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subject:"Germany"
~isPartOf:"The journal of fixed income"
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Search: subject_exact:"Zinsforward"
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Germany
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Interest rate derivative
29
Zinsderivat
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14
Zinsstruktur
14
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Bierwag, Gerald O.
1
Eom, Young Ho
1
Gargouri, Ayoub
1
Han, H. G.
1
Jamshidian, Farshid
1
Koenigsberg, Mark
1
Lai, Van Son
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Ronn, Ehud I.
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Soumaré, Issouf
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The journal of fixed income
The journal of futures markets
16
Advances in futures and options research : a research annual
10
International journal of theoretical and applied finance
7
The journal of finance : the journal of the American Finance Association
7
Discussion paper / B
6
Europäische Hochschulschriften / 5
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Die Bank
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Report / Erasmus Center for Financial Research, Erasmus University
4
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Bundesbank Series 1 Discussion Paper
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Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
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The journal of credit risk : published quarterly by Incisive Media
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working paper / National Bureau of Economic Research, Inc.
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Bonn Econ Discussion Papers / BGSE
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Finance : revue de l'Association Française de Finance
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Interest rate modelling after the financial crisis
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Journal of economics and finance
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ECONIS (ZBW)
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1
Revisiting interest rate swap valuation with counterparty risk, wrong-way risk, and OIS discounting
Gargouri, Ayoub
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 63-80
Persistent link: https://www.econbiz.de/10011684745
Saved in:
2
Transmission of swap spreads and volatilities in the Japenese swap market
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
- In:
The journal of fixed income
12
(
2002
)
1
,
pp. 6-28
Persistent link: https://www.econbiz.de/10001725689
Saved in:
3
The Ho-Lee binomial stochastic process and duration
Bierwag, Gerald O.
- In:
The journal of fixed income
6
(
1996
)
2
,
pp. 76-87
Persistent link: https://www.econbiz.de/10001208580
Saved in:
4
Valuation of options on Eurodollar futures
Han, H. G.
- In:
The journal of fixed income
1
(
1991
)
3
,
pp. 60-73
Persistent link: https://www.econbiz.de/10001117908
Saved in:
5
A delivery option model for treasury bond futures
Koenigsberg, Mark
- In:
The journal of fixed income
1
(
1991
)
1
,
pp. 75-88
Persistent link: https://www.econbiz.de/10001109848
Saved in:
6
Forward induction and construction of yield curve diffusion models
Jamshidian, Farshid
- In:
The journal of fixed income
1
(
1991
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10001109849
Saved in:
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