//--> //--> //--> //-->
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:"Review of derivatives research"
~source:"econis"
~subject:"Währungsderivat"
~subject:"Zinsderivat"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
Währungsderivat
Zinsderivat
Interest rate derivative
13
Option pricing theory
10
Optionspreistheorie
10
Theorie
8
Theory
8
Zinsstruktur
6
Volatility
4
Volatilität
4
Derivat
3
Derivative
3
Interest rate derivatives
2
Markov chain
2
Markov-Kette
2
Option trading
2
Optionsgeschäft
2
Swap
2
Arbitrage Pricing
1
Arbitrage pricing
1
Arbitrage-free pricing model
1
Binomial algorithms
1
CAPM
1
Contingent claims
1
Counterparty
1
Credit risk
1
Cross-currency
1
Currency derivative
1
Derivatives
1
Discrete-time arbitrage-free Nelson-Siegel model
1
Discrete-time models
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Floating rate loans
1
Interest rate
1
Interest rate options
1
Interest rate swap
1
Interest rate swaps
1
Jump diffusion model
1
Kreditrisiko
1
more ...
less ...
Online availability
All
Undetermined
4
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
Ritchken, Peter H.
2
Burnetas, Apostolos N.
1
Christiansen, Charlotte
1
Chuang, Iyuan
1
Clewlow, Les
1
Costabile, Massimo
1
Das, Sanjiv R.
1
Eghbalzadeh, Ramin
1
Gaillardetz, Patrice
1
Godin, Frédéric
1
Hodges, Stewart D.
1
Huang, Li-Jhang
1
Jarrow, Robert A.
1
Li, Haitao
1
Li, Siguang
1
Løchte Jørgensen, Peter
1
Massabo, Ivar
1
Meyer, Ralf
1
Nunes, Jo~ao Pedro Vidal
1
Pelsser, Antoon André Jean
1
Pietersz, Raoul
1
Russo, Emilio
1
Strunk Hansen, Charlotte
1
Wang, Ming-Chieh
1
more ...
less ...
Published in...
All
Review of derivatives research
The journal of futures markets
139
International journal of theoretical and applied finance
33
The journal of fixed income
29
Advances in futures and options research : a research annual
28
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
Review of futures markets
18
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
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
7
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
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
Interest rate swaps : a comparison of compounded daily versus discrete reference rates
Jarrow, Robert A.
;
Li, Siguang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014266351
Saved in:
3
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:
4
Profitability patterns in the interest rate derivatives market
Meyer, Ralf
- In:
Review of derivatives research
20
(
2017
)
3
,
pp. 231-254
Persistent link: https://www.econbiz.de/10011936002
Saved in:
5
A binomial approximation for two-state Markovian HJM models
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10009272493
Saved in:
6
A comparison of single factor Markov-functional and multi factor market models
Pietersz, Raoul
;
Pelsser, Antoon André Jean
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 245-272
Persistent link: https://www.econbiz.de/10008695888
Saved in:
7
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
- In:
Review of derivatives research
5
(
2002
)
1
,
pp. 51-80
Persistent link: https://www.econbiz.de/10001652021
Saved in:
8
Interest rate option pricing with volatility humps
Ritchken, Peter H.
;
Chuang, Iyuan
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 237-262
Persistent link: https://www.econbiz.de/10001493259
Saved in:
9
Interst rate derivatives in a Duffie and Kan model with stochastic volatility : an Arrow-Debreu pricing approach
Nunes, Jo~ao Pedro Vidal
;
Clewlow, Les
;
Hodges, Stewart D.
- In:
Review of derivatives research
3
(
1999
)
1
,
pp. 5-66
Persistent link: https://www.econbiz.de/10001445808
Saved in:
10
Pricing of swaps with default risk
Li, Haitao
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 231-250
Persistent link: https://www.econbiz.de/10001497946
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->