//--> //--> //--> //-->
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:"Yield curve"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Zins"
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:"Interest rate futures"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
Zins
Interest rate derivative
24
Zinsderivat
24
Zinsstruktur
13
Option pricing theory
9
Optionspreistheorie
9
EU countries
5
EU-Staaten
5
Swap
5
Großbritannien
4
LIBOR market model
4
United Kingdom
4
Derivat
3
Derivative
3
Electronic trading
3
Elektronisches Handelssystem
3
Estimation
3
Government securities
3
Interest rate
3
Public bond
3
Schätzung
3
Staatspapier
3
Stochastic process
3
Stochastischer Prozess
3
Welt
3
World
3
Öffentliche Anleihe
3
Anleihe
2
Bid-ask spread
2
Bond
2
Bond futures
2
CAPM
2
CSA
2
Collateral
2
Credit risk
2
Deutschland
2
Financial market
2
Finanzmarkt
2
Finanzmathematik
2
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Mi, Yanhui
2
Zhong, Yangfan
2
Chatziantoniou, Ioannis
1
David-Pur, Lior
1
Elliott, Robert J.
1
Fuji, Masaaki
1
Gabauer, David
1
Galil, Koresh
1
Giribone, Pier Giuseppe
1
Jain, Shashi
1
Kanas, Angelos
1
Karlsson, Patrik
1
Ligato, Simone
1
McMillan, David G.
1
Mulas, Martina
1
Oosterlee, Cornelis Willebrordus
1
Ostrovski, Vladimir
1
Pan, Jian
1
Rosenboim, Mosi
1
Shapir, Offer Moshe
1
Stenfors, Alexis
1
Takahashi, Akihiko
1
Wu, Ping
1
Zhou, Xiangying
1
more ...
less ...
Published in...
All
International journal of financial engineering
Journal of international financial markets, institutions & money
International journal of theoretical and applied finance
27
The journal of futures markets
21
The journal of computational finance
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
The journal of fixed income
14
Journal of banking & finance
12
The journal of finance : the journal of the American Finance Association
11
The review of financial studies
10
Applied financial economics
9
Applied mathematical finance
9
Finance and stochastics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Interest rate modelling after the financial crisis
8
International review of financial analysis
8
Journal of financial economics
8
Working papers / The Levy Economics Institute
8
Economics letters
7
Journal of mathematical finance
7
Quantitative finance
7
Review of derivatives research
7
Working paper
7
Discussion paper / B
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Advances in futures and options research : a research annual
5
European journal of operational research : EJOR
5
Risks : open access journal
5
SFB 649 discussion paper
5
Journal of financial and quantitative analysis : JFQA
4
Journal of international money and finance
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Research in finance
4
SpringerLink / Bücher
4
Série de trabalhos para discussão
4
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Advances in Pacific Basin financial markets
3
Annual review of financial economics
3
Applied economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Cross-currency basis swap spreads and corporate dollar funding
David-Pur, Lior
;
Galil, Koresh
;
Rosenboim, Mosi
; …
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014433286
Saved in:
2
Independent policy, dependent outcomes : a game of cross-country dominoes across European yield curves
Stenfors, Alexis
;
Chatziantoniou, Ioannis
;
Gabauer, David
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013533377
Saved in:
3
LIBOR market model with multiplicative basis
Zhong, Yangfan
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011923001
Saved in:
4
Pricing in-arrears caps and ratchet caps under LIBOR market model with multiplicative basis
Zhong, Yangfan
;
Mi, Yanhui
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011923038
Saved in:
5
Asset pricing under general collateralization
Mi, Yanhui
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011777842
Saved in:
6
Pricing for options in a mixed fractional Hull-White interest rate model
Pan, Jian
;
Zhou, Xiangying
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673121
Saved in:
7
The effects of negative interest rates on the estimation of option sensitivities : the impact of switching from a log-normal to a normal model
Giribone, Pier Giuseppe
;
Ligato, Simone
;
Mulas, Martina
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011673134
Saved in:
8
Efficient and exact simulation of the Gaussian affine interest rate models
Ostrovski, Vladimir
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011577107
Saved in:
9
A general framework for the benchmark pricing in a fully collateralized market
Fuji, Masaaki
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011587747
Saved in:
10
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011532753
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->