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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"International review of financial analysis"
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Interest rate derivative
23
Zinsderivat
23
Yield curve
15
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12
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12
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8
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7
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3
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International review of financial analysis
The journal of futures markets
137
International journal of theoretical and applied finance
33
The journal of fixed income
29
Advances in futures and options research : a research annual
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Journal of banking & finance
24
The journal of computational finance
23
Review of futures markets
18
Applied mathematical finance
16
The journal of finance : the journal of the American Finance Association
16
Finance and stochastics
15
Journal of international financial markets, institutions & money
15
The review of financial studies
15
Applied financial economics
13
Journal of financial economics
13
Review of derivatives research
13
Europäische Hochschulschriften / 5
12
Selected writings on futures markets : explorations in financial futures markets
12
Interest rate modelling after the financial crisis
11
Journal of financial and quantitative analysis : JFQA
11
Working paper
11
SSE EFI working paper series in economics and finance
10
International journal of financial engineering
9
NBER working paper series
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / B
8
Economics letters
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The European journal of finance
8
Applied economics
7
Finance : revue de l'Association Française de Finance
7
Gabler Edition Wissenschaft
7
Interest rate futures : concepts and issues
7
Journal of economic dynamics & control
7
Journal of mathematical finance
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Quantitative finance
7
SFB 649 discussion paper
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ECONIS (ZBW)
23
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1
Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
Saved in:
2
The dynamics of sovereign yields over swap rates in the Eurozone market
David-Pur, Lior
;
Galil, Koresh
;
Rosenboim, Mosi
- In:
International review of financial analysis
72
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012437221
Saved in:
3
Analyzing hedging strategies for fixed income portfolios : a Bayesian approach for model selection
Bessler, Wolfgang
;
Leonhardt, Alexander
;
Wolff, Dominik
- In:
International review of financial analysis
46
(
2016
),
pp. 239-256
Persistent link: https://www.econbiz.de/10011581819
Saved in:
4
What determines the yen swap spread?
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
- In:
International review of financial analysis
40
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475583
Saved in:
5
Volatility risk premium in the interest rate market : evidence from delta-hedged gains on USD interest rate swaps
Byun, Suk Joon
;
Chang, Ki Cheon
- In:
International review of financial analysis
40
(
2015
),
pp. 88-102
Persistent link: https://www.econbiz.de/10011475633
Saved in:
6
Modelling the lowballing of the LIBOR fixing
Poskitt, Russell
;
Dassanayake, Wajira
- In:
International review of financial analysis
42
(
2015
),
pp. 270-277
Persistent link: https://www.econbiz.de/10011573481
Saved in:
7
Swaption pricing in affine and other models
Kim, Don H.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 790-820
Persistent link: https://www.econbiz.de/10011308168
Saved in:
8
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
9
The use of financial derivatives and risks of US bank holding companies
Li, Shaofang
;
Marinč, Matej
- In:
International review of financial analysis
35
(
2014
),
pp. 46-71
Persistent link: https://www.econbiz.de/10010529629
Saved in:
10
The affine LIBOR models
Keller‐Ressel, Martin
;
Papapantoleon, Antonis
; …
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 627-658
Persistent link: https://www.econbiz.de/10010187682
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