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~isPartOf:"Journal of financial economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Liquidität"
~subject:"Zinsderivat"
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Liquidität
Zinsderivat
Swap
35
Theorie
22
Theory
22
Option pricing theory
15
Optionspreistheorie
15
Yield curve
13
Zinsstruktur
13
Credit risk
10
Kreditrisiko
10
Credit derivative
9
Kreditderivat
9
Derivat
8
Derivative
8
Volatility
8
Volatilität
8
Interest rate derivative
7
Stochastic process
7
Stochastischer Prozess
7
Credit default swaps
5
Insolvency
5
Insolvenz
5
Portfolio selection
4
Portfolio-Management
4
CAPM
3
Credit insurance
3
Interest rate
3
Kreditversicherung
3
Liquidity
3
OTC market
3
OTC-Handel
3
Zins
3
credit default swaps
3
Analysis of variance
2
Arbitrage
2
Arbitrage Pricing
2
Arbitrage pricing
2
Bank liquidity
2
Bankenliquidität
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CDS
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9
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Aragon, George O.
1
Cenedese, Gino
1
Filipović, Damir
1
Galluccio, S.
1
Huang, Z.
1
Kim, Don H.
1
Leippold, Markus
1
Li, Lei
1
Li, Libo
1
Ly, J.-M.
1
Minton, Bernadette A.
1
Qian, Jun
1
Ranaldo, Angelo
1
Rutkowski, Marek
1
Scaillet, Olivier
1
Strømberg, Jacob
1
Subrahmanyam, Marti G.
1
Tang, Dragon Yongjun
1
Trolle, Anders B.
1
Vasios, Michalis
1
Wang, Sarah Qian
1
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Journal of financial economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of financial crises
9
Working papers / The Levy Economics Institute
8
International journal of theoretical and applied finance
7
Discussion papers / CEPR
6
International review of financial analysis
6
Applied mathematical finance
5
Staff working papers / Bank of England
5
The journal of computational finance
5
The journal of fixed income
5
BIS Working Paper
4
European journal of operational research : EJOR
4
NBER working paper series
4
Research paper series / Swiss Finance Institute
4
The journal of futures markets
4
Working papers / Bank for International Settlements
4
Bank of England Working Paper
3
HKIMR working paper
3
IMES discussion paper series / Englische Ausgabe
3
International journal of financial engineering
3
NBER Working Paper
3
Staff reports / Federal Reserve Bank of New York
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Working paper series / Federal Reserve Bank of Atlanta
3
Working paper series / Frankfurt School of Finance & Management
3
Annual review of financial economics
2
Applied financial economics letters
2
BIS working papers
2
CFM discussion paper series
2
Corporate risk : strategies and management
2
Discussion paper
2
Discussion paper / Centre for Economic Policy Research
2
Documentos de trabajo / Banco de España
2
Economics letters
2
Essays on the market structure and pricing of credit derivatives
2
Europäische Hochschulschriften / 5
2
Finance research letters
2
Financial markets and instruments
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1
OTC premia
Cenedese, Gino
;
Ranaldo, Angelo
;
Vasios, Michalis
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012545370
Saved in:
2
The use of credit default swaps by bond mutual funds : Liquidity provision and counterparty risk
Aragon, George O.
;
Li, Lei
;
Qian, Jun
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 168-185
Persistent link: https://www.econbiz.de/10012130937
Saved in:
3
Credit default swaps, exacting creditors and corporate liquidity management
Subrahmanyam, Marti G.
;
Tang, Dragon Yongjun
;
Wang, …
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 395-414
Persistent link: https://www.econbiz.de/10011751452
Saved in:
4
Swaption pricing in affine and other models
Kim, Don H.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 790-820
Persistent link: https://www.econbiz.de/10011308168
Saved in:
5
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
6
Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus
;
Strømberg, Jacob
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
Saved in:
7
The term structure of interbank risk
Filipović, Damir
;
Trolle, Anders B.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 707-733
Persistent link: https://www.econbiz.de/10010205349
Saved in:
8
Theory and calibration of swap market models
Galluccio, S.
;
Ly, J.-M.
;
Huang, Z.
;
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 111-141
Persistent link: https://www.econbiz.de/10003543112
Saved in:
9
An empirical examination of basic valuation models for plain vanilla US interest rate swaps
Minton, Bernadette A.
- In:
Journal of financial economics
44
(
1997
)
2
,
pp. 251-277
Persistent link: https://www.econbiz.de/10001222156
Saved in:
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