//--> //--> //-->
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:"Zinsstruktur"
~person:"Jong, Frank de"
~subject:"Welt"
~type_genre:"Arbeitspapier"
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:"Constant maturity swap"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zinsstruktur
Welt
CAPM
2
Derivat
2
Derivative
2
Interest rate derivative
2
Theorie
2
Theory
2
Yield curve
2
Zinsderivat
2
more ...
less ...
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
2
Author
All
Jong, Frank de
Joshi, Mark S.
6
Miltersen, Kristian R.
5
Sandmann, Klaus
5
Akram, Tanweer
4
Björk, Tomas
4
Blaskowitz, Oliver
4
Chiarella, Carl
4
Mamun, Khawaja Abdullah al
4
Schlögl, Erik
4
Schoenmakers, John
4
Sondermann, Dieter
4
Filipović, Damir
3
Herwartz, Helmut
3
Landén, Camilla
3
Pelsser, Antoon André Jean
3
Scaillet, Olivier
3
Augustin, Patrick
2
Bahaj, Saleem
2
Belomestny, Denis
2
Beveridge, Christopher
2
Beyna, Ingo
2
Cadenas Santiago, Gonzalo de
2
Chernov, Mikhail
2
Christiansen, Charlotte
2
Driessen, Joost
2
Durré, Alain
2
Favero, Carlo A.
2
Ferrara, Gerardo
2
Galluccio, Stefano
2
Hanson, Samuel G.
2
Huang, Zhijhang
2
Klingler, Sven
2
Lekkos, Ilias
2
Ly, Jean-Michel
2
Malkhozov, Aytek
2
Mikkelsen, Peter
2
Milas, Costas
2
Moraleda Novo, Juan Manuel
2
Panagiōtidēs, Theodōros
2
more ...
less ...
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
1
Report / Erasmus Center for Financial Research, Erasmus University
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Libor market models verus swap market models for pricing interest rate derivatives: an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692635
Saved in:
2
Libor and Swap Market Models for the pricing of interest rate derivatives : an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
-
2000
Persistent link: https://www.econbiz.de/10001473517
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->