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 | | Financial Futures and Options: Managing Risk in the Interest Rate, Currency and Equity Markets (An Institutional Investor Publication)
by Ira G. Kawaller
Hardcover, 450 Pages, Published 1992 by Probus Professional Pub
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 | | What's "normal" in derivatives accounting?: An article from: Financial Executive
by Ira G Kawaller
Digital, 7 Pages, Published 2002 by Financial Executives Institute
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 | | Black-Scholes and Beyond: Option Pricing Models (1st Edition)
by Neil A. Chriss, Ira Kawaller (Foreword)
Hardcover, 496 Pages, Published 1996 by McGraw-Hill, 1st Edition
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 | | Derivative Strategies for Managing Portfolio Risk
by Keith C. Brown, Don M. Chance, Roger G. Clarke, Murali Ramaswami, Matthew R. Smith, Eric S. Reiner, Ira G. Kawaller, Robert W. Kopprasch; David F. DeRosa; Gary L. Gastineau; Joanne M. Hill, Henry M. McMillan, Nederlof Maarten L, Donald L. Luskin; Lloyd McAdams
Paperback, 141 Pages, Published 1993 by AIMR (CFA Institute)
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 | | Implementing a hedging strategy (CME financial strategy paper)
by Ira G Kawaller
Unknown Binding, Published 1987 by Chicago Mercantile Exchange
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 | | The (mis)pricing of Eurodollar futures (The CME financial strategy paper)
by Ira G Kawaller
Unknown Binding, Published 1987 by Chicago Mercantile Exchange
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 | | The futures contract alternative (The CME financial strategy paper)
by Ira G Kawaller
Unknown Binding, 3 Pages, Published 1985 by Chicago Mercantile Exchange
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 | | The temporal price relationship between S&P 500 futures prices and the S&P 500 index (Working paper series / Federal Reserve Bank of Atlanta)
by Ira G Kawaller
Unknown Binding, Published 1986 by Federal Reserve Bank of Atlanta
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 | | Hedging with futures contracts: Going the extra mile (The CME financial strategy paper)
by Ira G Kawaller
Unknown Binding, Published 1987 by Chicago Mercantile Exchange
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 | | Debunking the myth of the risk-free return (The CME financial strategy paper)
by Ira G Kawaller
Unknown Binding, 3 Pages, Published 1987 by Chicago Mercantile Exchange
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