; Feltham, Gerald A. - 2009

Persistent link: https://www.econbiz.de/10003928457