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~isPartOf:"Financial Management Association survey and synthesis series"
~isPartOf:"The journal of futures markets"
~subject:"Theorie"
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Search: subject_exact:"Zinsdifferenz"
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Theorie
Yield curve
62
Zinsstruktur
62
Volatility
24
Volatilität
24
USA
22
United States
21
Option pricing theory
17
Optionspreistheorie
17
Theory
15
Interest rate derivative
14
Zinsderivat
14
Derivat
9
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9
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8
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8
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8
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Chen, Ren-Raw
2
Back, Kerry E.
1
Bali, Turan G.
1
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1
Cao, Melanie
1
Casassus, Jaime
1
Chen, Son-nan
1
Chritiansen, Charlotte
1
Grønborg, Niels S.
1
Guo, Jia-hau
1
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1
Hsieh, Pei-Lin
1
Huang, Jeffrey
1
Hung, Mao-Wei
1
Li, Xiaowei
1
Lien, Da-hsiang Donald
1
Liu, Peng
1
Lunde, Asger
1
Ritchken, Peter H.
1
Roon, Frans de
1
Sankarasubramanian, L.
1
Tang, Ke
1
Veld- Merkoulova, Yulia
1
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1
Wei, Jason
1
Wu, Tao L.
1
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1
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Financial Management Association survey and synthesis series
The journal of futures markets
NBER working paper series
99
Working paper / National Bureau of Economic Research, Inc.
93
NBER Working Paper
83
Journal of banking & finance
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
The journal of fixed income
61
International journal of theoretical and applied finance
51
Journal of financial economics
50
Working paper
44
The review of financial studies
42
Discussion paper / Centre for Economic Policy Research
41
Economics letters
40
The journal of finance : the journal of the American Finance Association
40
Journal of economic dynamics & control
39
Finance and stochastics
38
Journal of money, credit and banking : JMCB
36
Finance and economics discussion series
32
Journal of financial and quantitative analysis : JFQA
31
Journal of empirical finance
30
Working paper series / European Central Bank
30
Journal of international money and finance
29
Applied mathematical finance
27
Journal of monetary economics
27
Discussion papers / CEPR
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
Working papers series / Federal Reserve Bank of San Francisco
24
Finance research letters
23
Journal of econometrics
23
IMF working papers
22
Staff reports / Federal Reserve Bank of New York
22
Discussion paper
21
International review of economics & finance : IREF
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
The European journal of finance
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
CESifo working papers
19
CREATES research paper
17
ECB Working Paper
17
Economic modelling
17
International review of financial analysis
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ECONIS (ZBW)
15
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15
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1
Predictive power of the implied volatility term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
2
Asset pricing and portfolio choice theory
Back, Kerry E.
-
2017
-
Second edition
Persistent link: https://www.econbiz.de/10011452259
Saved in:
3
Analyzing oil futures with a dynamic Nelson-Siegel model
Grønborg, Niels S.
;
Lunde, Asger
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 153-173
Persistent link: https://www.econbiz.de/10011568059
Saved in:
4
Maximal Gaussian affine models for multiple commodities : a note
Casassus, Jaime
;
Liu, Peng
;
Tang, Ke
- In:
The journal of futures markets
35
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10011346168
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
Real options in theory and practice
Guthrie, Graeme A.
-
2009
Persistent link: https://www.econbiz.de/10013478237
Saved in:
7
Valuation of floating range notes in a LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 697-710
Persistent link: https://www.econbiz.de/10003715122
Saved in:
8
A generalization of Rubinstein's "pay now, choose later"
Guo, Jia-hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
28
(
2008
)
5
,
pp. 488-515
Persistent link: https://www.econbiz.de/10003699777
Saved in:
9
Comparing alternative assumptions on the term structure of futures prices : reply
Roon, Frans de
;
Veld- Merkoulova, Yulia
- In:
The journal of futures markets
24
(
2004
)
11
,
pp. 1101-1104
Persistent link: https://www.econbiz.de/10002248581
Saved in:
10
Regime switching in the yield curve
Chritiansen, Charlotte
- In:
The journal of futures markets
24
(
2004
)
4
,
pp. 315-336
Persistent link: https://www.econbiz.de/10002005349
Saved in:
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