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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of fixed income"
~subject:"Finanzanalyse"
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Finanzanalyse
Swap
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15
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Collin-Dufresne, Pierre
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of fixed income
Bloomberg financial series
1
Financial markets and portfolio management
1
Handbuch Alternative Investments ; Bd. 2
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1
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Schriftenreihe Finanzmanagement
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The British accounting review : the journal of the British Accounting Association
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The European journal of finance
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The journal of futures markets
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ECONIS (ZBW)
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1
The valuation of credit default swap options
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 40-50
Persistent link: https://www.econbiz.de/10001770070
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2
Pricing swaptions within an affine framework
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10001718682
Saved in:
3
Pricing equity swaps in a stochastic interest rate economy
Kijima, Masaaki
;
Muromachi, Yukio
- In:
The journal of derivatives : the official publication …
8
(
2001
)
4
,
pp. 19-35
Persistent link: https://www.econbiz.de/10001613578
Saved in:
4
Understanding the default-implied volatility for credit spreads
Zheng, C. K.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
4
,
pp. 67-77
Persistent link: https://www.econbiz.de/10001500091
Saved in:
5
Tax clienteles, arbitrage, and the pricing of total return equity swaps
Laatsch, Francis E.
- In:
The journal of derivatives : the official publication …
8
(
2000
)
2
,
pp. 37-46
Persistent link: https://www.econbiz.de/10001545163
Saved in:
6
Predicting the ten-year LIBOR swap spread : the role and limitations of rich/cheap analysis
Prendergast, Joseph R.
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 86-99
Persistent link: https://www.econbiz.de/10001549803
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