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~isPartOf:"Financial Management Association survey and synthesis series"
~isPartOf:"The journal of futures markets"
~subject:"Swap"
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Search: subject_exact:"Zinsdifferenz"
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Swap
Yield curve
62
Zinsstruktur
62
Volatility
24
Volatilität
24
USA
22
United States
21
Option pricing theory
17
Optionspreistheorie
17
Theorie
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Theory
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Interest rate derivative
14
Zinsderivat
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Derivat
9
Derivative
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Estimation
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Forecasting model
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Prognoseverfahren
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Schätzung
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Stochastic process
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Kapitaleinkommen
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Zins
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Öffentliche Anleihe
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Chen, Son-nan
2
Wu, Ting-pin
2
Chang, Jui-jane
1
Fan, Longzhen
1
Hou, Xin
1
Liu, Xiaoxi
1
Poskitt, Russell
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Sun, Qian
1
Xie, Jinming
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Financial Management Association survey and synthesis series
The journal of futures markets
International journal of theoretical and applied finance
12
Journal of banking & finance
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
International review of financial analysis
7
The journal of computational finance
7
Research paper series / Swiss Finance Institute
6
Journal of financial economics
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Applied mathematical finance
4
International journal of financial engineering
4
Journal of financial and quantitative analysis : JFQA
4
Journal of international financial markets, institutions & money
4
The journal of fixed income
4
Working papers / The Levy Economics Institute
4
Discussion papers / CEPR
3
Finance and stochastics
3
HKIMR working paper
3
International review of economics & finance : IREF
3
NBER Working Paper
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NBER working paper series
3
Quantitative finance
3
Review of derivatives research
3
Staff working papers / Bank of England
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of finance : the journal of the American Finance Association
3
Working papers / Bank for International Settlements
3
Applied financial economics letters
2
Cambridge working papers in economics
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Cambridge-INET working papers
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Danmarks Nationalbank working papers
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Discussion paper / Tinbergen Institute
2
Economics letters
2
Europäische Hochschulschriften / 5
2
Finance research letters
2
Harvard Business School Finance Case
2
Investment management and financial innovations
2
Journal of econometrics
2
Journal of mathematical finance
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
Saved in:
2
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:
3
Currency-protected swaps and swaptions with nonzero spreads in a multicurrency LMM
Chang, Jui-jane
;
Chen, Son-nan
;
Wu, Ting-pin
- In:
The journal of futures markets
33
(
2013
)
9
,
pp. 827-867
Persistent link: https://www.econbiz.de/10009779065
Saved in:
4
Equity swaps in a LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of futures markets
27
(
2007
)
9
,
pp. 893-920
Persistent link: https://www.econbiz.de/10003518527
Saved in:
5
Benchmark tipping and the role of the swap market in price discovery
Poskitt, Russell
- In:
The journal of futures markets
27
(
2007
)
10
,
pp. 981-1001
Persistent link: https://www.econbiz.de/10003531008
Saved in:
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