Publications by Jonathan E. Ingersoll, Jr.

Primary tabs

The Relation Between Forward Prices and Futures Prices'
J. C. Cox, J.E. Ingersoll Jr and S. A. Ross
INTERNATIONAL LIBRARY OF CRITICAL WRITINGS IN ECONOMICS
2002
A
A contingent-claims valuation of convertible securities
J. E. Ingersoll Jr
Journal of Financial Economics
1977
A re-examination of traditional hypotheses about the term structure of interest rates
J. C. Cox, J. E. Ingersoll Jr and S. A. Ross
Journal of Finance
1981
A theoretical and empirical investigation of the dual purpose funds: An application of contingent-claims analysis
J. E. Ingersoll Jr
Journal of Financial Economics
1976
A theory of the term structure of interest rates
J. C. Cox, J. E. Ingersoll Jr and S. A. Ross
Econometrica: Journal of the Econometric Society
1985
A THEORY OF THE TERM STRUCTURE OF INTEREST RATES'
J. C. Cox, J. E. Ingersoll Jr and S. A. Ross
Theory of Valuation
2005
A Theory of the Term Structure of Interest Rates'
J. Cox, J.E. Ingersoll Jr and S. Ross
INTERNATIONAL LIBRARY OF CRITICAL WRITINGS IN ECONOMICS
2002
Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims
J. C. Cox, J. E. Ingersoll Jr and S. A. Ross
Journal of Financial and Quantitative Analysis
1977
An analysis of variable rate loan contracts
J. C. Cox, J. E. Ingersoll Jr and S. A. Ross
The Journal of Finance
1980
An examination of corporate call policies on convertible securities
J. E. Ingersoll Jr
The Journal of Finance
1977
An intertemporal general equilibrium model of asset prices
J. C. Cox, J. E. Ingersoll Jr and S. A. Ross
Econometrica: Journal of the Econometric Society
1985
Approximating American options and other financial contracts using barrier derivatives
J.E. Ingersoll Jr
Journal of Computational Finance
1998
B
Book reviews
J. E. Ingersoll Jr
Journal of finance
1993
D
Darrell Duffie. Dynamic Asset Pricing Theory
J. E. Ingersoll Jr
JOURNAL OF FINANCE-NEW YORK-
1993
Digital Contracts: Simple Tools for Pricing Complex Derivatives*
J. E. Ingersoll Jr
The Journal of Business
2000
Duration and the measurement of basis risk
J. C. Cox, J. E. Ingersoll Jr and S. A. Ross
Journal of Business
1979
Duration forty years later
J. E. Ingersoll Jr, J. Skelton and R. L. Weil
Journal of Financial and Quantitative Analysis
1978
E
Exact pricing in linear factor models with finitely many assets: A note
N.-f. Chen and J. E. Ingersoll Jr
The Journal of Finance
1983
F
Fischer Black: Some Personal Memories
J. E. Ingersoll Jr
Journal of Portfolio Management
1996
H
High-Water Marks and Hedge Fund Management Contracts
W. N. Goetzmann, J. E. Ingersoll Jr and S. A. Ross
The Journal of Finance
2003

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