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Financial derivatives
Kolb, Robert W.; Overdahl, James A. - 2003 - 3. ed.
Persistent link: https://www.econbiz.de/10004260238
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The financial institutions and markets reader
Kolb, Robert W. (contributor) - 1996 - 3. ed.
Persistent link: https://www.econbiz.de/10004299059
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The international finance reader
Kolb, Robert W. (contributor) - 1995 - 3. ed.
Persistent link: https://www.econbiz.de/10004301650
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Trader rationality in the exercise of futures options
Gay, Gerald D.; Kolb, Robert W.; Yung, Kenneth - In: Journal of Financial Economics 23 (1989) 2, pp. 339-361
Persistent link: https://www.econbiz.de/10005478241
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Futures prices and the maturity effect
Galloway, Tina M.; Kolb, Robert W. - In: Journal of Futures Markets 16 (1996) 7, pp. 809-828
Persistent link: https://www.econbiz.de/10011197052
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Removing bias in duration based hedging models: A note
Gay, Gerald D.; Kolb, Robert W. - In: Journal of Futures Markets 4 (1984) 2, pp. 225-228
Persistent link: https://www.econbiz.de/10011197057
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Are there arbitrage opportunities in the treasury‐bond futures market?
Kolb, Robert W.; Gay, Gerald D.; Jordan, James V. - In: Journal of Futures Markets 2 (1982) 3, pp. 217-229
Persistent link: https://www.econbiz.de/10011197171
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Managing foreign interest rate risk
Kolb, Robert W.; Gay, Gerald D.; Jordan, James V. - In: Journal of Futures Markets 2 (1982) 2, pp. 151-158
Persistent link: https://www.econbiz.de/10011197498
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The performance of live cattle futures as predictors of subsequent spot prices
Kolb, Robert W.; Gay, Gerald D. - In: Journal of Futures Markets 3 (1983) 1, pp. 55-63
Persistent link: https://www.econbiz.de/10011197526
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A comparative analysis of futures contract margins
Gay, Gerald D.; Hunter, William C.; Kolb, Robert W. - In: Journal of Futures Markets 6 (1986) 2, pp. 307-324
Persistent link: https://www.econbiz.de/10011197566