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1.
Duration forty years later by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1978
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2.
A theory of the term structure of interest rates and the valuation of interest-dependent claims by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1977
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3.
An analysis of variable rate loan contracts by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1980
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4.
Exacting pricing in linear factor models with finitely many assets: A note by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1983
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5.
Discussion by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1982
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6.
Tax effects and bond prices by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1982
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7.
Darrell Duffie. dynamic asset pricing theory by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1993
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8.
A reexamination of traditional hypotheses about the term structure of interest rates by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 1981
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