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subject:"Interest rate"
~subject:"USA"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
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Selected writings on futures markets : explorations in financial futures markets
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Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
2
Examining arguments made by interest rate cap advocates
Miller, Thomas W.
;
Black, Harold A.
- In:
Reframing financial regulation : enhancing stability …
,
(pp. 342-387)
.
2016
Persistent link: https://www.econbiz.de/10011799954
Saved in:
3
Manipulations of libor and other reference rates: assessing the impact on the interest rate derivatives market
Meyer, Ralf
- In:
Systemic risk and derivatives trading patterns in the …
,
(pp. 91-143)
.
2015
Persistent link: https://www.econbiz.de/10011950066
Saved in:
4
A survey on modeling and analysis of basis spreads
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Recent advances in financial engineering 2011: …
,
(pp. 43-53)
.
2012
Persistent link: https://www.econbiz.de/10009573489
Saved in:
5
Equilibrium on the interest rate market analysis
Kvasničková, Eva
- In:
Market risk and financial markets modeling
,
(pp. 99-113)
.
2012
Persistent link: https://www.econbiz.de/10009514449
Saved in:
6
Massachusetts sells LIBOR index general obligation bonds with an interest rate swap
Feldstein, Sylvan G.
;
Landers, Patrick
- In:
The handbook of municipal bonds
,
(pp. 1253-1256)
.
2008
Persistent link: https://www.econbiz.de/10003715614
Saved in:
7
US treasury securities
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003763526
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8
Interest rate swaps
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003763594
Saved in:
9
Inflation targeting and the anchoring of inflation expectations in the Western Hemisphere
Gürkaynak, Refet S.
;
Levin, Andrew T.
;
Marder, Andrew N.
; …
- In:
Monetary policy under inflation targeting
,
(pp. 415-465)
.
2007
Persistent link: https://www.econbiz.de/10003537406
Saved in:
10
Managing interest rate risk under non-parallel changes : an application of a two-factor model
Moreno, Manuel
- In:
Advances in risk management
,
(pp. 69-85)
.
2007
Persistent link: https://www.econbiz.de/10003401583
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