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Macroeconomic announcements and volatility of treasury futures
Li, Li; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000997634
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The impact of derivatives activity on commercial banks : evidence from US bank holding companies
Li, Li; Yu, Zhang - In: Asia-Pacific financial markets 17 (2010) 3, pp. 303-322
Persistent link: https://www.econbiz.de/10009237105
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Option pricing and market efficiency
Jarrow, Robert A. - In: The journal of portfolio management : a publication of … 40 (2013) 1, pp. 88-94
Persistent link: https://www.econbiz.de/10010246276
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A characterization theorem for unique risk neutral probability measures
Jarrow, Robert A. - In: Economics letters 22 (1986) 1, pp. 61-65
Persistent link: https://www.econbiz.de/10001018426
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Credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - 1995
Persistent link: https://www.econbiz.de/10000985913
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A discrete time synthesis of derivative security valuation using a term structure of futures prices
Carr, Peter - In: Finance, (pp. 225-249). 1995
Persistent link: https://www.econbiz.de/10001318017
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Pricing foreign currency options under stochastic interest rates
Amin, Kaushik I. - In: Journal of international money and finance 10 (1991) 3, pp. 310-329
Persistent link: https://www.econbiz.de/10001110876
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Option pricing and implicit volatilities
Jarrow, Robert A. - In: Journal of economic surveys 3 (1989) 1, pp. 59-81
Persistent link: https://www.econbiz.de/10001072609
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Forward options and futures options
Jarrow, Robert A. - In: Advances in futures and options research : a research annual 3 (1988), pp. 15-28
Persistent link: https://www.econbiz.de/10001081740
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Pricing options on risky assets in a stochastic interest rate economy
Amin, Kaushik I. - In: Mathematical finance : an international journal of … 2 (1992) 4, pp. 217-237
Persistent link: https://www.econbiz.de/10001143979