//--> //--> //--> //-->
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 theoretical and applied finance"
~subject:"Interest rate derivative"
~subject:"Währungsderivat"
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:"Swaption"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Interest rate derivative
Währungsderivat
Zinsderivat
33
Yield curve
26
Zinsstruktur
26
Option pricing theory
17
Optionspreistheorie
17
Theorie
14
Theory
14
Derivat
10
Derivative
10
Volatility
8
Volatilität
8
Interest rate
7
Stochastic process
7
Stochastischer Prozess
7
Swap
7
Zins
7
Credit risk
3
Estimation
3
Kreditrisiko
3
LIBOR market model
3
Risikoprämie
3
Risk premium
3
Schätzung
3
Anleihe
2
Bond
2
CAPM
2
Correlation
2
Counterparty risk
2
Currency derivative
2
Deutschland
2
Geldmarkt
2
Germany
2
Großbritannien
2
Korrelation
2
Money market
2
Simulation
2
United Kingdom
2
interest rate derivatives
2
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Conference paper
1
Konferenzbeitrag
1
Language
All
English
33
Author
All
Baviera, Roberto
2
Bouchaud, Jean-Philippe
2
Matacz, Andrew
2
Andresen, Arne
1
Avellaneda, Marco
1
Baaquie, Belal E.
1
Belomestny, Denis
1
Benth, Fred Espen
1
Biagini, Francesca
1
Blaskowitz, Olilver
1
Bregman, Julia
1
Brigo, Damiano
1
Cont, Rama
1
Criens, David
1
Crépey, Stéphane
1
De Malherbe, Etienne
1
Epstein, D.
1
Gach, Florian
1
Genaro, Alan de
1
Gerboud, Rémi
1
Gogala, Jaka
1
Grbac, Zorana
1
Hanton, Pierre
1
Henrard, Marc
1
Herwartz, Helmut
1
Hess, Markus
1
Hui, Cho H.
1
Ito, Sumito
1
Jaimungal, Sebastian
1
Joshi, Mark S.
1
Kazemi, Hossein
1
Kennedy, Joanne E.
1
Kerkhof, Franciscus Lambertus Johannes
1
Koekebakker, Steen
1
Kolodko, Anastasia
1
Konno, Hiroshi
1
Lo, C. F.
1
Mahdavi, Mahnaz
1
McWalter, Thomas A.
1
Mercurio, Fabio
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
The journal of futures markets
139
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
Journal of international financial markets, institutions & money
15
The review of financial studies
15
Applied financial economics
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
Europäische Hochschulschriften / 5
11
Interest rate modelling after the financial crisis
11
International review of financial analysis
11
Journal of financial and quantitative analysis : JFQA
11
Working paper
11
SSE EFI working paper series in economics and finance
10
International journal of financial engineering
9
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
Quantitative finance
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)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient long-dated swaption volatility approximation in the forward-LIBOR model
Van Appel, Jacques
;
McWalter, Thomas A.
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011892565
Saved in:
2
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
3
A note on real-world and risk-neutral dynamics for Heath-Jarrow-Morton frameworks
Criens, David
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012270996
Saved in:
4
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
5
Back-of-the-envelope swaptions in a very parsimonious multi-curve interest rate model
Baviera, Roberto
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012153037
Saved in:
6
Pricing interest rate derivatives under monetary changes
Genaro, Alan de
;
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011926590
Saved in:
7
Classification of two- and three-factor time-homogeneous separable LMMs
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011686867
Saved in:
8
Note on the Smith-Wilson interest rate curve
Gach, Florian
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011568780
Saved in:
9
Electricity futures price modeling with Lévy term structure models
Biagini, Francesca
;
Bregman, Julia
;
Meyer-Brandis, Thilo
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403170
Saved in:
10
The multi-curve potential model
Nguyen, The Anh
;
Seifried, Frank Thomas
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011404390
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->