//--> //--> //--> //-->
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:"Gabler Edition Wissenschaft"
~isPartOf:"International journal of financial engineering"
~subject:"Bankenliquidität"
~subject:"Optionspreistheorie"
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_exact:"Interest rate futures"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Bankenliquidität
Optionspreistheorie
Interest rate derivative
16
Zinsderivat
16
Option pricing theory
14
Yield curve
12
Zinsstruktur
12
Theorie
5
Theory
5
Deutschland
4
Germany
4
LIBOR market model
4
Stochastic process
4
Stochastischer Prozess
4
Credit risk
3
Derivat
3
Derivative
3
Estimation
3
Interest rate
3
Kreditrisiko
3
Schätzung
3
Swap
3
Zins
3
Anleihe
2
Basel Accord
2
Basler Akkord
2
Bond
2
CAPM
2
CSA
2
Collateral
2
Finanzmathematik
2
Hedging
2
Kreditsicherung
2
Mathematical finance
2
OIS
2
multi-factor model
2
multiplicative basis
2
square-root process
2
Adjustment
1
Affine interest rate models
1
Anpassung
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
9
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Hochschulschrift
6
Thesis
6
Bibliografie enthalten
3
Bibliography included
3
Language
All
English
9
German
6
Author
All
Mi, Yanhui
2
Zhong, Yangfan
2
Bardenhewer, Martin Maria
1
Düllmann, Klaus
1
Elliott, Robert J.
1
Fuji, Masaaki
1
Giribone, Pier Giuseppe
1
Heitmann, Frank
1
Jain, Shashi
1
Karlsson, Patrik
1
Kirschner, Wolfgang
1
Ligato, Simone
1
Mulas, Martina
1
Oosterlee, Cornelis Willebrordus
1
Ostrovski, Vladimir
1
Pan, Jian
1
Schmidt, Andreas
1
Schulze, Michael
1
Takahashi, Akihiko
1
Wu, Ping
1
Zhou, Xiangying
1
more ...
less ...
Published in...
All
Gabler Edition Wissenschaft
International journal of financial engineering
The journal of computational finance
18
International journal of theoretical and applied finance
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Review of derivatives research
10
Applied mathematical finance
9
Finance and stochastics
9
Journal of banking & finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Advances in futures and options research : a research annual
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Quantitative finance
5
The journal of futures markets
5
European journal of operational research : EJOR
4
Journal of financial economics
4
Journal of mathematical finance
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Risks : open access journal
4
Série de trabalhos para discussão
4
Advances in Pacific Basin financial markets
3
Applied economics
3
Global finance journal
3
SSE EFI working paper series in economics and finance
3
The journal of finance : the journal of the American Finance Association
3
The journal of fixed income
3
The review of financial studies
3
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Berichte des Fraunhofer ITWM
2
Bonn Econ Discussion Papers / BGSE
2
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
2
Discussion paper / B
2
Discussion paper / Centre for Economic Policy Research
2
Economic modelling
2
Europäische Hochschulschriften / 5
2
Finance research letters
2
Financial markets and portfolio management
2
Interest rate, term structure, and valuation modeling
2
International Journal of Financial Markets and Derivatives : IJFMD
2
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
LIBOR market model with multiplicative basis
Zhong, Yangfan
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011923001
Saved in:
2
Pricing in-arrears caps and ratchet caps under LIBOR market model with multiplicative basis
Zhong, Yangfan
;
Mi, Yanhui
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011923038
Saved in:
3
Pricing for options in a mixed fractional Hull-White interest rate model
Pan, Jian
;
Zhou, Xiangying
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673121
Saved in:
4
The effects of negative interest rates on the estimation of option sensitivities : the impact of switching from a log-normal to a normal model
Giribone, Pier Giuseppe
;
Ligato, Simone
;
Mulas, Martina
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011673134
Saved in:
5
Asset pricing under general collateralization
Mi, Yanhui
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011777842
Saved in:
6
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:
7
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:
8
Efficient and exact simulation of the Gaussian affine interest rate models
Ostrovski, Vladimir
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011577107
Saved in:
9
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:
10
Konversionsfaktoren für Future-Kontrakte auf ausfallrisikobehaftete Anleihen
Düllmann, Klaus
-
2002
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001700889
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->