//--> //--> //-->
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:"Quantitative finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Pallavicini, Andrea"
~subject:"Swap"
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 derivative"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Swap
Basis swaps
1
Collateral
1
Collateral modeling
1
Counterparty credit risk
1
Credit risk
1
Derivat
1
Derivative
1
Funding costs
1
HJM framework
1
Interest rate derivative
1
Interest rate derivatives
1
Kreditrisiko
1
Kreditsicherung
1
Liquidity risk
1
Multiple curve framework
1
Overnight rates
1
Theorie
1
Theory
1
Yield curve
1
Yield curve dynamics
1
Zinsderivat
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Pallavicini, Andrea
Bormetti, Giacomo
1
Brigo, Damiano
1
Chen, Son-nan
1
Filipović, Damir
1
Francischello, Marco
1
Kitapbayev, Yerkin
1
Smith, Donald J.
1
Witzany, Jiří
1
Wu, Ting-pin
1
Černý, Jakub
1
more ...
less ...
Published in...
All
Quantitative finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Impact of multiple curve dynamics in credit valuation adjustments under collateralization
Bormetti, Giacomo
;
Brigo, Damiano
;
Francischello, Marco
; …
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 31-44
Persistent link: https://www.econbiz.de/10011905822
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->