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A Two-Factor Model of the Term-Structure: An Approximate Analytical Solution.
- Published in:
- Journal of Financial & Quantitative Analysis, 1984, v. 19, n. 4, p. 413, doi. 10.2307/2330783
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- Article
TAXATION AND BOND MARKET EQUILIBRIUM IN A WORLD OF UNCERTAIN FUTURE INTEREST RATES: COMMENT.
- Published in:
- Journal of Financial & Quantitative Analysis, 1981, v. 16, n. 5, p. 773, doi. 10.2307/2331061
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- Article
DISCUSSION: ANALYZING CONVERTIBLE BONDS.
- Published in:
- Journal of Financial & Quantitative Analysis, 1980, v. 15, n. 4, p. 931, doi. 10.2307/2330568
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- Article
Time-Dependent Variance and the Pricing of Bond Options.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1987, v. 42, n. 5, p. 1113, doi. 10.1111/j.1540-6261.1987.tb04356.x
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- Article
DISCUSSION.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1980, v. 35, n. 2, p. 417, doi. 10.1111/j.1540-6261.1980.tb02171.x
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- Article
MEASURING A TAX-SPECIFIC TERM STRUCTURE ON INTEREST RATES IN THE MARKET FOR BRITISH GOVERNMENT SECURITIES.
- Published in:
- Economic Journal, 1981, v. 91, n. 362, p. 415, doi. 10.2307/2232594
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- Article
The Myth of the Credit Spread Puzzle.
- Published in:
- Review of Financial Studies, 2018, v. 31, n. 8, p. 2897, doi. 10.1093/rfs/hhy032
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- Article
Non-Linear Value-at-Risk.
- Published in:
- European Finance Review, 1998, v. 2, n. 2, p. 161
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- Article
Robert Merton, Myron Scholes and the development of derivative pricing.
- Published in:
- Scandinavian Journal of Economics, 1998, v. 100, n. 2, p. 425, doi. 10.1111/1467-9442.00111
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- Article