Search results
- BLISS, Robert R. - RONN, Ehud I. Callable U.S. treasury bonds : Optimal calls, anomalies, and implied volatilities. Atlanta : Federal Reserve Bank of Atlanta, 1997. 38 s. Working Paper, 97-1. [Copy count : 1, currently available 1, at library only 0]
book
- BLISS, Robert R. Testing Term Structure Estimation Methods. 1. ed. Atlanta : Federal Reserve Bank of Atlanta, 1996. 30 s. Working Paper, 96-12. [Copy count : 1, currently available 1, at library only 0]
book
- KRÄMER, Jörg W. Determinants of the Expected Real Long-term Interest Rates in the G7-countries. 1. ed. Kiel : Institut für Weltwirtschaft, 1996. 17 s. Kiel Working Paper, No. 751. [Copy count : 1, currently available 1, at library only 0]
book
- WILMOTT, Paul - HOWISON, Sam - DEWYNNE, Jeff. The Mathematics of Financial Derivatives : A Student Introduction. 1. ed., repr. Cambridge : Cambridge University Press, 1996. 317 s. ISBN 0-521-49699-3. [Copy count : 1, currently available 0, at library only 1]
book
- ONO, Yoshiyasu. Money, Interest, and Stagnation : Dynamic Theory and Keynes's Economics. 1. ed. Oxford : Clarendon Press, 1994. 202 s. ISBN 0-19-828837-9. [Copy count : 1, currently available 1, at library only 0]
book