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~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of computational finance"
~subject:"Finanzmarktregulierung"
~subject:"Zinsderivat"
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Search: subject_exact:"Finanzswap"
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Finanzmarktregulierung
Zinsderivat
Swap
34
Option pricing theory
17
Optionspreistheorie
17
Theorie
14
Theory
14
Yield curve
12
Zinsstruktur
12
Credit risk
11
Derivat
11
Derivative
11
Kreditrisiko
11
Interest rate derivative
9
Credit derivative
8
Kreditderivat
8
Volatility
8
Volatilität
8
Credit default swaps
5
Stochastic process
5
Stochastischer Prozess
5
Credit insurance
4
Kreditversicherung
4
Insolvency
3
Insolvenz
3
Liquidity
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Risikoprämie
3
Risk premium
3
USA
3
United States
3
Bank liquidity
2
Bankenliquidität
2
Bermudan swaptions
2
CDS
2
Estimation
2
Financial market regulation
2
Interest rate
2
Interest rate swaps
2
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English
10
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Cenedese, Gino
1
Filipović, Damir
1
Joshi, Mark S.
1
Kiesel, Rüdiger
1
Korn, Ralf
1
Leippold, Markus
1
Liang, Qian
1
Lopes, Sara Dutra
1
Lutz, Matthias
1
Minton, Bernadette A.
1
Onur, Esen
1
Ranaldo, Angelo
1
Reiffen, David A.
1
Reisinger, Christoph
1
Riggs, Lynn
1
Strømberg, Jacob
1
Trolle, Anders B.
1
Vasios, Michalis
1
Vázquez, Carlos
1
Wissmann, Rasmus
1
Zhu, Dan
1
Zhu, Haoxiang
1
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Journal of financial economics
The journal of computational finance
Working papers / The Levy Economics Institute
8
International journal of theoretical and applied finance
7
Journal of securities operations & custody
7
Applied mathematical finance
5
International review of financial analysis
5
The journal of fixed income
5
Bank of England Working Paper
3
International journal of financial engineering
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Research paper series / Swiss Finance Institute
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 derivatives : the official publication of the International Association of Financial Engineers
3
The journal of futures markets
3
Working paper series / Federal Reserve Bank of Atlanta
3
Working paper series / Frankfurt School of Finance & Management
3
Applied financial economics letters
2
Corporate risk : strategies and management
2
Discussion paper
2
Economics letters
2
European journal of operational research : EJOR
2
Europäische Hochschulschriften / 5
2
Financial markets and instruments
2
Financial markets and portfolio management
2
HKIMR working paper
2
Harvard Business School Finance Case
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of international financial markets, institutions & money
2
Journal of mathematical finance
2
Proceedings of a Conference on Bank Structure and Competition
2
Quantitative finance
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Review of derivatives research
2
The handbook of municipal bonds
2
The journal of finance : the journal of the American Finance Association
2
The journal of financial crises
2
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ECONIS (ZBW)
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1
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:
2
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:
3
Swap trading after Dodd-Frank : evidence from index CDS
Riggs, Lynn
;
Onur, Esen
;
Reiffen, David A.
;
Zhu, Haoxiang
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 857-886
Persistent link: https://www.econbiz.de/10012588374
Saved in:
4
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:
5
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:
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
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
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:
9
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:
10
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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