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~isPartOf:"Global finance journal"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The journal of computational finance"
~subject:"Zinsstruktur"
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Zinsstruktur
Swap
39
Theorie
14
Theory
14
Option pricing theory
13
Optionspreistheorie
13
Credit risk
12
Derivat
12
Derivative
12
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Schätzung
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United States
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Credit default swap
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Interest rate parity
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Option trading
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Stenfors, Alexis
2
Abad, Pilar
1
Andersen, Leif
1
Chatziantoniou, Ioannis
1
David-Pur, Lior
1
Gabauer, David
1
Galil, Koresh
1
Glasserman, Paul
1
Joshi, Mark S.
1
Kiesel, Rüdiger
1
Korn, Ralf
1
Liang, Qian
1
Lopes, Sara Dutra
1
Lutz, Matthias
1
Merener, Nicolas
1
Novales, Alfonso
1
Reisinger, Christoph
1
Rosenboim, Mosi
1
Shapir, Offer Moshe
1
Vázquez, Carlos
1
Wissmann, Rasmus
1
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1
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Global finance journal
Journal of international financial markets, institutions & money
The journal of computational finance
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
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
The journal of futures markets
5
Applied mathematical finance
4
International journal of financial engineering
4
Journal of financial and quantitative analysis : JFQA
4
The journal of fixed income
4
Working papers / The Levy Economics Institute
4
Finance and stochastics
3
HKIMR working paper
3
International review of economics & finance : IREF
3
NBER Working Paper
3
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
2
Cambridge-INET working papers
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Danmarks Nationalbank working papers
2
Discussion paper / Tinbergen Institute
2
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Economics letters
2
Europäische Hochschulschriften / 5
2
Harvard Business School Finance Case
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Investment management and financial innovations
2
Journal of econometrics
2
Journal of mathematical finance
2
Pacific-Basin finance journal
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Research in international business and finance
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ECONIS (ZBW)
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1
Cross-currency basis swap spreads and corporate dollar funding
David-Pur, Lior
;
Galil, Koresh
;
Rosenboim, Mosi
; …
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014433286
Saved in:
2
Independent policy, dependent outcomes : a game of cross-country dominoes across European yield curves
Stenfors, Alexis
;
Chatziantoniou, Ioannis
;
Gabauer, David
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013533377
Saved in:
3
A libor market model including credit risk under the real-world measure
Lopes, Sara Dutra
;
Vázquez, Carlos
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 111-141
Persistent link: https://www.econbiz.de/10012544160
Saved in:
4
Bid-ask spread determination in the FX swap market : competition, collusion or a convention?
Stenfors, Alexis
- In:
Journal of international financial markets, …
54
(
2018
),
pp. 78-97
Persistent link: https://www.econbiz.de/10011984028
Saved in:
5
An exact and efficient method for computing cross-Gammas of Bermudan swaptions and cancelable swaps under the Libor market model
Joshi, Mark S.
;
Zhu, Dan
- In:
The journal of computational finance
20
(
2016
)
1
,
pp. 113-137
Persistent link: https://www.econbiz.de/10011639618
Saved in:
6
Numerical valuation of derivatives in high-dimensional settings via partial differential equation expansions
Reisinger, Christoph
;
Wissmann, Rasmus
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 95-127
Persistent link: https://www.econbiz.de/10011441267
Saved in:
7
Robust and accurate Monte Carlo simulation of (cross-) Gammas for Bermudan swaptions in the LIBOR market model
Korn, Ralf
;
Liang, Qian
- In:
The journal of computational finance
17
(
2013/2014
)
3
,
pp. 87-110
Persistent link: https://www.econbiz.de/10010366276
Saved in:
8
Efficient pricing of constant maturity swap spread options in a stochastic volatility LIBOR market model
Kiesel, Rüdiger
;
Lutz, Matthias
- In:
The journal of computational finance
14
(
2010/11
)
4
,
pp. 37-72
Persistent link: https://www.econbiz.de/10009241255
Saved in:
9
An error correction factor model of term structure slopes in international swap markets
Abad, Pilar
;
Novales, Alfonso
- In:
Journal of international financial markets, …
15
(
2005
)
3
,
pp. 229-254
Persistent link: https://www.econbiz.de/10002922173
Saved in:
10
Cap and swaption approximations in Libor market models with jumps
Glasserman, Paul
;
Merener, Nicolas
- In:
The journal of computational finance
7
(
2003
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10001805437
Saved in:
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