Narrow search
Showing 1 - 4 of 4
Cover Image
Option theory and floating-rate securities with a comparison of adjustable- and fixed-rate mortgages
Kau, James B. (contributor) - In: The journal of business : B 66 (1993) 4, pp. 595-618
Persistent link: https://www.econbiz.de/10001159930
Cover Image
Hedging interest rate risk with futures portfolios under full-rank assumptions
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 2, pp. 217-240
Persistent link: https://www.econbiz.de/10001067211
Cover Image
Estimating early exercise premiums on gold and copper options using a multifactor model and density matched lattices
Hilliard, Jimmy E.; Hilliard, Jitka - In: The financial review : the official publication of the … 50 (2015) 1, pp. 27-56
Persistent link: https://www.econbiz.de/10010503982
Cover Image
Pricing European and American derivatives under a jump-diffusion process : a bivariate tree aproach
Hilliard, Jimmy E.; Schwartz, Adam - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 3, pp. 671-692
Persistent link: https://www.econbiz.de/10003160394