//--> //--> //--> //-->
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
~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Interest rate modelling after the financial crisis"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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:"Zinstermingeschäft"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Interest rate derivative
55
Zinsderivat
55
Yield curve
22
Zinsstruktur
22
Theorie
21
Theory
21
USA
19
United States
19
Public bond
13
Öffentliche Anleihe
13
CAPM
12
Option pricing theory
10
Optionspreistheorie
10
Hedging
7
Bond
6
Anleihe
5
Credit risk
5
Derivat
5
Derivative
5
Kreditrisiko
5
Stochastic process
5
Stochastischer Prozess
5
Forecasting model
3
Interbank market
3
Interbankenmarkt
3
Prognoseverfahren
3
Risiko
3
Risk
3
1982-1985
2
Arbitrage
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Capital income
2
Credit derivative
2
Currency derivative
2
Estimation
2
Government securities
2
Interest rate
2
Kapitaleinkommen
2
Kreditderivat
2
more ...
less ...
Online availability
All
Free
4
Undetermined
4
Type of publication
All
Article
46
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Aufsatz im Buch
11
Book section
11
Arbeitspapier
9
Working Paper
9
Graue Literatur
6
Non-commercial literature
6
more ...
less ...
Language
All
English
55
Author
All
Bianchetti, Marco
3
Jamshidian, Farshid
2
Koulis, Theodoro
2
Overdahl, James A.
2
Ronn, Ehud I.
2
Tian, Yisong Sam
2
Ametrano, Ferdinando M.
1
Amin, Ahsan
1
Arak, Marcelle V.
1
Arnott, Robert D.
1
Athanassakos, George
1
Augustin, Patrick
1
Aït-Sahalia, Yacine
1
Backus, David
1
Begenau, Juliane
1
Bhattacharya, Anand K.
1
Bidima, Martin Le Doux Mbele
1
Bookstaber, Richard M.
1
Boudoukh, Jacob
1
Carayannopoulos, Peter
1
Carlicchi, Mattia
1
Castelino, Mark G.
1
Chatterjee, Sris
1
Chen, Andrew H.
1
Chernov, Mikhail
1
Cheyette, Oren
1
Chibane, Messaoud
1
Choi, Jin W.
1
Duedahl, Sindre
1
Duffie, Darrell
1
Fabozzi, Frank J.
1
Fujii, Masaaki
1
Goldman, D.
1
Goodman, Laurie Sharon
1
Haghani, Victor
1
Hao, Ruili
1
Heath, D.
1
Hegde, Shantaram P.
1
Hendershott, Patric H.
1
Henrard, Marc
1
more ...
less ...
Published in...
All
Advances in futures and options research : a research annual
Interest rate modelling after the financial crisis
Journal of mathematical finance
Working paper / National Bureau of Economic Research, Inc.
The journal of futures markets
137
International journal of theoretical and applied finance
33
The journal of fixed income
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Journal of banking & finance
24
The journal of computational finance
23
Review of futures markets
18
Applied mathematical finance
16
The journal of finance : the journal of the American Finance Association
16
Finance and stochastics
15
Journal of international financial markets, institutions & money
15
The review of financial studies
15
Applied financial economics
13
Europäische Hochschulschriften / 5
13
Journal of financial economics
13
Review of derivatives research
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Selected writings on futures markets : explorations in financial futures markets
12
International review of financial analysis
11
Journal of financial and quantitative analysis : JFQA
11
Working paper
11
SSE EFI working paper series in economics and finance
10
International journal of financial engineering
9
NBER working paper series
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Discussion paper / B
8
Economics letters
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The European journal of finance
8
Working papers / The Levy Economics Institute
8
Applied economics
7
Finance : revue de l'Association Française de Finance
7
Gabler Edition Wissenschaft
7
Interest rate futures : concepts and issues
7
Journal of economic dynamics & control
7
Quantitative finance
7
more ...
less ...
Source
All
ECONIS (ZBW)
55
Showing
1
-
10
of
55
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Benchmark interest rates when the government is risky
Augustin, Patrick
;
Chernov, Mikhail
;
Schmid, Lukas
; …
-
2019
Persistent link: https://www.econbiz.de/10012136990
Saved in:
2
Monetary policy and the stock market : time-series evidence
Neuhierl, Andreas
;
Weber, Michael
-
2016
Persistent link: https://www.econbiz.de/10011585385
Saved in:
3
Valuation of quanto caps and floors in a calibrated multi-curve cross-currency LIBOR market model
Wamwea, Charity
;
Ngare, Philip
;
Bidima, Martin Le Doux Mbele
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 698-725
Persistent link: https://www.econbiz.de/10012433485
Saved in:
4
Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 401-415
Persistent link: https://www.econbiz.de/10011583529
Saved in:
5
Valuation of game option bonds under the generalized Ho-Lee model : a stochastic game approach
Ochiai, Natsumi
;
Ohnishi, Masamitsu
- In:
Journal of mathematical finance
5
(
2015
)
4
,
pp. 412-422
Persistent link: https://www.econbiz.de/10011439173
Saved in:
6
Banks' risk exposures
Begenau, Juliane
;
Piazzesi, Monika
;
Schneider, Martin
-
2015
Persistent link: https://www.econbiz.de/10011308062
Saved in:
7
Pricing credit default swap under fractional Vasicek interest rate model
Hao, Ruili
;
Liu, Yonghui
;
Wang, Shoubai
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 10-20
Persistent link: https://www.econbiz.de/10010422093
Saved in:
8
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:
9
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:
10
Modern pricing of interest rate derivatives including funding and collateral
Bianchetti, Marco
- In:
Interest rate modelling after the financial crisis
,
(pp. 113-152)
.
2013
Persistent link: https://www.econbiz.de/10011456963
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->