1

Basis risk, partial takedown and hedging by financial intermediaries

Year:
1986
Language:
english
File:
PDF, 1.30 MB
english, 1986
4

Forward and futures pricing of treasury bills

Year:
1981
Language:
english
File:
PDF, 748 KB
english, 1981
5

Optimal Futures Positions for Large Banking Firms

Year:
1988
Language:
english
File:
PDF, 631 KB
english, 1988
7

On the Adequacy of Bank Capital Regulation

Year:
1984
Language:
english
File:
PDF, 1.92 MB
english, 1984
11

Floating Rate Securities and Immunization: Some Further Results

Year:
1986
Language:
english
File:
PDF, 686 KB
english, 1986
13

Risk premia on foreign exchange: a direct approach

Year:
2003
Language:
english
File:
PDF, 246 KB
english, 2003
16

Some Notes on Risk Management via Forward Contracting

Year:
1989
Language:
english
File:
PDF, 1.15 MB
english, 1989
18

Forward Market Equilibrium

Year:
1984
Language:
english
File:
PDF, 1.20 MB
english, 1984
20

Risk Aversion in the Approximate and the Exact Forms

Year:
1992
Language:
english
File:
PDF, 151 KB
english, 1992