//--> //--> //--> //-->
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
source:"econis"
~accessRights:"restricted"
~subject:"Interest rate derivative"
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:"Fristigkeitsstruktur der Zinssätze"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Interest rate derivative
Yield curve
2,254
Zinsstruktur
2,254
Theorie
680
Theory
680
Risikoprämie
540
Risk premium
540
Estimation
511
Schätzung
511
Public bond
497
Öffentliche Anleihe
497
Interest rate
440
Zins
437
Geldpolitik
394
Monetary policy
393
Kreditrisiko
385
Credit risk
384
Capital income
315
Kapitaleinkommen
315
Bond
294
Anleihe
293
Corporate bond
256
Unternehmensanleihe
256
Forecasting model
253
Prognoseverfahren
253
Volatility
251
Volatilität
250
USA
230
United States
230
Option pricing theory
205
Optionspreistheorie
205
EU countries
189
EU-Staaten
189
Euro area
183
Eurozone
183
Rentenmarkt
154
Bond market
153
Welt
151
World
151
CAPM
150
Public debt
135
more ...
less ...
Online availability
All
Undetermined
Free
249
Type of publication
All
Article
108
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
101
Aufsatz in Zeitschrift
101
Aufsatz im Buch
6
Book section
6
Conference paper
4
Konferenzbeitrag
4
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Hochschulschrift
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
122
German
2
Author
All
Filipović, Damir
4
Rebonato, Riccardo
4
Backwell, Alex
3
Grbac, Zorana
3
Lin, Shih-kuei
3
Trolle, Anders B.
3
Akram, Tanweer
2
Ben-Abdallah, Ramzi
2
Branger, Nicole
2
Breton, Michèle
2
Caspers, Peter
2
David-Pur, Lior
2
Desmettre, Sascha
2
Eberlein, Ernst
2
Elliott, Robert J.
2
Fanelli, Viviana
2
Galil, Koresh
2
Gerhart, Christoph
2
Gogala, Jaka
2
Ito, Takayasu
2
Kennedy, Joanne E.
2
Kienitz, Jörg
2
Larsson, Martin
2
Lopes, Sara Dutra
2
Mamun, Khawaja Abdullah al
2
Mi, Yanhui
2
Poncet, Patrice
2
Portait, Roland
2
Rosenboim, Mosi
2
Schlag, Christian
2
Stenfors, Alexis
2
Toder, Igor
2
Vázquez, Carlos
2
Wu, Ping
2
Zhong, Yangfan
2
Aas, Kjersti
1
Ahamed, Naseem
1
Alfeus, Mesias
1
Andriosopoulos, Kostas
1
Arrouy, Pierre-Edouard
1
more ...
less ...
Institution
All
Walter de Gruyter GmbH & Co. KG
1
World Bank
1
Published in...
All
International journal of financial engineering
9
International journal of theoretical and applied finance
8
Quantitative finance
7
International review of financial analysis
4
Journal of banking & finance
4
The journal of computational finance
4
Annual review of financial economics
3
Applied economics
3
Applied mathematical finance
3
European journal of operational research : EJOR
3
Journal of mathematical finance
3
SpringerLink / Bücher
3
The journal of futures markets
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Finance and stochastics
2
International Journal of Financial Markets and Derivatives : IJFMD
2
Journal of economic issues
2
Journal of financial economics
2
Journal of international financial markets, institutions & money
2
New methods in fixed income modeling : fixed income modeling
2
Research paper series / Swiss Finance Institute
2
Review of derivatives research
2
The North American journal of economics and finance : a journal of financial economics studies
2
Advances in Pacific Basin business, economics and finance
1
Algorithmic finance
1
Analytical models for financial modeling and risk management
1
Asia Pacific financial markets
1
Computational Management Science : CMS
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
European financial management : the journal of the European Financial Management Association
1
Finance and Capital Markets Series
1
Finance research letters
1
Financial Engineering Explained
1
Financial engineering explained
1
Financial markets and asset pricing
1
Financial markets and portfolio management
1
Insurance / Mathematics & economics
1
International journal of economic policy in emerging economies : IJEPEE
1
International journal of economics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
124
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
Bishwal, Jaya Prakasah Narayan
- In:
Algorithmic finance
10
(
2023
)
1/2
,
pp. 53-66
Persistent link: https://www.econbiz.de/10014474576
Saved in:
2
Interest rate swaps
Wei, Bin
;
Yue, Vivian Z.
- In:
Research handbook of financial markets
,
(pp. 407-428)
.
2023
Persistent link: https://www.econbiz.de/10014331087
Saved in:
3
U.S. dollar swap yields : an analysis of the dynamics of monthly changes
Akram, Tanweer
;
Mamun, Khawaja Abdullah al
- In:
Journal of economic issues
57
(
2023
)
2
,
pp. 522-531
Persistent link: https://www.econbiz.de/10014445024
Saved in:
4
Hedging demand and near-zero swap spreads : evidence from the Chinese interest rate swap market
Li, Shaoyu
;
Zhu, Chunhui
;
Shang, Yuhuang
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 170-185
Persistent link: https://www.econbiz.de/10014461557
Saved in:
5
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:
6
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
7
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
8
Short-term ratebBenchmarks : the post-LIBOR regime
Tuckman, Bruce
- In:
Annual review of financial economics
15
(
2023
),
pp. 473-491
Persistent link: https://www.econbiz.de/10014426350
Saved in:
9
The Q-measure dynamics of forward rates
Rebonato, Riccardo
- In:
Annual review of financial economics
15
(
2023
),
pp. 493-522
Persistent link: https://www.econbiz.de/10014426352
Saved in:
10
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->