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type_genre:"Aufsatz im Buch"
~subject:"Interest rate"
~subject:"Kreditrisiko"
~subject:"Portfolio selection"
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Search: subject_exact:"Constant maturity swap"
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Interest rate
Kreditrisiko
Portfolio selection
Interest rate derivative
99
Zinsderivat
99
Theorie
34
Theory
34
Yield curve
28
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28
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Aufsatz im Buch
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Fabozzi, Frank J.
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Mann, Steven V.
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Amir-Atefi, Keyvan
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1
Buetow, Gerald W.
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Carlicchi, Mattia
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Selected writings on futures markets : explorations in financial futures markets
3
The handbook of fixed income securities
3
Interest rate modelling after the financial crisis
2
Advances in risk management
1
Conférences des Professeurs honoris causa du Groupe HEC
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Dynamic models and their applications in emerging markets
1
Economic theory, dynamics and markets : essays in honor of Ryuzo Sato
1
Financial markets and instruments
1
Geld- und Wirtschaftspolitik in gesellschaftlicher Verantwortung : Gedächtnisschrift für Karl-Heinz Ketterer
1
Market risk and financial markets modeling
1
Reframing financial regulation : enhancing stability and protecting consumers
1
Systemic risk and derivatives trading patterns in the banking system
1
The handbook of municipal bonds
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ECONIS (ZBW)
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1
Examining arguments made by interest rate cap advocates
Miller, Thomas W.
;
Black, Harold A.
- In:
Reframing financial regulation : enhancing stability …
,
(pp. 342-387)
.
2016
Persistent link: https://www.econbiz.de/10011799954
Saved in:
2
Manipulations of libor and other reference rates: assessing the impact on the interest rate derivatives market
Meyer, Ralf
- In:
Systemic risk and derivatives trading patterns in the …
,
(pp. 91-143)
.
2015
Persistent link: https://www.econbiz.de/10011950066
Saved in:
3
Evolution of the markets after the credit crunch
Bianchetti, Marco
;
Carlicchi, Mattia
- In:
Interest rate modelling after the financial crisis
,
(pp. 5-60)
.
2013
Persistent link: https://www.econbiz.de/10011456956
Saved in:
4
Solving the puzzle in the interest rate market
Morini, Massimo
- In:
Interest rate modelling after the financial crisis
,
(pp. 61-105)
.
2013
Persistent link: https://www.econbiz.de/10011456960
Saved in:
5
Equilibrium on the interest rate market analysis
Kvasničková, Eva
- In:
Market risk and financial markets modeling
,
(pp. 99-113)
.
2012
Persistent link: https://www.econbiz.de/10009514449
Saved in:
6
Massachusetts sells LIBOR index general obligation bonds with an interest rate swap
Feldstein, Sylvan G.
;
Landers, Patrick
- In:
The handbook of municipal bonds
,
(pp. 1253-1256)
.
2008
Persistent link: https://www.econbiz.de/10003715614
Saved in:
7
Interest rate swaps
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003763594
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8
Managing interest rate risk under non-parallel changes : an application of a two-factor model
Moreno, Manuel
- In:
Advances in risk management
,
(pp. 69-85)
.
2007
Persistent link: https://www.econbiz.de/10003401583
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9
Econometric modelling of the euro using two-factor continous time dynamic interest rate models
Nowman, Khalid B.
;
Thapar, Harry
- In:
Dynamic models and their applications in emerging markets
,
(pp. 69-76)
.
2005
Persistent link: https://www.econbiz.de/10003225351
Saved in:
10
Introduction to interest-rate futures and options contracts
Fabozzi, Frank J.
;
Mann, Steven V.
;
Pitts, Mark
- In:
The handbook of fixed income securities
,
(pp. 1163-1185)
.
2005
Persistent link: https://www.econbiz.de/10003055263
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