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Applied derivatives : options, futures, and swaps
Rendleman, Richard J. - 2002
Persistent link: https://www.econbiz.de/10001626310
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The efficiency of the Treasury Bill futures market
Rendleman, Richard J. - In: Selected writings on futures markets : explorations in …, (pp. 299-317). 1985
Persistent link: https://www.econbiz.de/10001305663
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The efficiency of the Treasury Bill futures market
Rendleman, Richard J. - In: Interest rate futures : concepts and issues, (pp. 191-212). 1982
Persistent link: https://www.econbiz.de/10001258069
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The effects of volatility misestimation on option-replication portfolio insurance
Rendleman, Richard J. - In: Financial analysts' journal : FAJ 46 (1990) 3, pp. 61-70
Persistent link: https://www.econbiz.de/10001089561
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Delivery options in the pricing and hedging of treasury bond and note futures
Rendleman, Richard J. - In: The journal of fixed income 14 (2004) 2, pp. 20-31
Persistent link: https://www.econbiz.de/10002421445
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A general model for hedging swaps with eurodollar futures
Rendleman, Richard J. - In: The journal of fixed income 14 (2004) 1, pp. 17-31
Persistent link: https://www.econbiz.de/10002155540