A Simple Non-Parametric Approach to Bond Futures Option Pricing.
- Published in:
- Journal of Fixed Income, 1999, v. 8, n. 4, p. 67, doi. 10.3905/jfi.1999.319245
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 1999 AND VI 8 AND IP 4
Results: 8
1
2
On the Comovement of Bond Yield Spreads and Country Risk Ratings.
- Published in:
- Journal of Fixed Income, 1999, v. 8, n. 4, p. 99, doi. 10.3905/jfi.1999.319248
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- Publication type:
- Article
3
Implementing No-Arbitrage Term Structure of Interest Rate Models in Discrete Time When Interest Rates Are Normally Distributed.
- Published in:
- Journal of Fixed Income, 1999, v. 8, n. 4, p. 85, doi. 10.3905/jfi.1999.319247
- By:
- Publication type:
- Article
4
Equity Financing Transactionse.
- Published in:
- Journal of Fixed Income, 1999, v. 8, n. 4, p. 77, doi. 10.3905/jfi.1999.319246
- By:
- Publication type:
- Article
5
Hong Kong Residential Mortgage Prepayment Analysis and Modeling.
- Published in:
- Journal of Fixed Income, 1999, v. 8, n. 4, p. 55, doi. 10.3905/jfi.1999.319244
- By:
- Publication type:
- Article
6
Distributional Properties of Spot and Forward Interest Rates: USD, DEM, GBP, and JPY.
- Published in:
- Journal of Fixed Income, 1999, v. 8, n. 4, p. 35, doi. 10.3905/jfi.1999.319243
- By:
- Publication type:
- Article
7
Implementation of the BDT Model with Different Volatility Estimators: Applications to Eurodollar Futures Options.
- Published in:
- Journal of Fixed Income, 1999, v. 8, n. 4, p. 24, doi. 10.3905/jfi.1999.319242
- By:
- Publication type:
- Article
8
MBS Index Returns: A Detailed Look.
- Published in:
- Journal of Fixed Income, 1999, v. 8, n. 4, p. 9, doi. 10.3905/jfi.1999.319241
- By:
- Publication type:
- Article