Narrow search
Showing 1 - 10 of 69
Cover Image
An arbitrage theory on the term structure of interest rates
Miltersen, Kristian R. - 1991
Persistent link: https://www.econbiz.de/10000822414
Cover Image
Valuation of natural resource investments with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R. - 1997
Persistent link: https://www.econbiz.de/10000973571
Cover Image
A model of the term structure of interest rates
Miltersen, Kristian R. - 1993
Persistent link: https://www.econbiz.de/10000870232
Cover Image
Pricing of interest rate contingent claims : implementing a simulation approach
Miltersen, Kristian R. - In: The journal of computational finance 1 (1998) 3, pp. 7-62
Persistent link: https://www.econbiz.de/10001632703
Cover Image
An empirical study of the term structure of interest rates
Miltersen, Kristian R. - 1992
Persistent link: https://www.econbiz.de/10000851680
Cover Image
An arbitrage theory of the term structure of interest rates
Miltersen, Kristian R. - 1992 - 2. ed
Persistent link: https://www.econbiz.de/10000853604
Cover Image
Dynamic spanning in the consumption-based capital asset pricing model
Christensen, Peter Ove; Graversen, Svend Erik; … - 1996
Persistent link: https://www.econbiz.de/10000940850
Cover Image
State-dependent realignments in target zone currency regimes
Christensen, Peter Ove - In: Review of derivatives research 1 (1997) 4, pp. 295-323
Persistent link: https://www.econbiz.de/10001238757
Cover Image
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 1, pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
Cover Image
Dynamic spanning in the consumption-based capital asset pricing model
Christensen, Peter Ove; Graversen, Svend Erik; … - In: European finance review : the official journal of the … 4 (2000) 2, pp. 129-156
Persistent link: https://www.econbiz.de/10001581031