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There are 18117 results for: content related to: Book Reviews

  1. Swaps: Plain and Fanciful

    The Journal of Finance

    Volume 47, Issue 3, July 1992, Pages: 831–850, ROBERT H. LITZENBERGER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb03996.x

  2. The TIPS-Treasury Bond Puzzle

    The Journal of Finance

    Volume 69, Issue 5, October 2014, Pages: 2151–2197, MATTHIAS FLECKENSTEIN, FRANCIS A. LONGSTAFF and HANNO LUSTIG

    Version of Record online : 12 SEP 2014, DOI: 10.1111/jofi.12032

  3. The Default Risk of Swaps

    The Journal of Finance

    Volume 46, Issue 2, June 1991, Pages: 597–620, IAN A. COOPER and ANTONIO S. MELLO

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb02676.x

  4. An Economic Analysis of Interest Rate Swaps

    The Journal of Finance

    Volume 41, Issue 3, July 1986, Pages: 645–655, JAMES BICKSLER and ANDREW H. CHEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04527.x

  5. Swap Rates and Credit Quality

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 921–949, DARRELL DUFFIE and MING HUANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02712.x

  6. An Econometric Model of the Term Structure of Interest-Rate Swap Yields

    The Journal of Finance

    Volume 52, Issue 4, September 1997, Pages: 1287–1321, DARRELL DUFFIE and KENNETH J. SINGLETON

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb01111.x

  7. CLOSED FORM PRICING FORMULAS FOR DISCRETELY SAMPLED GENERALIZED VARIANCE SWAPS

    Mathematical Finance

    Volume 24, Issue 4, October 2014, Pages: 855–881, Wendong Zheng and Yue Kuen Kwok

    Version of Record online : 2 NOV 2012, DOI: 10.1111/mafi.12016

  8. Foreign Currency Derivatives versus Foreign Currency Debt and the Hedging Premium

    European Financial Management

    Volume 15, Issue 3, June 2009, Pages: 606–642, Ephraim Clark and Amrit Judge

    Version of Record online : 19 FEB 2008, DOI: 10.1111/j.1468-036X.2007.00431.x

  9. Interest Rate Swaps and Corporate Financing Choices

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1503–1516, SHERIDAN TITMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04667.x

  10. Debt-for-Equity Swaps under a Rational Expectations Equilibrium

    The Journal of Finance

    Volume 44, Issue 3, July 1989, Pages: 663–680, VIHANG R. ERRUNZA and ARTHUR F. MOREAU

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb04384.x

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    Why Firms Use Currency Derivatives

    The Journal of Finance

    Volume 52, Issue 4, September 1997, Pages: 1323–1354, CHRISTOPHER GÉCZY, BERNADETTE A. MINTON and CATHERINE SCHRAND

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb01112.x

  12. ADMISSIBILITY OF GENERIC MARKET MODELS OF FORWARD SWAP RATES

    Mathematical Finance

    Volume 24, Issue 4, October 2014, Pages: 728–761, Libo Li and Marek Rutkowski

    Version of Record online : 2 NOV 2012, DOI: 10.1111/mafi.12001

  13. The Problem of Debt-for-Nature Swaps from a Human Rights Perspective

    Journal of Applied Philosophy

    Volume 29, Issue 4, November 2012, Pages: 359–377, Nicole Hassoun

    Version of Record online : 18 SEP 2012, DOI: 10.1111/j.1468-5930.2012.00573.x

  14. Linear-Rational Term Structure Models

    The Journal of Finance

    Volume 72, Issue 2, April 2017, Pages: 655–704, DAMIR FILIPOVIĆ, MARTIN LARSSON and ANDERS B. TROLLE

    Version of Record online : 21 MAR 2017, DOI: 10.1111/jofi.12488

  15. Local Currency Sovereign Risk

    The Journal of Finance

    Volume 71, Issue 3, June 2016, Pages: 1027–1070, WENXIN DU and JESSE SCHREGER

    Version of Record online : 11 MAY 2016, DOI: 10.1111/jofi.12389

  16. Restructuring Using Operating Asset Exchanges: Issues and Evidence

    Financial Review

    Volume 45, Issue 3, August 2010, Pages: 825–843, Kaysia Campbell and James E. Owers

    Version of Record online : 13 JUL 2010, DOI: 10.1111/j.1540-6288.2010.00273.x

  17. On the Term Structure of Default Premia in the Swap and LIBOR Markets

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 1095–1115, Pierre Collin-Dufresne and Bruno Solnik

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00357

  18. Swaps in protein sequences

    Proteins: Structure, Function, and Bioinformatics

    Volume 48, Issue 2, 1 August 2002, Pages: 377–387, Amit Fliess, Benny Motro and Ron Unger

    Version of Record online : 6 JUN 2002, DOI: 10.1002/prot.10156

  19. Wildlife Connectivity Approaches and Best Practices in U.S. State Wildlife Action Plans

    Conservation Biology

    Volume 28, Issue 1, February 2014, Pages: 13–21, IARA LACHER and MARIT L. WILKERSON

    Version of Record online : 26 DEC 2013, DOI: 10.1111/cobi.12204

  20. Recovery of chemical estimates by field inhomogeneity neighborhood error detection (REFINED): Fat/Water separation at 7 tesla

    Journal of Magnetic Resonance Imaging

    Volume 37, Issue 5, May 2013, Pages: 1247–1253, Sreenath Narayan, Satish C. Kalhan and David L. Wilson

    Version of Record online : 28 SEP 2012, DOI: 10.1002/jmri.23826