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Volume 28; Issue 7
Main
Journal of Futures Markets
Volume 28; Issue 7
Journal of Futures Markets
Volume 28; Issue 7
1
Valuation of floating range notes in a LIBOR market model
Ting-Pin Wu
,
Son-Nan Chen
Journal:
Journal of Futures Markets
Year:
2008
Language:
english
File:
PDF, 145 KB
Your tags:
english, 2008
2
An analysis of the failed municipal bond and note futures contracts
Patrick J. Cusatis
Journal:
Journal of Futures Markets
Year:
2008
Language:
english
File:
PDF, 190 KB
Your tags:
english, 2008
3
A test of the Samuelson Hypothesis using realized range
Petko S. Kalev
,
Huu Nhan Duong
Journal:
Journal of Futures Markets
Year:
2008
Language:
english
File:
PDF, 135 KB
Your tags:
english, 2008
4
A note on estimating the benefit of a composite hedge
Donald Lien
Journal:
Journal of Futures Markets
Year:
2008
Language:
english
File:
PDF, 80 KB
Your tags:
english, 2008
5
In search of the convexity adjustment: Evidence from the sterling futures and IMM FRA markets
Russell Poskitt
Journal:
Journal of Futures Markets
Year:
2008
Language:
english
File:
PDF, 174 KB
Your tags:
english, 2008
6
The valuation of inflation-indexed and FX convertible bonds
Yoram Landskroner
,
Alon Raviv
Journal:
Journal of Futures Markets
Year:
2008
Language:
english
File:
PDF, 247 KB
Your tags:
english, 2008
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