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subject:"Optionspreistheorie"
~isPartOf:"Applied economics"
~subject:"Swap"
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Optionspreistheorie
Swap
Interest rate derivative
7
Zinsderivat
7
Interest rate
3
Option pricing theory
3
Yield curve
3
Zins
3
Zinsstruktur
3
Derivat
2
Derivative
2
Futures
2
LIBOR market model
2
Public bond
2
Öffentliche Anleihe
2
1977-1985
1
2005-2009
1
Arbitrage
1
CIP deviations
1
Central bank
1
Central bank swap lines
1
Currency derivative
1
EU countries
1
EU-Staaten
1
Euro
1
Exchange rate policy
1
Financial crisis
1
Finanzkrise
1
Finanzmathematik
1
Geldpolitik
1
Government securities
1
Heath-Jarrow-Morton (HJM) Model
1
Hedging
1
Interest rate parity
1
Mathematical finance
1
Monetary policy
1
Risikomaß
1
Risk measure
1
Staatspapier
1
Theorie
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English
4
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Allen, William A.
1
Baaquie, Belal E.
1
Backwell, Alex
1
Du, Xin
1
Moessner, Richhild
1
Ruddock, Ralph
1
Tang, Pan
1
Ze-To, Samuel Yau Man
1
Zhang, Ying
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Applied economics
International journal of theoretical and applied finance
19
The journal of computational finance
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Review of derivatives research
11
Applied mathematical finance
10
Finance and stochastics
9
International journal of financial engineering
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
The journal of fixed income
8
Working papers / The Levy Economics Institute
8
Journal of banking & finance
7
Journal of financial economics
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Advances in futures and options research : a research annual
5
European journal of operational research : EJOR
5
Gabler Edition Wissenschaft
5
International review of financial analysis
5
Journal of mathematical finance
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Quantitative finance
5
The journal of futures markets
5
Working paper series / Federal Reserve Bank of Atlanta
5
Europäische Hochschulschriften / 5
4
Journal of economic dynamics & control
4
Risks : open access journal
4
Série de trabalhos para discussão
4
The journal of finance : the journal of the American Finance Association
4
Advances in Pacific Basin financial markets
3
Applied financial economics letters
3
Bank of England Working Paper
3
Discussion paper / Centre for Economic Policy Research
3
Economic modelling
3
Finance research letters
3
Financial markets and instruments
3
Financial markets and portfolio management
3
Global finance journal
3
Research paper series / Swiss Finance Institute
3
SSE EFI working paper series in economics and finance
3
Staff working papers / Bank of England
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ECONIS (ZBW)
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1
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
2
Effects of the Fed's enhanced swap line with the ECB on CIP deviations
Moessner, Richhild
;
Allen, William A.
- In:
Applied economics
53
(
2021
)
10
,
pp. 1178-1183
Persistent link: https://www.econbiz.de/10012425457
Saved in:
3
Linearized Hamiltonian of the LIBOR market model : analytical and empirical results
Tang, Pan
;
Baaquie, Belal E.
;
Du, Xin
;
Zhang, Ying
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 878-891
Persistent link: https://www.econbiz.de/10011432758
Saved in:
4
Estimating value-at-risk under a Heath-Jarrow-Morton framework with jump
Ze-To, Samuel Yau Man
- In:
Applied economics
44
(
2012
)
19/21
,
pp. 2729-2741
Persistent link: https://www.econbiz.de/10009546636
Saved in:
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