//--> //--> //--> //-->
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:"The journal of computational finance"
~isPartOf:"Applied financial economics"
~isPartOf:"The European journal of finance"
~subject:"Interest rate"
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:"Zinsswap"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Interest rate
Interest rate derivative
44
Zinsderivat
44
Yield curve
24
Zinsstruktur
24
Option pricing theory
20
Optionspreistheorie
20
Theorie
15
Theory
15
Derivat
12
Derivative
12
Volatility
11
Volatilität
11
Zins
11
Swap
7
Estimation
6
Schätzung
6
Simulation
5
Stochastic process
5
Stochastischer Prozess
5
Arbitrage Pricing
4
Arbitrage pricing
4
USA
4
United States
4
Government securities
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Staatspapier
3
ARCH model
2
ARCH-Modell
2
Australia
2
Australien
2
Bond market
2
EU countries
2
EU-Staaten
2
Financial crisis
2
Finanzkrise
2
Geldpolitik
2
Großbritannien
2
Monetary policy
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Kennedy, Joanne E.
2
Adão, Bernardino
1
Andersen, Leif B. G.
1
Bhuruth, Muddun
1
Brotherton-Ratcliffe, Rupert
1
Coonjobeharry, Radha Krishn
1
Domínguez, Emilio
1
Fusai, Gianluca
1
Gogala, Jaka
1
Gurrola-Perez, Pedro
1
Herrerias, Renata
1
Iyer, Sridhar
1
Kaisajuntti, Linus
1
Kishor, N. Kundan
1
Longo, Giovanni
1
Luís, Jorge Barros
1
Marfatia, H. A.
1
Novales, Alfonso
1
Staikouras, Sotiris K.
1
Tangman, Désiré Yannick
1
Zanotti, Giovanna
1
more ...
less ...
Published in...
All
The journal of computational finance
Applied financial economics
The European journal of finance
The journal of futures markets
9
International journal of theoretical and applied finance
7
Working papers / The Levy Economics Institute
7
Journal of banking & finance
6
Applied mathematical finance
4
Applied economics
3
Economics letters
3
International journal of financial engineering
3
Quantitative finance
3
Série de trabalhos para discussão
3
The handbook of fixed income securities
3
Discussion paper / Centre for Economic Policy Research
2
Finance research letters
2
HBS Case
2
Interest rate, term structure, and valuation modeling
2
International review of financial analysis
2
Journal of econometrics
2
Journal of economic issues
2
Journal of mathematical finance
2
Journal of securities operations & custody
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Research in finance
2
Risks : open access journal
2
Selected writings on futures markets : explorations in financial futures markets
2
Staff reports / Federal Reserve Bank of New York
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of credit risk : published quarterly by Incisive Media
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
Theoretical economics letters
2
Working paper
2
Working paper series / Frankfurt School of Finance & Management
2
Advances in Pacific Basin financial markets
1
Algorithmic finance
1
American economic review
1
Annual review of financial economics
1
Asia Pacific financial markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Interest rate structured products : can they improve the risk-return profile?
Fusai, Gianluca
;
Longo, Giovanni
;
Zanotti, Giovanna
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1481-1512
Persistent link: https://www.econbiz.de/10013532236
Saved in:
2
Volatility patterns of short-term interest rate futures
Gurrola-Perez, Pedro
;
Herrerias, Renata
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1604-1625
Persistent link: https://www.econbiz.de/10012872906
Saved in:
3
One-dimensional Markov-functional models driven by a non-Gaussian driver
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 61-100
Persistent link: https://www.econbiz.de/10012162379
Saved in:
4
A novel partial integrodifferential equation-based framework for pricing interest rate derivatives under jump-extended short-rate models
Coonjobeharry, Radha Krishn
;
Tangman, Désiré Yannick
; …
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 129-161
Persistent link: https://www.econbiz.de/10011441273
Saved in:
5
An n-dimensional Markov-functional interest rate model
Kaisajuntti, Linus
;
Kennedy, Joanne E.
- In:
The journal of computational finance
17
(
2013
)
1
,
pp. 3-41
Persistent link: https://www.econbiz.de/10010337822
Saved in:
6
Does federal funds futures rate contain information about the treasury bill rate?
Kishor, N. Kundan
;
Marfatia, H. A.
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1311-1324
Persistent link: https://www.econbiz.de/10010259457
Saved in:
7
Extended Libor market models with stochastic volatility
Andersen, Leif B. G.
;
Brotherton-Ratcliffe, Rupert
- In:
The journal of computational finance
9
(
2005
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10003191097
Saved in:
8
The information content of interest rate futures and time-varying risk premia
Staikouras, Sotiris K.
- In:
Applied financial economics
14
(
2004
)
11
,
pp. 761-771
Persistent link: https://www.econbiz.de/10002121581
Saved in:
9
Can forward rates be used to improve interest rate forecasts?
Domínguez, Emilio
;
Novales, Alfonso
- In:
Applied financial economics
12
(
2002
)
7
,
pp. 493-504
Persistent link: https://www.econbiz.de/10001676728
Saved in:
10
The relationship between short-term and forward interest rates : a structural time-series analysis
Iyer, Sridhar
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10001525829
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->