Valuation of floating range notes in a LIBOR market model.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 7, p. 697, doi. 10.1002/fut.20310
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2008 AND VI 28 AND IP 7
Results: 6
1
2
An analysis of the failed municipal bond and note futures contracts.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 7, p. 656, doi. 10.1002/fut.20312
- By:
- Publication type:
- Article
3
A test of the Samuelson Hypothesis using realized range.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 7, p. 680, doi. 10.1002/fut.20328
- By:
- Publication type:
- Article
4
A note on estimating the benefit of a composite hedge.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 7, p. 711, doi. 10.1002/fut.20329
- By:
- Publication type:
- Article
5
In search of the convexity adjustment: Evidence from the sterling futures and IMM FRA markets.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 7, p. 617, doi. 10.1002/fut.20330
- By:
- Publication type:
- Article
6
The valuation of inflation-indexed and FX convertible bonds.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 7, p. 634, doi. 10.1002/fut.20331
- By:
- Publication type:
- Article