Period of time： 2014年2期
Publisher： Springer Publishing Company
Founded in： 1996
Total resources： 14
ISSN： 1380-6645
Subject： F8 Finances
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Review of Derivatives Research,volume 7,issue 2
Menu
A Model of the Convenience Yields in On-the-Run Treasuries
By Cherian Joseph A.,Jacquier Eric,Jarrow Robert A. in (2004)
Review of Derivatives Research,volume 7,issue 2 , Vol. 7, Iss. 2, 2004-08 , pp.
Access to resources
Recommend
On the Information in the Interest Rate Term Structure and Option Prices
By de Jong Frank,Driessen Joost,Pelsser Antoon in (2004)
Review of Derivatives Research,volume 7,issue 2 , Vol. 7, Iss. 2, 2004-08 , pp.Assessing the Least Squares Monte-Carlo Approach to American Option Valuation
Review of Derivatives Research,volume 7,issue 2 , Vol. 7, Iss. 2, 2004-08 , pp.Pricing the Risks of Default: A Note on Madan and Unal
By Grundke Peter,Riedel Karl O. in (2004)
Review of Derivatives Research,volume 7,issue 2 , Vol. 7, Iss. 2, 2004-08 , pp.