Found: 16
Select item for more details and to access through your institution.
Risk structure of interest rates: an empirical analysis for Deutschmark-denominated bonds.
- Published in:
- European Financial Management, 2000, v. 6, n. 3, p. 367, doi. 10.1111/1468-036x.00129
- By:
- Publication type:
- Article
An Empirical Comparison of Forward-Rate and Spot-Rate Models for Valuing Interest-Rate Options.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1999, v. 54, n. 1, p. 269, doi. 10.1111/0022-1082.00104
- By:
- Publication type:
- Article
Employee stock options with performance conditions: do commonly used valuation heuristics work?
- Published in:
- Accounting & Finance, 2020, v. 60, n. 1, p. 373, doi. 10.1111/acfi.12326
- By:
- Publication type:
- Article
DERIVATIVE INSTRUMENTS IN THE EU EMISSIONS TRADING SCHEME - AN EARLY MARKET PERSPECTIVE.
- Published in:
- Energy & Environment, 2008, v. 19, n. 5, p. 635, doi. 10.1260/095830508784815892
- By:
- Publication type:
- Article
Robust stock option plans.
- Published in:
- Review of Quantitative Finance & Accounting, 2012, v. 39, n. 1, p. 77, doi. 10.1007/s11156-011-0239-y
- By:
- Publication type:
- Article
Modeling Simultaneous Defaults: A Top-Down Approach.
- Published in:
- Journal of Fixed Income, 2008, v. 18, n. 1, p. 25, doi. 10.3905/jfi.2008.708841
- By:
- Publication type:
- Article
Investment Timing when External Financing is Costly.
- Published in:
- Journal of Business Finance & Accounting, 2010, v. 37, n. 7/8, p. 929, doi. 10.1111/j.1468-5957.2010.02206.x
- By:
- Publication type:
- Article
Empirical performance of reduced-form models for emission permit prices.
- Published in:
- Review of Derivatives Research, 2019, v. 22, n. 3, p. 389, doi. 10.1007/s11147-018-09152-7
- By:
- Publication type:
- Article
Does modeling framework matter? A comparative study of structural and reduced-form models.
- Published in:
- Review of Derivatives Research, 2014, v. 17, n. 1, p. 39, doi. 10.1007/s11147-013-9090-8
- By:
- Publication type:
- Article
Modelling jumps in electricity prices: theory and empirical evidence.
- Published in:
- Review of Derivatives Research, 2007, v. 10, n. 1, p. 59, doi. 10.1007/s11147-007-9011-9
- By:
- Publication type:
- Article
Measuring Liquidity in Bond Markets.
- Published in:
- Review of Financial Studies, 2016, v. 29, n. 5, p. 1170, doi. 10.1093/rfs/hhv132
- By:
- Publication type:
- Article
Futures Price Dynamics of CO<sub>2</sub> Emission Allowances: An Empirical Analysis of the Trial Period.
- Published in:
- Journal of Derivatives, 2009, v. 17, n. 2, p. 73, doi. 10.3905/JOD.2009.17.2.073
- By:
- Publication type:
- Article
Do Lead-Lag Effects Affect Derivative Pricing?
- Published in:
- Journal of Derivatives, 2007, v. 15, n. 1, p. 34, doi. 10.3905/jod.2007.694701
- By:
- Publication type:
- Article
Trading Credit Default Swaps via Interdealer Brokers.
- Published in:
- Journal of Financial Services Research, 2007, v. 32, n. 3, p. 141, doi. 10.1007/s10693-007-0012-5
- By:
- Publication type:
- Article
The Term Structure of Bond Liquidity.
- Published in:
- Journal of Financial & Quantitative Analysis, 2018, v. 53, n. 5, p. 2161, doi. 10.1017/S0022109018000364
- By:
- Publication type:
- Article
Equilibrium Price Dynamics of Emission Permits.
- Published in:
- Journal of Financial & Quantitative Analysis, 2018, v. 53, n. 4, p. 1653, doi. 10.1017/S0022109018000297
- By:
- Publication type:
- Article