Narrow search
Showing 1 - 7 of 7
Cover Image
Price discovery in strategically linked markets : the TED spread and its constituents
Chatrath, Arjun; Chaudhry, Mukesh; Christie-David, Rohan - In: The journal of derivatives : the official publication … 6 (1999) 4, pp. 77-87
Persistent link: https://www.econbiz.de/10001432456
Cover Image
An empirical analysis of price and time priority and pro rata trade execution algorithms in screen-traded markets
Frino, Alex; Hill, Amelia; Jarnecic, Elvis - In: The journal of derivatives : the official publication … 7 (2000) 4, pp. 41-48
Persistent link: https://www.econbiz.de/10001500038
Cover Image
Ratio spreads
Chaput, J. Scott; Ederington, Louis H. - In: The journal of derivatives : the official publication … 15 (2008) 3, pp. 41-57
Persistent link: https://www.econbiz.de/10003673354
Cover Image
Approximation of non-linear term structure models
Takamizawa, Hideyuki; Shoji, Isao - In: The journal of derivatives : the official publication … 8 (2001) 3, pp. 44-51
Persistent link: https://www.econbiz.de/10001581197
Cover Image
Option spread and combination trading
Chaput, J. Scott; Ederington, Louis H. - In: The journal of derivatives : the official publication … 10 (2003) 4, pp. 70-88
Persistent link: https://www.econbiz.de/10001781773
Cover Image
Endowment warrant valuation
Hoang, Philip; Powell, John Gregory; Shi, Jing - In: The journal of derivatives : the official publication … 7 (1999) 1, pp. 79-90
Persistent link: https://www.econbiz.de/10001432475
Cover Image
The inefficiency costs of guaranteed investment products
Robinson, Brett L. - In: The journal of derivatives : the official publication … 6 (1998) 1, pp. 25-37
Persistent link: https://www.econbiz.de/10001248810