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~isPartOf:"Discussion paper / B"
~isPartOf:"The journal of fixed income"
~subject:"Devisenmarkt"
~subject:"Option pricing theory"
~subject:"United States"
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Search: subject_exact:"Interest-rate elasticity"
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Devisenmarkt
Option pricing theory
United States
Interest rate risk
11
Zinsrisiko
11
Hedging
5
Theorie
5
Theory
5
USA
4
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Discussion paper / B
The journal of fixed income
Journal of banking & finance
9
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8
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7
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6
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ECONIS (ZBW)
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Estimating and hedging most probable extreme changes in multicurrency term structures
Dieudonné, Mathieu
;
Curtillet, Jean-Christophe
- In:
The journal of fixed income
15
(
2005
)
2
,
pp. 51-62
Persistent link: https://www.econbiz.de/10003229858
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2
A note on common interest rate risk measures
Buetow, Gerald W.
;
Fabozzi, Frank J.
;
Hanke, Bernd
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 46-54
Persistent link: https://www.econbiz.de/10001803151
Saved in:
3
Credit risk, interest rate risk, and the business cycle
Alessandrini, Fabio
- In:
The journal of fixed income
9
(
1999
)
2
,
pp. 42-53
Persistent link: https://www.econbiz.de/10001447806
Saved in:
4
Systematic risk in corporate bond credit spreads
Pedrosa, Monica
;
Roll, Richard
- In:
The journal of fixed income
8
(
1998
)
3
,
pp. 7-26
Persistent link: https://www.econbiz.de/10001364560
Saved in:
5
Dynamic cross hedging with mortgage-backed securities
Koutmos, Gregory
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10001252729
Saved in:
6
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000946123
Saved in:
7
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908122
Saved in:
8
Hedging interest rate risk with options on average interest rates
Longstaff, Francis A.
- In:
The journal of fixed income
4
(
1995
)
4
,
pp. 37-45
Persistent link: https://www.econbiz.de/10001178064
Saved in:
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