The following pages link to Frank de Jong (Q704009):
Displaying 7 items.
- On the information in the interest rate term structure and option prices (Q704010) (← links)
- Pension fund investments and the valuation of liabilities under conditional indexation (Q939321) (← links)
- (Q3047055) (← links)
- Aggressive Orders and the Resiliency of a Limit Order Market* (Q3374846) (← links)
- Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis (Q4530195) (← links)
- The Valuation and Hedging of Variable Rate Savings Accounts (Q4661690) (← links)
- Intraday Lead-Lag Relationships Between the Futures-, Options and Stock Market * (Q4798679) (← links)
