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~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Interest rate futures"
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Interest rate derivative
148
Zinsderivat
148
Yield curve
101
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101
Option pricing theory
65
Optionspreistheorie
65
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58
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148
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Aufsatz in Zeitschrift
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2
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International journal of financial engineering
9
International journal of theoretical and applied finance
8
The journal of futures markets
8
Quantitative finance
7
Applied mathematical finance
6
International review of financial analysis
6
Journal of banking & finance
5
Applied economics
4
Review of derivatives research
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of computational finance
4
Annual review of financial economics
3
Economics letters
3
European journal of operational research : EJOR
3
Finance research letters
3
Journal of financial economics
3
Journal of mathematical finance
3
Economic modelling
2
Finance and stochastics
2
Financial markets and portfolio management
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International Journal of Financial Markets and Derivatives : IJFMD
2
International review of economics & finance : IREF
2
Journal of economic dynamics & control
2
Journal of economic issues
2
Journal of international financial markets, institutions & money
2
Macroeconomics and finance in emerging market economies
2
The European journal of finance
2
The journal of credit risk : published quarterly by Incisive Media
2
The journal of fixed income : JFI
2
The review of financial studies
2
Theoretical economics letters
2
Advances in Pacific Basin business, economics and finance
1
Algorithmic finance
1
American economic review
1
Asia Pacific financial markets
1
Computational Management Science : CMS
1
Computational economics
1
Emerging markets, finance and trade : EMFT
1
European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
148
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1
Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
Bishwal, Jaya Prakasah Narayan
- In:
Algorithmic finance
10
(
2023
)
1/2
,
pp. 53-66
Persistent link: https://www.econbiz.de/10014474576
Saved in:
2
U.S. dollar swap yields : an analysis of the dynamics of monthly changes
Akram, Tanweer
;
Mamun, Khawaja Abdullah al
- In:
Journal of economic issues
57
(
2023
)
2
,
pp. 522-531
Persistent link: https://www.econbiz.de/10014445024
Saved in:
3
Hedging demand and near-zero swap spreads : evidence from the Chinese interest rate swap market
Li, Shaoyu
;
Zhu, Chunhui
;
Shang, Yuhuang
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 170-185
Persistent link: https://www.econbiz.de/10014461557
Saved in:
4
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:
5
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:
6
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
7
Short-term ratebBenchmarks : the post-LIBOR regime
Tuckman, Bruce
- In:
Annual review of financial economics
15
(
2023
),
pp. 473-491
Persistent link: https://www.econbiz.de/10014426350
Saved in:
8
The Q-measure dynamics of forward rates
Rebonato, Riccardo
- In:
Annual review of financial economics
15
(
2023
),
pp. 493-522
Persistent link: https://www.econbiz.de/10014426352
Saved in:
9
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
Saved in:
10
Cross-currency basis swap spreads and corporate dollar funding
David-Pur, Lior
;
Galil, Koresh
;
Rosenboim, Mosi
; …
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014433286
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