//--> //--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of futures markets"
~subject:"Volatility"
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:"Zinsswap"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Interest rate derivative
177
Zinsderivat
177
USA
106
United States
102
Public bond
66
Öffentliche Anleihe
66
Theorie
58
Theory
58
Hedging
36
Yield curve
27
Zinsstruktur
27
CAPM
25
Volatilität
16
Option pricing theory
15
Optionspreistheorie
15
Derivat
14
Derivative
14
Government securities
14
Staatspapier
14
Arbitrage
11
Currency derivative
11
Währungsderivat
11
Interest rate
9
Zins
9
Commodity exchange
8
Warenbörse
8
Forecast
7
Prognose
7
Börsenkurs
6
Deposit banking
6
Einlagengeschäft
6
Großbritannien
6
Share price
6
Swap
6
United Kingdom
6
Ankündigungseffekt
5
Announcement effect
5
Estimation
5
Schätzung
5
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Camacho, Maximo
1
Chen, Carl R.
1
Chiarella, Carl
1
Christie-David, Rohan
1
Chuderewicz, Russell P.
1
Cotton, Peter
1
Ederington, Louis H.
1
Ferland, René
1
Fouque, Jean-Pierre
1
Gauthier, Geneviève
1
Gurrola, Pedro
1
Herrerías, Renata
1
Huang, Ying
1
Hwang, Injun
1
Keller‐Ressel, Martin
1
Kim, Changki
1
Kim, Don H.
1
Kim, Myeong Hyeon
1
Koch, Timothy W.
1
Lalancette, Simon
1
Lee, Jae-ha
1
Liu, Xiaoxi
1
Papanicolaou, George
1
Papapantoleon, Antonis
1
Ritchken, Peter H.
1
Sankarasubramanian, L.
1
Simon, David P.
1
Sircar, Ronnie
1
Sultan, Jahangir
1
Teichmann, Josef
1
Thomakos, Dimitrios D.
1
Tô, Thuy-duong
1
Wang, T'ao
1
Wu, Jingtao
1
Wu, Tao L.
1
Xie, Jinming
1
Xu, Shengqiang
1
more ...
less ...
Published in...
All
Advances in futures and options research : a research annual
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of futures markets
International journal of theoretical and applied finance
8
The European journal of finance
5
The journal of fixed income
5
Finance and stochastics
4
Journal of banking & finance
4
Review of derivatives research
4
The journal of computational finance
4
Applied mathematical finance
3
Discussion paper / Tinbergen Institute
3
Economic modelling
3
International review of financial analysis
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Research paper series / Swiss Finance Institute
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Advances in Pacific Basin financial markets
2
Advances in investment analysis and portfolio management : a research annual
2
Applied financial economics
2
Applied financial economics letters
2
CoFE discussion papers
2
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
European journal of operational research : EJOR
2
IMES discussion paper series / Englische Ausgabe
2
International finance
2
International review of finance
2
Journal of empirical finance
2
Journal of financial economics
2
Journal of international financial markets, institutions & money
2
Quantitative finance
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Review of futures markets
2
SFB 649 discussion paper
2
SSE EFI working paper series in economics and finance
2
The journal of credit risk : published quarterly by Incisive Media
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
Working paper
2
Algorithmic finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
2
The zero lower bound and economic determinants of the volatility surface in the interest cap markets
Kim, Myeong Hyeon
;
Kim, Changki
;
Hwang, Injun
- In:
The journal of futures markets
37
(
2017
)
6
,
pp. 578-598
Persistent link: https://www.econbiz.de/10011950845
Saved in:
3
The sensitivity of interest rate options to monetary policy decisions : a regime-shift pricing approach
Ferland, René
;
Gauthier, Geneviève
;
Lalancette, Simon
- In:
The journal of futures markets
36
(
2016
)
1
,
pp. 66-87
Persistent link: https://www.econbiz.de/10011567568
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
A random field LIBOR market model
Wu, Tao L.
;
Xu, Shengqiang
- In:
The journal of futures markets
34
(
2014
)
6
,
pp. 580-606
Persistent link: https://www.econbiz.de/10010371410
Saved in:
6
The affine LIBOR models
Keller‐Ressel, Martin
;
Papapantoleon, Antonis
; …
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 627-658
Persistent link: https://www.econbiz.de/10010187682
Saved in:
7
Options on federal funds futures and interest rate volatility
Sultan, Jahangir
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 330-359
Persistent link: https://www.econbiz.de/10010218777
Saved in:
8
Maturity effects in the Mexican interest rate futures market
Gurrola, Pedro
;
Herrerías, Renata
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 371-393
Persistent link: https://www.econbiz.de/10008908357
Saved in:
9
Determinants of Japanese yen interest rate swap spreads : evidence from a smooth transition vector autoregressive model
Huang, Ying
;
Chen, Carl R.
;
Camacho, Maximo
- In:
The journal of futures markets
28
(
2008
)
1
,
pp. 82-107
Persistent link: https://www.econbiz.de/10003746341
Saved in:
10
Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns
Thomakos, Dimitrios D.
;
Wang, T'ao
;
Wu, Jingtao
; …
- In:
The journal of futures markets
28
(
2008
)
9
,
pp. 815-844
Persistent link: https://www.econbiz.de/10003746355
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->