//--> //--> //-->
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"
~subject:"Currency derivative"
~subject:"Interest rate"
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
Interest rate derivative
13
Zinsderivat
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
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 options
1
Interest rate swap
1
Interest rate swaps
1
Jump diffusion model
1
Kreditrisiko
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Christiansen, Charlotte
1
Costabile, Massimo
1
Eghbalzadeh, Ramin
1
Gaillardetz, Patrice
1
Godin, Frédéric
1
Huang, Li-Jhang
1
Jarrow, Robert A.
1
Li, Haitao
1
Li, Siguang
1
Løchte Jørgensen, Peter
1
Massabo, Ivar
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
29
International journal of theoretical and applied finance
27
The journal of computational finance
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
The journal of fixed income
15
Journal of banking & finance
12
The journal of finance : the journal of the American Finance Association
12
The review of financial studies
10
Applied financial economics
9
Applied mathematical finance
9
Finance and stochastics
9
International journal of financial engineering
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
Working paper
7
Advances in futures and options research : a research annual
6
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
European journal of operational research : EJOR
5
Journal of financial and quantitative analysis : JFQA
5
Risks : open access journal
5
SFB 649 discussion paper
5
SpringerLink / Bücher
5
Applied economics
4
Discussion paper / Centre for Economic Policy Research
4
Gabler Edition Wissenschaft
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Research in finance
4
Série de trabalhos para discussão
4
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
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
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
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:
5
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:
6
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:
7
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:
8
American bond option pricing in one-factor dynamic term structure models
Løchte Jørgensen, Peter
- In:
Review of derivatives research
1
(
1996
)
3
,
pp. 245-267
Persistent link: https://www.econbiz.de/10001238753
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->