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~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~source:"econis"
~subject:"Internationaler Finanzmarkt"
~subject:"Theorie"
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Search: subject_exact:"Zinstermingeschäft"
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Internationaler Finanzmarkt
Theorie
Interest rate derivative
18
Zinsderivat
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5
Public bond
4
USA
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Pelsser, Antoon André Jean
4
Backus, David
1
Driessen, Joost
1
Hunt, Philip A.
1
Jong, Frank de
1
Kennedy, Joanne
1
Koh, Annie
1
Levich, Richard M.
1
Mercurio, Fabio
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Report / Erasmus Center for Financial Research, Erasmus University
Working paper / National Bureau of Economic Research, Inc.
The journal of futures markets
32
Advances in futures and options research : a research annual
17
The journal of fixed income
17
International journal of theoretical and applied finance
14
Finance and stochastics
13
Journal of banking & finance
13
The journal of computational finance
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Review of futures markets
9
The review of financial studies
9
Review of derivatives research
8
SSE EFI working paper series in economics and finance
8
Applied mathematical finance
6
Journal of economic dynamics & control
6
Journal of financial and quantitative analysis : JFQA
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Discussion paper / B
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Economics letters
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Europäische Hochschulschriften / 5
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Finance : revue de l'Association Française de Finance
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Gabler Edition Wissenschaft
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
SFB 649 discussion paper
5
The journal of finance : the journal of the American Finance Association
5
Working paper
5
Discussion paper / Tinbergen Institute
4
Journal of business economics : JBE
4
Journal of financial economics
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Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
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SpringerLink / Bücher
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The European journal of finance
4
Working paper series / Centre for Practical Quantitative Finance
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Bonn Econ Discussion Papers / BGSE
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
3
International review of financial analysis
3
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3
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ECONIS (ZBW)
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1
Mathematical foundation of convexity correction
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692631
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2
Libor market models verus swap market models for pricing interest rate derivatives: an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692635
Saved in:
3
Pricing of flexible and limit caps
Pelsser, Antoon André Jean
;
Vorst, Ton
-
1998
Persistent link: https://www.econbiz.de/10000988114
Saved in:
4
Markov-functional interest rate models
Hunt, Philip A.
;
Kennedy, Joanne
;
Pelsser, Antoon …
-
1998
Persistent link: https://www.econbiz.de/10000988115
Saved in:
5
Predictable changes in yields and forward rates
Backus, David
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000654976
Saved in:
6
An analytically tractable interest rate model with humped volatility
Mercurio, Fabio
;
Moraleda Novo, Juan Manuel
-
1996
Persistent link: https://www.econbiz.de/10000966928
Saved in:
7
Synthetic eurocurrency interest rate futures contracts : theory and evidence
Koh, Annie
;
Levich, Richard M.
-
1989
Persistent link: https://www.econbiz.de/10000774262
Saved in:
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