//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of mathematical finance"
~person:"Rutkowski, Marek"
~subject:"Swap"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Credit spread"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Swap
Theorie
3
Theory
3
Yield curve
3
Zinsstruktur
3
Credit risk
1
Currency derivative
1
Derivat
1
Derivative
1
Interest rate derivative
1
Kreditrisiko
1
Libor
1
Markov chain
1
Markov-Kette
1
Währungsderivat
1
Zero-Bond
1
Zero-coupon bond
1
Zinsderivat
1
admissibility
1
forward swap rate
1
market model
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Rutkowski, Marek
Augustin, Patrick
1
Bojarčenko, Svetlana I.
1
Brace, Alan
1
Chen, Nan
1
Chernov, Mikhail
1
Choi, Jaehyuk
1
Galluccio, S.
1
Gatarek, Dariusz
1
Hao, Ruili
1
Huang, Z.
1
Kim, Don H.
1
Kou, Steven
1
Kısacıkoğlu, Burçin
1
Levendorskij, Sergej Z.
1
Li, Libo
1
Liu, Yonghui
1
Ly, J.-M.
1
Mele, Antonio
1
Musiela, Marek
1
Obayashi, Yoshiki
1
Pelsser, Antoon André Jean
1
Scaillet, Olivier
1
Schmid, Lukas
1
Schrager, David F.
1
Shin, Sungchan
1
Song, Dongho
1
Tchuindjo, Léonard
1
Wang, Shoubai
1
Yang, Shihao
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Discussion papers / CEPR
Journal of mathematical finance
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->