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~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of futures markets"
~subject:"Finanzmarktregulierung"
~subject:"Zinsderivat"
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Finanzmarktregulierung
Zinsderivat
Swap
36
Credit risk
14
Kreditrisiko
14
Theorie
14
Theory
14
Credit derivative
12
Kreditderivat
12
Option pricing theory
11
Optionspreistheorie
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Derivat
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Zinsstruktur
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Interest rate derivative
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Volatility
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Volatilität
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Credit default swaps
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Credit insurance
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United States
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Cenedese, Gino
1
Chen, Son-nan
1
Fan, Longzhen
1
Filipović, Damir
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Leippold, Markus
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Liu, Xiaoxi
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Minton, Bernadette A.
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Journal of financial economics
The journal of futures markets
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 computational finance
5
The journal of fixed income
5
Bank of England Working Paper
3
International journal of financial engineering
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research paper series / Swiss Finance Institute
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Staff working papers / Bank of England
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Applied financial economics letters
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European journal of operational research : EJOR
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Europäische Hochschulschriften / 5
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Financial markets and portfolio management
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HKIMR working paper
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Harvard Business School Finance Case
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Journal / The Capco Institute : journal of financial transformation
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Journal of banking & finance
2
Journal of economic dynamics & control
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Journal of international financial markets, institutions & money
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Journal of mathematical finance
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Proceedings of a Conference on Bank Structure and Competition
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Review of derivatives research
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The handbook of municipal bonds
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The journal of finance : the journal of the American Finance Association
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1
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
Saved in:
2
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Equity swaps in a LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of futures markets
27
(
2007
)
9
,
pp. 893-920
Persistent link: https://www.econbiz.de/10003518527
Saved in:
8
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
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