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Search: subject_exact:"Zinsswap"
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Interest rate derivative
191
Zinsderivat
191
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International journal of financial engineering
9
International journal of theoretical and applied finance
8
The journal of futures markets
8
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7
Applied mathematical finance
6
International review of financial analysis
6
Journal of banking & finance
5
SpringerLink / Bücher
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4
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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International review of economics & finance : IREF
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Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
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Macroeconomics and finance in emerging market economies
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ECONIS (ZBW)
191
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1
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191
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1
Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
Bishwal, Jaya Prakasah Narayan
- In:
Algorithmic finance
10
(
2023
)
1/2
,
pp. 53-66
Persistent link: https://www.econbiz.de/10014474576
Saved in:
2
Interest rate swaps
Wei, Bin
;
Yue, Vivian Z.
- In:
Research handbook of financial markets
,
(pp. 407-428)
.
2023
Persistent link: https://www.econbiz.de/10014331087
Saved in:
3
U.S. dollar swap yields : an analysis of the dynamics of monthly changes
Akram, Tanweer
;
Mamun, Khawaja Abdullah al
- In:
Journal of economic issues
57
(
2023
)
2
,
pp. 522-531
Persistent link: https://www.econbiz.de/10014445024
Saved in:
4
Hedging demand and near-zero swap spreads : evidence from the Chinese interest rate swap market
Li, Shaoyu
;
Zhu, Chunhui
;
Shang, Yuhuang
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 170-185
Persistent link: https://www.econbiz.de/10014461557
Saved in:
5
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
6
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
7
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
8
Short-term ratebBenchmarks : the post-LIBOR regime
Tuckman, Bruce
- In:
Annual review of financial economics
15
(
2023
),
pp. 473-491
Persistent link: https://www.econbiz.de/10014426350
Saved in:
9
The Q-measure dynamics of forward rates
Rebonato, Riccardo
- In:
Annual review of financial economics
15
(
2023
),
pp. 493-522
Persistent link: https://www.econbiz.de/10014426352
Saved in:
10
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
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