Decision support systems for bond portfolio management : a review of underlying theory and empirical work

von Pieptea, Daniel R.
Veröffentlicht in Advances in financial planning and forecasting (1989)

A shortcut to Itô's lemma for financial applications : the case of hedging with interest rate futures

von Pieptea, Daniel R.
Veröffentlicht in Finance (1989)

Hedging versus speculating with interest rate futures

von Briys, Eric
Veröffentlicht in European Futures Research Symposium (1 : 1988 : Barcelona) Proceedings of the first annual European Futures Research Symposium

The Monday effect and speculative opportunities in the stock-index futures market

von Pieptea, Daniel R.
Veröffentlicht in Advances in futures and options research (1988)

On the stochastic nature of the stock price variance rate and strike price bias in option pricing

von Merville, Larry J.
Veröffentlicht in Advances in quantitative analysis of finance and accounting (1991)

Hedging versus speculating with interest rates futures

von Briys, Eric
Veröffentlicht 1989