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subject:"Interest rate derivative"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Theorie"
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Interest rate derivative
Theorie
Currency derivative
6
Theory
6
Währungsderivat
6
Yield curve
4
Zinsstruktur
4
Devisenmarkt
2
Foreign exchange market
2
Hedging
2
Transaction costs
2
Transaktionskosten
2
Zinsderivat
2
Derivat
1
Derivative
1
Economic model
1
Libor
1
Martingal
1
Martingale
1
Probability theory
1
Risikoprämie
1
Risk premium
1
Swap
1
Two-country model
1
Wahrscheinlichkeitsrechnung
1
Wirtschaftsmodell
1
Zwei-Länder-Modell
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admissibility
1
forward swap rate
1
market model
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English
6
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Kabanov, Jurij M.
2
Delbaen, Freddy
1
Glasserman, Paul
1
Kou, Steven
1
Last, Günter
1
Li, Libo
1
Rutkowski, Marek
1
Sandmann, Klaus
1
Slinko, Irina
1
Sondermann, Dieter
1
Valkeila, Esko
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of international money and finance
55
The journal of futures markets
40
NBER working paper series
32
NBER Working Paper
28
Working paper / National Bureau of Economic Research, Inc.
21
Economics letters
13
Journal of international financial markets, institutions & money
13
Discussion paper
12
Discussion paper / Centre for Economic Policy Research
12
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
11
IMF working paper
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Journal of empirical finance
11
Applied financial economics
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Journal of financial and quantitative analysis : JFQA
10
Advances in futures and options research : a research annual
9
EUI working paper / ECO
9
European economic review : EER
9
IMF working papers
9
Journal of banking & finance
8
Journal of international economics
8
The Manchester School of Economic and Social Studies
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Working paper
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Applied economics
7
Discussion paper / Tinbergen Institute
7
Economic modelling
7
International review of economics & finance : IREF
7
International review of financial analysis
7
Journal of money, credit and banking : JMCB
7
The European journal of finance
7
Diskussionsbeiträge / 2
6
Finance research letters
6
Global finance journal
6
International economic journal
6
Kredit und Kapital
6
The journal of finance : the journal of the American Finance Association
6
Bulletin of economic research
5
Discussion papers / CEPR
5
International economic review
5
International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
2
On finite dimensional realizations of two-country intereste rate models
Slinko, Irina
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10003955690
Saved in:
3
The term structure of simple forward rates with jump risk
Glasserman, Paul
;
Kou, Steven
- In:
Mathematical finance : an international journal of …
13
(
2003
)
3
,
pp. 383-410
Persistent link: https://www.econbiz.de/10001782287
Saved in:
4
Hedging under transaction costs in currency markets: a discrete-time model
Delbaen, Freddy
;
Kabanov, Jurij M.
;
Valkeila, Esko
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10001686163
Saved in:
5
Hedging under transaction costs in currency markets: a continuous-time model
Kabanov, Jurij M.
;
Last, Günter
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 63-70
Persistent link: https://www.econbiz.de/10001686166
Saved in:
6
A note on the stability of lognormal interest rate models and the pricing of Eurodollar futures
Sandmann, Klaus
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 119-125
Persistent link: https://www.econbiz.de/10001220282
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