Narrow search
Showing 1 - 6 of 6
Cover Image
The implied volatility of US interest rates : evidence from callable US treasuries
Bliss, Robert R.; Ronn, Ehud I. - 1995
Persistent link: https://www.econbiz.de/10000925735
Cover Image
The stability of interest rate processes
Bliss, Robert R.; Smith, David C. - 1997
Persistent link: https://www.econbiz.de/10000985999
Cover Image
Arbitrage-based estimation of nonstationary shifts in the term structure of interest rates
Bliss, Robert R. - In: The journal of finance : the journal of the American … 44 (1989) 3, pp. 591-610
Persistent link: https://www.econbiz.de/10001072886
Cover Image
Discussion of "Bank mergers and the dynamics of deposit rates"
Bliss, Robert R. - In: Journal of financial services research : JFSR 36 (2009) 2/3, pp. 135-136
Persistent link: https://www.econbiz.de/10003914662
Cover Image
On arbitrage-free pricing of interest rate contingent claims
Ritchken, Peter H. - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 259-264
Persistent link: https://www.econbiz.de/10001084192
Cover Image
On valuing complex interest rate claims
Ritchken, Peter H. - In: The journal of futures markets 10 (1990) 5, pp. 443-455
Persistent link: https://www.econbiz.de/10001094588