//--> //--> //--> //-->
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:"International journal of financial engineering"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Journal of international financial markets, institutions & money"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Interest rate derivative
35
Zinsderivat
35
Yield curve
17
Zinsstruktur
17
Option pricing theory
11
Optionspreistheorie
11
Theorie
6
Theory
6
USA
6
United States
6
CAPM
5
EU countries
5
EU-Staaten
5
Swap
5
Derivat
4
Derivative
4
Estimation
4
Government securities
4
Großbritannien
4
LIBOR market model
4
Public bond
4
Schätzung
4
Staatspapier
4
United Kingdom
4
Öffentliche Anleihe
4
Anleihe
3
Bond
3
Electronic trading
3
Elektronisches Handelssystem
3
Hedging
3
Interest rate
3
Stochastic process
3
Stochastischer Prozess
3
Welt
3
World
3
Zins
3
1985-1988
2
Bid-ask spread
2
Bond futures
2
CSA
2
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
34
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
35
Author
All
Mi, Yanhui
2
Zhong, Yangfan
2
Abbott, Ashok B.
1
Afonso, António
1
Ap Gwilym, Owain
1
Attari, Mukarram
1
Barnhill, Theodore M.
1
Benos, Evangelos
1
Bessler, Wolfgang
1
Chatziantoniou, Ioannis
1
Chen, Ren-Raw
1
Chernenko, Sergey
1
Chow, K. Victor
1
Clare, Andrew D.
1
David-Pur, Lior
1
Ederington, Louis H.
1
Elliott, Robert J.
1
Faulkender, Michael
1
Flesaker, Bjorn
1
Freimann, Eckhard
1
Frino, Alex
1
Fuji, Masaaki
1
Gabauer, David
1
Galil, Koresh
1
Giribone, Pier Giuseppe
1
Heidari, Massoud
1
Hull, John
1
Jain, Shashi
1
Kanas, Angelos
1
Karlsson, Patrik
1
Kim, Suk-Joong
1
Kracaw, William Allen
1
Lee, Jae-ha
1
Ligato, Simone
1
Lyons, Richard K.
1
Martens, Martin
1
McConnell, John J.
1
McInish, Thomas H.
1
McMillan, David G.
1
Mulas, Martina
1
more ...
less ...
Published in...
All
International journal of financial engineering
Journal of financial and quantitative analysis : JFQA
Journal of international financial markets, institutions & money
The journal of futures markets
138
International journal of theoretical and applied finance
33
The journal of fixed income
29
Advances in futures and options research : a research annual
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Journal of banking & finance
24
The journal of computational finance
23
Review of futures markets
18
Applied mathematical finance
16
The journal of finance : the journal of the American Finance Association
16
Finance and stochastics
15
The review of financial studies
15
Applied financial economics
13
Europäische Hochschulschriften / 5
13
IMF Working Papers
13
Journal of financial economics
13
Review of derivatives research
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Selected writings on futures markets : explorations in financial futures markets
12
Interest rate modelling after the financial crisis
11
International review of financial analysis
11
Working paper
11
SSE EFI working paper series in economics and finance
10
NBER working paper series
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / B
8
Economics letters
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The European journal of finance
8
Working papers / The Levy Economics Institute
8
Applied economics
7
Finance : revue de l'Association Française de Finance
7
Gabler Edition Wissenschaft
7
Interest rate futures : concepts and issues
7
Journal of economic dynamics & control
7
Journal of mathematical finance
7
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->