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isPartOf:"The journal of fixed income"
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Schätzung
Interest rate derivative
42
Zinsderivat
42
Yield curve
22
Zinsstruktur
22
Theorie
21
Theory
21
USA
14
United States
14
Swap
9
CAPM
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Volatility
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Volatilität
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Option pricing theory
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Optionspreistheorie
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Derivat
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Derivative
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Credit risk
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Capital income
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Bakshi, Gurdip S.
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Crosby, John
1
Gao, Xiaohui
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Ho, Thomas S. Y.
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The journal of fixed income
Journal of financial economics
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
Applied financial economics
4
CoFE discussion papers
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Journal of banking & finance
4
The journal of finance : the journal of the American Finance Association
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SFB 649 discussion paper
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Journal of international financial markets, institutions & money
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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Advances in Pacific Basin financial markets
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Advances in futures and options research : a research annual
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Applied economics letters
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Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
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Berichte aus der Volkswirtschaft
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Bewertung und Einsatz von Finanzderivaten
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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CFS working paper series
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ECONIS (ZBW)
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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:
2
Generalized Ho-Lee model : a multi-factor state-time dependent implied volatility function approach
Ho, Thomas S. Y.
;
Yi, Sang-bin
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 18-37
Persistent link: https://www.econbiz.de/10003687350
Saved in:
3
Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John
;
White, Alan
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
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