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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Interest rate modelling after the financial crisis"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Interest rate derivative
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Advances in futures and options research : a research annual
Interest rate modelling after the financial crisis
Mathematical finance : an international journal of mathematics, statistics and financial theory
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
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Applied mathematical finance
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The journal of finance : the journal of the American Finance Association
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Journal of international financial markets, institutions & money
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Europäische Hochschulschriften / 5
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Journal of financial economics
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Review of derivatives research
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Selected writings on futures markets : explorations in financial futures markets
12
International review of financial analysis
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Working paper
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SSE EFI working paper series in economics and finance
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Report / Erasmus Center for Financial Research, Erasmus University
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The European journal of finance
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Working papers / The Levy Economics Institute
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Applied economics
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Finance : revue de l'Association Française de Finance
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Gabler Edition Wissenschaft
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Interest rate futures : concepts and issues
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Journal of economic dynamics & control
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Journal of mathematical finance
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Quantitative finance
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ECONIS (ZBW)
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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
Banks' risk exposures
Begenau, Juliane
;
Piazzesi, Monika
;
Schneider, Martin
-
2015
Persistent link: https://www.econbiz.de/10011308062
Saved in:
4
Swaption pricing in affine and other models
Kim, Don H.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 790-820
Persistent link: https://www.econbiz.de/10011308168
Saved in:
5
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
6
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:
7
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:
8
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:
9
Bootstrapping the illiquidity : multiple-yield-curve construction for market-coherent discount and FRA rates estimation
Ametrano, Ferdinando M.
;
Bianchetti, Marco
- In:
Interest rate modelling after the financial crisis
,
(pp. 153-215)
.
2013
Persistent link: https://www.econbiz.de/10011456972
Saved in:
10
Irony in derivative discounting : after the crisis
Henrard, Marc
- In:
Interest rate modelling after the financial crisis
,
(pp. 217-239)
.
2013
Persistent link: https://www.econbiz.de/10011456981
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