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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International journal of financial engineering"
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Search: subject_exact:"Finanzswap"
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Swap
18
Option pricing theory
7
Optionspreistheorie
7
Stochastic process
5
Stochastischer Prozess
5
Derivat
4
Derivative
4
Interest rate derivative
4
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Schätztheorie
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2
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18
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SenGupta, Indranil
3
Miller, Marcus
2
Norden, Lars
2
Weber, Martin
2
Acharya, Viral V.
1
Andrieş, Alin Marius
1
Bahaj, Saleem
1
Biswas, Subhojit
1
Burkart, Mike
1
Chan, Leunglung
1
Dhillon, Amrita
1
Elliott, Robert J.
1
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1
Fuji, Masaaki
1
Fung, Chin-To
1
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1
Ghosal, Sayantan
1
Habtemicael, Semere
1
Hui, Cho H.
1
Jain, Shashi
1
Johnson, Tim
1
Karlsson, Patrik
1
Lee, Samuel
1
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1
Lo, Chi-Fai
1
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1
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1
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1
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1
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1
Takahashi, Akihiko
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1
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1
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Discussion paper / Centre for Economic Policy Research
International journal of financial engineering
International journal of theoretical and applied finance
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Journal of banking & finance
26
NBER working paper series
24
The journal of fixed income
24
Applied mathematical finance
23
The journal of financial crises
22
International review of financial analysis
21
The journal of futures markets
19
Working paper / National Bureau of Economic Research, Inc.
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Journal of financial economics
17
NBER Working Paper
17
The journal of computational finance
17
Journal of international financial markets, institutions & money
15
Review of derivatives research
15
International review of economics & finance : IREF
14
Finance and stochastics
13
Research paper series / Swiss Finance Institute
13
Staff working papers / Bank of England
13
The journal of finance : the journal of the American Finance Association
13
European journal of operational research : EJOR
12
Finance research letters
11
Journal of international money and finance
11
Journal of securities operations & custody
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Applied economics
10
European financial management : the journal of the European Financial Management Association
10
Journal of financial and quantitative analysis : JFQA
10
The European journal of finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
The review of financial studies
10
Discussion papers / CEPR
9
Economics letters
9
Journal of financial services research : JFSR
9
Swiss Finance Institute Research Paper
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The journal of investment compliance
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Applied economics letters
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ECONIS (ZBW)
18
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1
Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model
Shoshi, Humayra
;
SenGupta, Indranil
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012815115
Saved in:
2
Covered interest parity in cross-currency swap bases and demand for US treasuries
Hui, Cho H.
;
Lo, Chi-Fai
;
Fung, Chin-To
- In:
International journal of financial engineering
7
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012602952
Saved in:
3
Multi-asset generalized variance swaps in Barndorff-Nielsen and Shephard model
Biswas, Subhojit
;
Mukherjee, Diganta
;
SenGupta, Indranil
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012603783
Saved in:
4
Central bank swap lines
Bahaj, Saleem
;
Reis, Ricardo
-
2018
Persistent link: https://www.econbiz.de/10011934159
Saved in:
5
Analytical pricing formulas for discretely sampled generalized variance swaps under stochastic time change
Tong, Zhigang
;
Liu, Allen
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011778268
Saved in:
6
The impact of international swap lines on stock returns of banks in emerging markets
Andrieş, Alin Marius
;
Fischer, Andreas M.
;
Yeşin, Pınar
-
2016
Persistent link: https://www.econbiz.de/10011484477
Saved in:
7
A general framework for the benchmark pricing in a fully collateralized market
Fuji, Masaaki
;
Takahashi, Akihiko
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011587747
Saved in:
8
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011532753
Saved in:
9
Valuation of CMS range notes in a multifactor LIBOR market model
Wu, Ping
;
Elliott, Robert J.
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011532755
Saved in:
10
Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets
Habtemicael, Semere
;
SenGupta, Indranil
- In:
International journal of financial engineering
3
(
2016
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011673089
Saved in:
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