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subject:"Zinsstruktur"
~isPartOf:"Journal of financial economics"
~isPartOf:"Quantitative finance"
~isPartOf:"Review of derivatives research"
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Zinsstruktur
Interest rate derivative
33
Zinsderivat
33
Yield curve
21
Option pricing theory
17
Optionspreistheorie
17
Theorie
13
Theory
13
Derivat
11
Derivative
11
Swap
8
Volatility
8
Volatilität
8
CAPM
5
Interest rate
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Interest rate derivatives
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USA
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United States
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Zins
5
Credit risk
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Kreditrisiko
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LIBOR
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Option trading
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Optionsgeschäft
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Geldmarkt
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Interest rate swaps
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Money market
3
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Capital income
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2
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2
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Financial regulation
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English
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Filipović, Damir
2
Amin, Kaushik I.
1
Asensio, Ivan Oscar
1
Bakshi, Gurdip S.
1
Bormetti, Giacomo
1
Brigo, Damiano
1
Christiansen, Charlotte
1
Costabile, Massimo
1
Crosby, John
1
Eberlein, Ernst
1
Eghbalzadeh, Ramin
1
Feldhütter, Peter
1
Francischello, Marco
1
Gaillardetz, Patrice
1
Gao, Xiaohui
1
Gerhart, Christoph
1
Godin, Frédéric
1
Gupta, Anurag
1
Hansen, Jorge W.
1
Huang, Li-Jhang
1
Jacobs, Kris
1
Karoui, Lotfi
1
Kitapbayev, Yerkin
1
Klingler, Sven
1
Lando, David
1
Leippold, Markus
1
Løchte Jørgensen, Peter
1
Massabo, Ivar
1
Morton, Andrew J.
1
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1
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1
Russo, Emilio
1
Shen, Yang
1
Skov, Jacob Bjerre
1
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1
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Journal of financial economics
Quantitative finance
Review of derivatives research
International journal of theoretical and applied finance
26
The journal of computational finance
15
The journal of fixed income
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
The journal of futures markets
13
Journal of banking & finance
12
The journal of finance : the journal of the American Finance Association
10
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
Applied financial economics
7
Journal of mathematical finance
7
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
Advances in futures and options research : a research annual
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Risks : open access journal
5
SFB 649 discussion paper
5
Economics letters
4
European journal of operational research : EJOR
4
Journal of financial and quantitative analysis : JFQA
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
Working papers / The Levy Economics Institute
4
Annual review of financial economics
3
Applied economics
3
Applied financial economics letters
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Asia-Pacific financial markets
3
Bonn Econ Discussion Papers / BGSE
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Gabler Edition Wissenschaft
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ECONIS (ZBW)
21
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1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
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:
3
Decomposing LIBOR in transition : evidence from the futures markets
Skov, Jacob Bjerre
;
Skovmand, David
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 959-978
Persistent link: https://www.econbiz.de/10014304406
Saved in:
4
Life after LIBOR
Klingler, Sven
;
Syrstad, Olav
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 783-801
Persistent link: https://www.econbiz.de/10013259828
Saved in:
5
VIX futures term structure and the expectations hypothesis
Asensio, Ivan Oscar
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 619-638
Persistent link: https://www.econbiz.de/10012194910
Saved in:
6
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:
7
Bond and option pricing for interest rate model with clustering effects
Zhang, Xin
;
Xiong, Jie
;
Shen, Yang
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 969-981
Persistent link: https://www.econbiz.de/10011911229
Saved in:
8
The value of convexity : a theoretical and empirical investigation
Rebonato, Riccardo
;
Putyatin, Vladislav
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10011905821
Saved in:
9
Impact of multiple curve dynamics in credit valuation adjustments under collateralization
Bormetti, Giacomo
;
Brigo, Damiano
;
Francischello, Marco
; …
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 31-44
Persistent link: https://www.econbiz.de/10011905822
Saved in:
10
A multiple-curve Lévy forward rate model in a two-price economy
Eberlein, Ernst
;
Gerhart, Christoph
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 537-561
Persistent link: https://www.econbiz.de/10011906431
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