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type_genre:"Aufsatz im Buch"
~subject:"Kreditrisiko"
~subject:"Portfolio selection"
~subject:"Swap"
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Search: subject_exact:"Constant maturity swap"
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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
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ECONIS (ZBW)
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Interest rate swaps
Wei, Bin
;
Yue, Vivian Z.
- In:
Research handbook of financial markets
,
(pp. 407-428)
.
2023
Persistent link: https://www.econbiz.de/10014331087
Saved in:
2
Convexity adjustment for constant maturity swaps in a multi-curve framework
Karouzakis, Nikolaos
;
Hatgioannides, John
; …
- In:
Analytical models for financial modeling and risk management
,
(pp. 159-181)
.
2018
Persistent link: https://www.econbiz.de/10011897166
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
Interest rate swaps and their application to tax-exempt financing
Chu, Eric H.
;
Underwood, Craig
;
Fox, Thomas B.
; …
- In:
The handbook of municipal bonds
,
(pp. 299-344)
.
2008
Persistent link: https://www.econbiz.de/10003714918
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
Saved in:
8
The determinants of the swap spread and understanding the LIBOR term premium
Choudhry, Moorad
-
2008
Persistent link: https://www.econbiz.de/10003763816
Saved in:
9
Hedging fixed income securities with interest rate swaps
Ramamurthy, Shrikant
-
2008
Persistent link: https://www.econbiz.de/10003765492
Saved in:
10
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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