//--> //--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"Review of derivatives research"
~subject:"Currency derivative"
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
Currency derivative
Interest rate derivative
37
Zinsderivat
37
Theorie
21
Theory
21
Zinsstruktur
18
Option pricing theory
16
Optionspreistheorie
16
Volatility
8
Volatilität
8
Derivat
7
Derivative
7
Interest rate
7
Zins
7
Credit risk
4
Estimation
4
Interest rate derivatives
4
Kreditrisiko
4
LIBOR
4
Schätzung
4
Swap
4
USA
4
United States
4
Börsenkurs
3
Deutschland
3
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Germany
3
Option trading
3
Optionsgeschäft
3
Risikoprämie
3
Risk premium
3
Share price
3
Stochastic process
3
Stochastischer Prozess
3
Welt
3
World
3
Ankündigungseffekt
2
Announcement effect
2
Capital income
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Abrantes Metz, Rosa Maria Fontes
1
Alexander, Carol
1
Almeida, Caio
1
Backwell, Alex
1
Beliaeva, Natalia A.
1
Brooks, Robert
1
Christiansen, Charlotte
1
Cline, Brandon N.
1
Costabile, Massimo
1
Duyvesteyn, Johan
1
Eghbalzadeh, Ramin
1
Enders, Walter
1
Fouquau, Julien
1
Gaillardetz, Patrice
1
Gallitschke, Janek
1
Godin, Frédéric
1
Gupta, Anurag
1
Hayes, Joshua
1
Huang, Li-Jhang
1
Indriawan, Ivan
1
Ivanova, Vesela
1
Jiao, Feng
1
Kaeck, Andreas
1
Kraten, Michael
1
Li, Haitao
1
Løchte Jørgensen, Peter
1
Massabo, Ivar
1
Metz, Albert D.
1
Nawalkha, Sanjay K.
1
Pelsser, Antoon André Jean
1
Pietersz, Raoul
1
Puigvert Gutiérrez, Josep Maria
1
Russo, Emilio
1
Seifried, Frank Thomas
1
Seifried, Stefanie
1
Seow, Gim S.
1
Spieser, Philippe K.
1
Strunk Hansen, Charlotte
1
Subrahmanyam, Marti G.
1
Tse, Yiuman
1
more ...
less ...
Published in...
All
Journal of banking & finance
Review of derivatives research
International journal of theoretical and applied finance
26
The journal of futures markets
21
The journal of computational finance
15
The journal of fixed income
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
The journal of finance : the journal of the American Finance Association
11
Applied mathematical finance
9
International journal of financial engineering
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The review of financial studies
9
Finance and stochastics
8
Interest rate modelling after the financial crisis
8
Journal of financial economics
8
Applied financial economics
7
Journal of mathematical finance
7
Quantitative finance
7
Advances in futures and options research : a research annual
6
Discussion paper / B
6
International review of financial analysis
6
Working paper
6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Journal of financial and quantitative analysis : JFQA
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Risks : open access journal
5
SFB 649 discussion paper
5
SpringerLink / Bücher
5
Working papers / The Levy Economics Institute
5
Applied economics
4
Economics letters
4
European journal of operational research : EJOR
4
Gabler Edition Wissenschaft
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Annual review of financial economics
3
Applied financial economics letters
3
Asia-Pacific financial markets
3
Bonn Econ Discussion Papers / BGSE
3
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
2
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
Saved in:
3
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Saved in:
4
Pricing cross-currency interest rate swaps under the Levy market model
Wang, Ming-Chieh
;
Huang, Li-Jhang
- In:
Review of derivatives research
22
(
2019
)
2
,
pp. 329-355
Persistent link: https://www.econbiz.de/10012311817
Saved in:
5
Interbank interest rates : funding liquidity risk and XIBOR basis spreads
Gallitschke, Janek
;
Seifried, Stefanie
;
Seifried, Frank …
- In:
Journal of banking & finance
78
(
2017
),
pp. 142-152
Persistent link: https://www.econbiz.de/10011815126
Saved in:
6
Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Saved in:
7
A comparison of the information in the LIBOR and CMT term structures of interest rates
Brooks, Robert
;
Cline, Brandon N.
;
Enders, Walter
- In:
Journal of banking & finance
54
(
2015
),
pp. 239-253
Persistent link: https://www.econbiz.de/10011377823
Saved in:
8
Statistical evidence about LIBOR manipulation : a "Sherlock Holmes" investigation
Fouquau, Julien
;
Spieser, Philippe K.
- In:
Journal of banking & finance
50
(
2015
),
pp. 632-643
Persistent link: https://www.econbiz.de/10010510174
Saved in:
9
Interest rate forecasts, state price densities and risk premium from Euribor options
Ivanova, Vesela
;
Puigvert Gutiérrez, Josep Maria
- In:
Journal of banking & finance
48
(
2014
),
pp. 210-223
Persistent link: https://www.econbiz.de/10010508142
Saved in:
10
Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 151-163
Persistent link: https://www.econbiz.de/10009411156
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->