//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Multi-curve models"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Interest rate derivative
2
LIBOR
2
Multi-curve models
2
Yield curve
2
Zinsderivat
2
Zinsstruktur
2
Bank liquidity
1
Bankenliquidität
1
Basis spreads
1
Exchange rate
1
FRA rate
1
FRA spread
1
Geldmarkt
1
Geldpolitik
1
Interbank cash market
1
Interbank market
1
Interbankenmarkt
1
Interest rate
1
LIBOR–OIS spread
1
Liquidity
1
Liquidity freeze
1
Liquidität
1
Monetary policy
1
Money market
1
OIS
1
Option pricing theory
1
Optionspreistheorie
1
Post-crisis interest rates
1
Risikoprämie
1
Risk premium
1
Wechselkurs
1
XIBOR
1
Zins
1
foreign exchange rates
1
potential approach
1
rational lognormal model
1
state-price deflator
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Seifried, Frank Thomas
2
Gallitschke, Janek
1
Nguyen, The Anh
1
Seifried, Stefanie
1
Published in...
All
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Interbank interest rates : funding liquidity risk and XIBOR basis spreads
Gallitschke, Janek
;
Seifried, Stefanie
;
Seifried, Frank …
- In:
Journal of banking & finance
78
(
2017
),
pp. 142-152
Persistent link: https://www.econbiz.de/10011815126
Saved in:
2
The multi-curve potential model
Nguyen, The Anh
;
Seifried, Frank Thomas
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011404390
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->