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subject:"Optionspreistheorie"
~isPartOf:"The journal of futures markets"
~subject:"Swap"
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Optionspreistheorie
Swap
Interest rate derivative
137
Zinsderivat
137
USA
91
United States
87
Public bond
55
Öffentliche Anleihe
55
Hedging
32
Theorie
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Derivat
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Volatilität
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Börsenkurs
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Chen, Son-nan
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Chen, Zhanyu
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Fan, Longzhen
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Hou, Xin
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Liu, Xiaoxi
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Sun, Qian
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Webb, Robert I.
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Wu, Ting-pin
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
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The journal of futures markets
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
Working paper series / Federal Reserve Bank of Atlanta
5
Applied economics
4
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
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Advances in Pacific Basin financial markets
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Applied financial economics letters
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Bank of England Working Paper
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Discussion paper / Centre for Economic Policy Research
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Economic modelling
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Finance research letters
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Financial markets and instruments
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Financial markets and portfolio management
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Global finance journal
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SSE EFI working paper series in economics and finance
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ECONIS (ZBW)
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1
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:
2
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
3
A Skellam market model for loan prime rate options
Chen, Zhanyu
;
Zhang, Kai
;
Zhao, Hongbiao
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10012817951
Saved in:
4
Equity swaps in a LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of futures markets
27
(
2007
)
9
,
pp. 893-920
Persistent link: https://www.econbiz.de/10003518527
Saved in:
5
Special issue from the 13th Annual Asia-Pacific Futures Research Symposium : [held jointly with the International Conference on Derivatives and Risk Management in Shanghai, China,...
Webb, Robert I.
(
contributor
)
-
Asia Pacific Futures Research Symposium <13, 2003, …
-
2003
Persistent link: https://www.econbiz.de/10001825698
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