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Derivative Security Pricing

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Listed:
  • Carl Chiarella

    (UTS Business School, University of Technology)

  • Xue-Zhong He

    (UTS Business School, University of Technology)

  • Christina Sklibosios Nikitopoulos

    (UTS Business School, University of Technology)

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Suggested Citation

  • Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Derivative Security Pricing," Dynamic Modeling and Econometrics in Economics and Finance, Springer, edition 127, number 978-3-662-45906-5, May.
    • Handle: RePEc:spr:dymeef:978-3-662-45906-5
    DOI: 10.1007/978-3-662-45906-5
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    1. Robert Jarrow & Dilip Madan, 1995. "Option Pricing Using The Term Structure Of Interest Rates To Hedge Systematic Discontinuities In Asset Returns1," Mathematical Finance, Wiley Blackwell, vol. 5(4), pages 311-336, October.
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    5. Bhar, R. & Hunt, D.F., 1993. "Predicting the Short Term Forward Interest Rate Structure Using a Parsimonious Model," Papers e9307, Western Sydney - School of Business And Technology.
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    2. Emel Siklar & Ilyas Siklar, 2021. "Time Series Dynamics of Short Term Interest Rates in Turkey," Business and Economic Research, Macrothink Institute, vol. 11(1), pages 92-108, March.
    3. Kenné, Jean-Pierre & Gharbi, Ali, 2018. "Production and replacement policies for a deteriorating manufacturing system under random demand and qualityAuthor-Name: Ouaret, Samir," European Journal of Operational Research, Elsevier, vol. 264(2), pages 623-636.

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