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subject:"Yield curve"
~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Review of futures markets"
~source:"econis"
~subject:"Zinsderivat"
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Yield curve
Zinsderivat
Interest rate derivative
46
Theorie
26
Theory
26
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25
United States
25
Public bond
18
Öffentliche Anleihe
18
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Advances in futures and options research : a research annual
Review of futures markets
The journal of futures markets
139
International journal of theoretical and applied finance
33
The journal of fixed income
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Journal of banking & finance
24
The journal of computational finance
23
Applied mathematical finance
16
The journal of finance : the journal of the American Finance Association
16
Finance and stochastics
15
Journal of international financial markets, institutions & money
15
The review of financial studies
15
Applied financial economics
13
Journal of financial economics
13
Review of derivatives research
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Selected writings on futures markets : explorations in financial futures markets
12
Europäische Hochschulschriften / 5
11
Interest rate modelling after the financial crisis
11
International review of financial analysis
11
Journal of financial and quantitative analysis : JFQA
11
Working paper
11
SSE EFI working paper series in economics and finance
10
International journal of financial engineering
9
NBER working paper series
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / B
8
Economics letters
8
Quantitative finance
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The European journal of finance
8
Working papers / The Levy Economics Institute
8
Applied economics
7
Finance : revue de l'Association Française de Finance
7
Gabler Edition Wissenschaft
7
Interest rate futures : concepts and issues
7
Journal of economic dynamics & control
7
Journal of mathematical finance
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1
The valuation of default risk in corporate bonds and interest rate swaps
Nielsen, Soren S.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 175-196
Persistent link: https://www.econbiz.de/10001226756
Saved in:
2
Negative option values implicit in extendable Canadian treasury bonds
Athanassakos, George
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 83-110
Persistent link: https://www.econbiz.de/10001226770
Saved in:
3
Valuation of two-factor term structure models
Goldman, D.
;
Heath, D.
;
Kentwell, Glenn
;
Platen, Eckhard
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 263-291
Persistent link: https://www.econbiz.de/10001211280
Saved in:
4
A one-factor lognormal Markovian interest rate model : theory and implementation
Li, Anlong
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 229-239
Persistent link: https://www.econbiz.de/10001211283
Saved in:
5
A comparative analysis of the Irish and UK interest rate futures markets
Barnes, Edel
- In:
Review of futures markets
13
(
1994
)
2
,
pp. 621-655
Persistent link: https://www.econbiz.de/10001169318
Saved in:
6
Loss aversion in a futures market : an empirical test
Heisler, Jeffrey
- In:
Review of futures markets
13
(
1994
)
3
,
pp. 793-822
Persistent link: https://www.econbiz.de/10001169328
Saved in:
7
The construction of a path-independent interest rate tree : the model of Heath, Jarrow and Morton
Munnik, Jeroen F. de
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 135-145
Persistent link: https://www.econbiz.de/10001196349
Saved in:
8
A reexamination of lattice procedures for interest rate-contingent claims
Tian, Yisong Sam
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 87-111
Persistent link: https://www.econbiz.de/10001196351
Saved in:
9
The expected spot rate and risk premium components of treasury bill futures rates
Pilotte, Eugene A.
- In:
Review of futures markets
12
(
1994
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10001183631
Saved in:
10
The weekly pattern in Treasury bond futures and GARCH effects
Najand, Mohammad
- In:
Review of futures markets
12
(
1994
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001183637
Saved in:
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