//--> //--> //--> //-->
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:"The European journal of finance"
~subject:"Interest rate"
~subject:"Theorie"
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
Theorie
Interest rate derivative
31
Zinsderivat
31
Option pricing theory
20
Optionspreistheorie
20
Yield curve
17
Zinsstruktur
17
Theory
15
Derivat
11
Derivative
11
Volatility
9
Volatilität
9
Swap
6
Zins
6
Simulation
5
Stochastic process
5
Stochastischer Prozess
5
Arbitrage Pricing
4
Arbitrage pricing
4
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Estimation
2
Portfolio selection
2
Portfolio-Management
2
Schätzung
2
1996-1997
1
ANOVA
1
ARCH model
1
ARCH-Modell
1
Analysis
1
Anleihe
1
Arbitrage
1
Australia
1
Australien
1
Bayes-Statistik
1
Bayesian inference
1
Bermudan products
1
Bermudan swaptions
1
Bond
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
20
Author
All
Kennedy, Joanne E.
2
Piterbarg, Vladimir V.
2
Andersen, Leif B. G.
1
Aspremont, Alexandre d'
1
Benninga, Simon
1
Bhar, Ramaprasad
1
Bhuruth, Muddun
1
Brotherton-Ratcliffe, Rupert
1
Chiarella, Carl
1
Coonjobeharry, Radha Krishn
1
Darbellay, Georges A.
1
Fusai, Gianluca
1
Glasserman, Paul
1
Gogala, Jaka
1
Gurrola-Perez, Pedro
1
Herrerias, Renata
1
Kaisajuntti, Linus
1
Kurbanmuradov, O.
1
Longo, Giovanni
1
Lopes, Sara Dutra
1
McMillan, David G.
1
Mercurio, Fabio
1
Miltersen, Kristian R.
1
Moraleda Novo, Juan Manuel
1
Rebonato, Riccardo
1
Sabelfeld, K.
1
Schoenmakers, John
1
Sidenius, Jakob
1
Speight, Alan E. H.
1
Tangman, Désiré Yannick
1
Vázquez, Carlos
1
Wiener, Zvi
1
Zanotti, Giovanna
1
Zhao, Xiaoliang
1
more ...
less ...
Published in...
All
The journal of computational finance
The European journal of finance
The journal of futures markets
41
International journal of theoretical and applied finance
20
Advances in futures and options research : a research annual
17
Journal of banking & finance
17
The journal of fixed income
17
Finance and stochastics
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
The review of financial studies
10
Applied mathematical finance
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Review of futures markets
9
Review of derivatives research
8
SSE EFI working paper series in economics and finance
8
The journal of finance : the journal of the American Finance Association
7
Working paper
7
Working papers / The Levy Economics Institute
7
Discussion paper / B
6
Economics letters
6
Journal of economic dynamics & control
6
Journal of financial and quantitative analysis : JFQA
6
Report / Erasmus Center for Financial Research, Erasmus University
6
Applied financial economics
5
Discussion paper / Tinbergen Institute
5
Europäische Hochschulschriften / 5
5
Finance : revue de l'Association Française de Finance
5
Gabler Edition Wissenschaft
5
International review of financial analysis
5
Journal of financial economics
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
SFB 649 discussion paper
5
Applied economics
4
Discussion paper / Centre for Economic Policy Research
4
Journal of business economics : JBE
4
Journal of mathematical finance
4
Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
4
NBER working paper series
4
Quantitative finance
4
Selected writings on futures markets : explorations in financial futures markets
4
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
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
A libor market model including credit risk under the real-world measure
Lopes, Sara Dutra
;
Vázquez, Carlos
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 111-141
Persistent link: https://www.econbiz.de/10012544160
Saved in:
4
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:
5
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:
6
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:
7
Pricing and hedging callable Libor exotics in forward Libor models
Piterbarg, Vladimir V.
- In:
The journal of computational finance
8
(
2004/2005
)
2
,
pp. 65-117
Persistent link: https://www.econbiz.de/10002597597
Saved in:
8
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:
9
Risk-management methods for the Libor market model using semidefinite programming
Aspremont, Alexandre d'
- In:
The journal of computational finance
8
(
2004/2005
)
4
,
pp. 77-99
Persistent link: https://www.econbiz.de/10002990531
Saved in:
10
Computing deltas of callable Libor exotics in forward Libor models
Piterbarg, Vladimir V.
- In:
The journal of computational finance
7
(
2004
)
3
,
pp. 107-144
Persistent link: https://www.econbiz.de/10002060746
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->