//--> //--> //-->
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:"Herwartz, Helmut"
~person:"Wu, Ting-pin"
~subject:"Yield curve"
~type_genre:"Aufsatz in Zeitschrift"
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:"Constant maturity swap"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
Interest rate derivative
9
Zinsderivat
9
Zinsstruktur
8
Option pricing theory
4
Optionspreistheorie
4
Theorie
4
Theory
4
Forecasting model
3
Prognoseverfahren
3
Swap
3
EU countries
2
EU-Staaten
2
Arbeitskampf
1
Bewertung
1
Estimation
1
Evaluation
1
Financial analysis
1
Finanzanalyse
1
Forecast
1
Industrial action
1
Option trading
1
Optionsgeschäft
1
Prognose
1
Schätzung
1
Statistical error
1
Statistischer Fehler
1
Time series analysis
1
Zeitreihenanalyse
1
more ...
less ...
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
8
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
8
Author
All
Herwartz, Helmut
Wu, Ting-pin
Chen, Son-nan
7
Ito, Takayasu
6
Chiarella, Carl
5
Rebonato, Riccardo
5
Akram, Tanweer
4
Eberlein, Ernst
4
Hull, John
4
Lin, Shih-kuei
4
Mamun, Khawaja Abdullah al
4
Subrahmanyam, Marti G.
4
White, Alan
4
Backwell, Alex
3
Chen, Ren-Raw
3
Das, Sanjiv R.
3
Fang, Victor
3
Filipović, Damir
3
Jarrow, Robert A.
3
Joshi, Mark S.
3
Lekkos, Ilias
3
Li, Haitao
3
Milas, Costas
3
Novales, Alfonso
3
Papapantoleon, Antonis
3
Pelsser, Antoon André Jean
3
Schoenmakers, John
3
Skovmand, David
3
Trolle, Anders B.
3
Andersen, Leif B. G.
2
Batten, Jonathan A.
2
Baviera, Roberto
2
Ben-Abdallah, Ramzi
2
Bhar, Ramaprasad
2
Bouchaud, Jean-Philippe
2
Breton, Michèle
2
Brigo, Damiano
2
Brooks, Robert
2
Brown, Rob
2
Chan, Wai-Sum
2
Chen, Carl R.
2
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of futures markets
2
International journal of theoretical and applied finance
1
Journal of forecasting
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
Saved in:
2
Valuation of CMS spread options with nonzero strike rates in the LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 41-55
Persistent link: https://www.econbiz.de/10009316812
Saved in:
3
Modifying the LMM to price constant maturity swaps
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
18
(
2010
)
2
,
pp. 20-32
Persistent link: https://www.econbiz.de/10008771479
Saved in:
4
Valuation of interest rate spread options in a multifactor LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003852622
Saved in:
5
Adaptive forecasting of the EURIBOR swap term structure
Blaskowitz, Oliver
;
Herwartz, Helmut
- In:
Journal of forecasting
28
(
2009
)
7
,
pp. 575-594
Persistent link: https://www.econbiz.de/10003902215
Saved in:
6
PCA-based ex-ante forecasting of swap term structures
Blaskowitz, Olilver
;
Herwartz, Helmut
- In:
International journal of theoretical and applied finance
12
(
2009
)
4
,
pp. 465-489
Persistent link: https://www.econbiz.de/10003879073
Saved in:
7
Valuation of floating range notes in a LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 697-710
Persistent link: https://www.econbiz.de/10003715122
Saved in:
8
Equity swaps in a LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of futures markets
27
(
2007
)
9
,
pp. 893-920
Persistent link: https://www.econbiz.de/10003518527
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->