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person:"Broll, Udo"
~person:"Miltersen, Kristian R."
~person:"Ritchken, Peter H."
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Search: subject_exact:"Interest rate futures"
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Interest rate derivative
23
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23
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20
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11
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11
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10
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6
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Broll, Udo
Miltersen, Kristian R.
Ritchken, Peter H.
Chiarella, Carl
17
Hess, Dieter
17
Hautsch, Nikolaus
15
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9
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4
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Risk management : challenge and opportunity : with 37 figures and 46 tables
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ECONIS (ZBW)
23
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1
New no-arbitrage conditions and the term structure of interest rate futures
Miltersen, Kristian R.
;
Aase Nielsen, Jørgen
; …
- In:
Annals of finance
2
(
2006
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10003338003
Saved in:
2
Hedging in the possible presence of unspanned stochastic volatility : evidence from swaption markets
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 2219-2248
Persistent link: https://www.econbiz.de/10001797838
Saved in:
3
Bankrisiko, Zinsmargen und flexibles Futures-Hedging
Broll, Udo
;
Jaenicke, Johannes
- In:
Swiss journal of economics and statistics
136
(
2000
)
2
,
pp. 147-160
Persistent link: https://www.econbiz.de/10001498531
Saved in:
4
Bankrisiko, Zinsmargen und flexibles Futures-Hedging
Broll, Udo
;
Jaenicke, Johannes
-
2000
Persistent link: https://www.econbiz.de/10001463533
Saved in:
5
Financial hedging and banks' assets and liabilities management
Wahl, Jack E.
;
Broll, Udo
-
2000
Persistent link: https://www.econbiz.de/10001463534
Saved in:
6
Financial hedging and banks' assets and liabilities management
Wahl, Jack E.
;
Broll, Udo
- In:
Risk management : challenge and opportunity : with 37 …
,
(pp. 213-227)
.
2000
Persistent link: https://www.econbiz.de/10001496196
Saved in:
7
Interest rate futures and bank hedging
Broll, Udo
;
Guinnane, Timothy
- In:
OR-Spektrum : quantitative approaches in management
21
(
1999
)
1/2
,
pp. 71-80
Persistent link: https://www.econbiz.de/10001411495
Saved in:
8
Interest rate option pricing with volatility humps
Ritchken, Peter H.
;
Chuang, Iyuan
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 237-262
Persistent link: https://www.econbiz.de/10001493259
Saved in:
9
Pricing of interest rate contingent claims : implementing a simulation approach
Miltersen, Kristian R.
- In:
The journal of computational finance
1
(
1998
)
3
,
pp. 7-62
Persistent link: https://www.econbiz.de/10001632703
Saved in:
10
Zinsänderungsrisiken : optimaler Einsatz von Futures beim Risikomanagement der Banken
Broll, Udo
;
Jaenicke, Johannes
-
1998
Persistent link: https://www.econbiz.de/10013428233
Saved in:
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