//--> //--> //-->
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
~person:"Backwell, Alex"
~subject:"Money market"
~subject:"Share price"
~subject:"Volatilität"
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:"Zinsforward"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Money market
Share price
Volatilität
Interest rate derivative
3
Option pricing theory
3
Optionspreistheorie
3
Yield curve
3
Zinsderivat
3
Zinsstruktur
3
Interest rate
2
Volatility
2
Zins
2
Benchmark reform
1
Derivat
1
Derivative
1
Economic transition
1
Estimation
1
Geldmarkt
1
Hedging
1
Interest-rate volatility
1
LIBOR market model
1
Libor transition
1
Schätzung
1
Stochastic process
1
Stochastischer Prozess
1
Systemtransformation
1
interest-rate derivatives
1
interest-rate jumps
1
interest-rate options
1
interest-rate volatility
1
linear-rational models
1
short-rate modelling
1
stochastic discontinuities
1
term structure models
1
volatility-level dependence
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Backwell, Alex
Hess, Dieter
15
Hautsch, Nikolaus
13
Upper, Christian
11
Werner, Thomas
9
Chiarella, Carl
8
Gerhard, Frank
7
Moraleda Novo, Juan Manuel
7
Filipović, Damir
6
Trolle, Anders B.
6
Christiansen, Charlotte
5
Fang, Victor
5
Fornari, Fabio
5
Malhotra, Davinder Kumar
5
Mercurio, Fabio
5
Veredas, David
5
Azad, A. S. M. Sohel
4
Bernoth, Kerstin
4
Bhar, Ramaprasad
4
Bhargava, Vivek
4
Rebonato, Riccardo
4
Smales, Lee A.
4
Bachmair, Kilian
3
Björk, Tomas
3
Hagen, Jürgen von
3
Kariya, Takeaki
3
Neuhaus, Holger
3
Pohlmeier, Winfried
3
Ritchken, Peter H.
3
Strunk Hansen, Charlotte
3
Syrstad, Olav
3
Vorst, Ton
3
Zühlsdorff, Christian
3
Ap Gwilym, Owain
2
Baba, Naohiko
2
Blaskowitz, Oliver
2
Bliss, Robert R.
2
Brigo, Damiano
2
Bødskov Andersen, Allan
2
Cadenas Santiago, Gonzalo de
2
more ...
less ...
Published in...
All
Applied economics
1
Emerging markets, finance and trade : EMFT
1
Journal of banking & finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
2
Volatility level dependence and linear-rational term structure models
Backwell, Alex
;
Ramnarayan, Kalind
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
13
,
pp. 3622-3638
Persistent link: https://www.econbiz.de/10013462321
Saved in:
3
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->