//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Swap"
~subject:"Theory"
~type_genre:"Book section"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Swaption"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Swap
Theory
Interest rate derivative
100
Zinsderivat
100
Theorie
35
Yield curve
29
Zinsstruktur
29
Public bond
15
Öffentliche Anleihe
15
USA
14
United States
14
Option pricing theory
13
Optionspreistheorie
13
Estimation
12
Interest rate
12
Schätzung
12
Zins
12
Derivat
10
Derivative
10
Hedging
10
Deutschland
8
Germany
8
Interest rate risk
8
Zinsrisiko
8
Stochastic process
7
Stochastischer Prozess
7
Currency derivative
5
Portfolio selection
5
Portfolio-Management
5
Volatility
5
Volatilität
5
Währungsderivat
5
Anleihe
4
Bond
4
Credit risk
4
Interbank market
4
Interbankenmarkt
4
Kreditrisiko
4
OTC market
4
OTC-Handel
4
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
41
Type of publication (narrower categories)
All
Book section
Article in journal
408
Aufsatz in Zeitschrift
408
Graue Literatur
202
Non-commercial literature
202
Arbeitspapier
179
Working Paper
179
Hochschulschrift
74
Thesis
64
Aufsatz im Buch
41
Bibliografie enthalten
23
Bibliography included
23
Lehrbuch
15
Textbook
14
Collection of articles written by one author
10
Sammlung
10
Collection of articles of several authors
8
Forschungsbericht
8
Sammelwerk
8
Formelsammlung
3
Handbook
3
Handbuch
3
Amtsdruckschrift
2
Aufgabensammlung
2
Government document
2
Reprint
2
Aufsatzsammlung
1
Bibliografie
1
Case study
1
Diskette
1
Einführung
1
Fallstudie
1
Floppy disk
1
Glossar enthalten
1
Glossary included
1
Konferenzschrift
1
Mikroform
1
Nachschlagewerk
1
No longer published / No longer aquired
1
Ratgeber
1
more ...
less ...
Language
All
English
32
German
9
Author
All
Fabozzi, Frank J.
3
Choudhry, Moorad
2
Jokisch, Jens
2
Mann, Steven V.
2
Schlögl, Erik
2
Aase Nielsen, Jørgen
1
Amir-Atefi, Keyvan
1
Andriosopoulos, Kostas
1
Bianchi, Stephen W.
1
Björk, Tomas
1
Brabazon, Anthony
1
Bradley, Robert
1
Breuer, Wolfgang
1
Broll, Udo
1
Buetow, Gerald W.
1
Bufalo, Michele
1
Chu, Eric H.
1
Chung, In-hwan
1
D'Souza, Dylan
1
Davis, Roger L.
1
Di Persio, Luca
1
Draper, Dennis W.
1
Dun, Tim
1
Feldstein, Sylvan G.
1
Flavell, Richard
1
Fox, Thomas B.
1
Freisleben, Bernd
1
Gerhard, Frank
1
Gorenflo, Rudolf
1
Gugole, Nicola
1
Hatgioannides, John
1
Hill, Joanne M.
1
Hoag, James W.
1
Holler, Jürgen
1
Holthusen, Jan
1
Jarrow, Robert A.
1
Jensen, Bjarne Astrup
1
Karouzakis, Nikolaos
1
Keller, Thomas
1
Koh, Annie
1
more ...
less ...
Published in...
All
Financial markets and instruments
2
New methods in fixed income modeling : fixed income modeling
2
Selected writings on futures markets : explorations in financial futures markets
2
The handbook of fixed income securities
2
The handbook of municipal bonds
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in risk management
1
Analytical models for financial modeling and risk management
1
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
1
Conférences des Professeurs honoris causa du Groupe HEC
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
1
Essays on fixed income and inflation forecasting
1
Finance
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1993 ; Beiträge zum 6. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 8.- 10. Dezember 1993
1
Geld- und Wirtschaftspolitik in gesellschaftlicher Verantwortung : Gedächtnisschrift für Karl-Heinz Ketterer
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
1
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
1
Japan, Europe and international financial markets : analytical and empirical perspectives
1
Kapitalmarkt, Unternehmensfinanzierung und rationale Entscheidungen : Festschrift für Jochen Wilhelm
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Modelling reality and personal modelling
1
Monetary policy under uncertainty
1
Natural computing in computational finance : volume 2 ; [the inspiration for this book was due in part to the success of EvoFIN 2008, the 2nd European Workshop on Evolutionary Computation in Finance and Economics. EvoFIN 2008 took place in conjunction with Evo* 2008 in Naples, Italy (26 - 28 March 2008).]
1
Neue Finanzierungsinstrumente für Unternehmen : Strategie, Anwendung und Erfolgssicherung ; [15. Stuttgarter Unternehmensgespräch ... 8. November 1995]
1
Operations research : Reflexionen aus Theorie und Praxis ; Festschrift zum 60. Geburtstag von Hans-Jürgen Zimmermann
1
Recent research in financial modelling
1
Research handbook of financial markets
1
Risk management : challenge and opportunity : with 37 figures and 46 tables
1
Selected papers of the Symposium on Operations Research (SOR'96) : Braunschweig, September 3 - 6, 1996
1
Three essays on the Finnish fixed income markets
1
Unternehmensführung und Kapitalmarkt : Festschrift für Herbert Hax
1
Valuation, financial modeling, and quantitative tools
1
Vision und Verantwortung : Herausforderungen an der Schwelle zum neuen Jahrtausend ; Festschrift für Manfred Bodin zum 60. Geburtstag
1
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bond portfolio management, swap strategy, duration, and convexity
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015047705
Saved in:
2
Interest rate swaps
Wei, Bin
;
Yue, Vivian Z.
- In:
Research handbook of financial markets
,
(pp. 407-428)
.
2023
Persistent link: https://www.econbiz.de/10014331087
Saved in:
3
A new approach to CIR short-term rates modelling
Orlando, Giuseppe
;
Mininni, Rosa Maria
;
Bufalo, Michele
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 35-43)
.
2018
Persistent link: https://www.econbiz.de/10012011576
Saved in:
4
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:
5
Convexity adjustment for constant maturity swaps in a multi-curve framework
Karouzakis, Nikolaos
;
Hatgioannides, John
; …
- In:
Analytical models for financial modeling and risk management
,
(pp. 159-181)
.
2018
Persistent link: https://www.econbiz.de/10011897166
Saved in:
6
Forecasting swap spreads: a Bayesian approach
Nikitina, Olena
- In:
Essays on fixed income and inflation forecasting
,
(pp. 80-106)
.
2015
Persistent link: https://www.econbiz.de/10011639455
Saved in:
7
Lognormal forward market model (LFM) volatility function approximation
Chung, In-hwan
;
Dun, Tim
;
Schlögl, Erik
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 369-405)
.
2010
Persistent link: https://www.econbiz.de/10008749176
Saved in:
8
A neuro-evolutionary approach for interest rate modelling
Bradley, Robert
;
Brabazon, Anthony
;
O'Neill, Michael
- In:
Natural computing in computational finance : volume 2 ; …
,
(pp. 75-93)
.
2009
Persistent link: https://www.econbiz.de/10009515158
Saved in:
9
Interest rate swaps and their application to tax-exempt financing
Chu, Eric H.
;
Underwood, Craig
;
Fox, Thomas B.
; …
- In:
The handbook of municipal bonds
,
(pp. 299-344)
.
2008
Persistent link: https://www.econbiz.de/10003714918
Saved in:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->