//--> //--> //-->
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:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Estimation"
~subject:"Theorie"
~type_genre:"Non-commercial literature"
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 swap"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Theorie
Interest rate derivative
8
Zinsderivat
8
Yield curve
5
Zinsstruktur
5
Derivat
4
Derivative
4
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Swap
2
Theory
2
basis
2
frequency basis
2
liquidity risk
2
swap market
2
Arbitrage Pricing
1
Arbitrage pricing
1
Bias
1
Calibration
1
Cheyette Model
1
Commodity derivative
1
Commodity exchange
1
Commodity markets
1
Delta hedging
1
Derivative pricing
1
Energy derivatives
1
Erdöl
1
Futures options
1
Hedging
1
Interest rate
1
Interest rate derivatives
1
Interest rate hedging
1
Interest rate modelling
1
Interest rate risk
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
2
Graue Literatur
2
Working Paper
2
Language
All
English
2
Author
All
Schlögl, Erik
2
Alfeus, Mesias
1
Grasselli, Martino
1
Yang, Chang
1
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
SSE EFI working paper series in economics and finance
7
Discussion paper / B
5
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Report / Erasmus Center for Financial Research, Erasmus University
5
SFB 649 discussion paper
5
CoFE discussion papers
4
Discussion paper / Tinbergen Institute
4
IMES discussion paper series / Englische Ausgabe
4
Working paper
4
Working paper series / Centre for Practical Quantitative Finance
4
BIS working papers
3
Bonn Econ Discussion Papers / BGSE
3
Discussion paper / Centre for Economic Policy Research
3
Berichte des Fraunhofer ITWM
2
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
2
CESifo working papers
2
Discussion paper
2
Discussion paper / Deutsche Bundesbank
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
2
Finance and economics discussion series
2
Forschungsberichte / Europa-Institut, Sektion Wirtschaftswissenschaft, Universität des Saarlandes
2
IFA working paper
2
Publications from Department of Management, Odense University
2
Research paper / Federal Reserve Bank of New York
2
Research paper / Quantitative Finance Research Group, University of Technology Sydney
2
Research report / Graduate School Research Institute Systems, Organisations and Management
2
SAFE working paper
2
Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
2
Staff reports / Federal Reserve Bank of New York
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Temi di discussione del Servizio Studi / Banca d'Italia
2
Tinbergen Institute research series
2
Working paper / National Bureau of Economic Research, Inc.
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Working paper series / European Central Bank ; Eurosystem
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
-
2017
Persistent link: https://www.econbiz.de/10011778187
Saved in:
2
A consistent framework for modelling basis spreads in tenor swaps
Yang, Chang
;
Schlögl, Erik
-
2014
Persistent link: https://www.econbiz.de/10011344803
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->