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~isPartOf:"Interest rate futures : concepts and issues"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Finanzmarktregulierung"
~subject:"Option pricing theory"
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Finanzmarktregulierung
Option pricing theory
Interest rate derivative
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Zinsderivat
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Public bond
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Attari, Mukarram
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Benos, Evangelos
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Interest rate futures : concepts and issues
Journal of financial and quantitative analysis : JFQA
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
International journal of financial engineering
9
Journal of banking & finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Advances in futures and options research : a research annual
5
Gabler Edition Wissenschaft
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Advances in Pacific Basin financial markets
4
European journal of operational research : EJOR
4
Journal of financial economics
4
Journal of mathematical finance
4
Quantitative finance
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Risks : open access journal
4
Série de trabalhos para discussão
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The journal of futures markets
4
Applied economics
3
Global finance journal
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SSE EFI working paper series in economics and finance
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The journal of finance : the journal of the American Finance Association
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The journal of fixed income
3
The review of financial studies
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Berichte des Fraunhofer ITWM
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Bonn Econ Discussion Papers / BGSE
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Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
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Discussion paper / B
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Discussion paper / Centre for Economic Policy Research
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Economic modelling
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Europäische Hochschulschriften / 5
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Finance research letters
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Financial markets and portfolio management
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Centralized trading, transparency, and interest rate swap market liquidity : evidence from the implementation of the Dodd-Frank Act
Benos, Evangelos
;
Payne, Richard
;
Vasios, Michalis
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10012195554
Saved in:
2
A joint framework for consistently pricing interest rates and interest rate derivatives
Heidari, Massoud
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
3
,
pp. 517-550
Persistent link: https://www.econbiz.de/10003887360
Saved in:
3
Discontinuous interest rate processes : an equilibrium model for bond option prices
Attari, Mukarram
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
3
,
pp. 293-322
Persistent link: https://www.econbiz.de/10001453389
Saved in:
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