Rindell, Krister

name

• Rindell, Krister

Authored works

• A test of an interest rate contingent claims market
• An empirical examination of the pricing of European bond options
• Arbitrage opportunities in the Swedish stock index spot and derivatives markets
• Essays on contingent claims pricing
• Generalized method of moments test of the Black & Scholes model
• On the effect of stochastic interest rates on the pricing of European call options
• Stock index volatility expectations implied by call options premia
• The pricing of index options when interest rates are stochastic : an empirical test
• The pricing of stock options when the term structure of interest rates is stochastic : parameterizations and tests of the Amin and Jarrow model

Works contributed to

Works about Rindell, Krister