//--> //--> //-->
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
~subject:"Estimation"
~isPartOf:"Economics discussion paper series / Loughborough University, Department of Economics"
~isPartOf:"The journal of computational finance"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Interest rate derivative
25
Zinsderivat
25
Option pricing theory
18
Optionspreistheorie
18
Yield curve
17
Zinsstruktur
17
Theorie
12
Theory
12
Derivat
8
Derivative
8
Swap
6
Stochastic process
5
Stochastischer Prozess
5
Arbitrage Pricing
4
Arbitrage pricing
4
Interest rate
4
Schätzung
4
Simulation
4
Volatility
4
Volatilität
4
Zins
4
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Forecasting model
2
Prognoseverfahren
2
ANOVA
1
Analysis
1
Anleihe
1
Arbitrage
1
Bermudan products
1
Bermudan swaptions
1
Bond
1
Credit rating
1
Credit risk
1
Development theory
1
Entwicklungstheorie
1
Estimation theory
1
Fong-Vasicek (FV) model
1
Government securities
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Article in journal
2
Aufsatz in Zeitschrift
2
Working Paper
2
Language
All
English
4
Author
All
Lekkos, Ilias
2
Milas, Costas
2
Panagiōtidēs, Theodōros
2
Coskun, Sema
1
Desmettre, Sascha
1
Jaeckel, Peter
1
Korn, Ralf
1
Rebonato, Riccardo
1
more ...
less ...
Published in...
All
Economics discussion paper series / Loughborough University, Department of Economics
The journal of computational finance
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
Applied financial economics
4
CoFE discussion papers
4
Journal of banking & finance
4
The journal of finance : the journal of the American Finance Association
4
The journal of futures markets
4
BIS working papers
3
International journal of theoretical and applied finance
3
International review of financial analysis
3
SFB 649 discussion paper
3
Bundesbank Series 1 Discussion Paper
2
CESifo working papers
2
Discussion paper / Deutsche Bundesbank
2
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
2
Gabler Edition Wissenschaft
2
IMES discussion paper series / Englische Ausgabe
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Monetary and economic studies
2
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
The journal of fixed income
2
The review of financial studies
2
Advances in Pacific Basin financial markets
1
Advances in futures and options research : a research annual
1
Advances in investment analysis and portfolio management : a research annual
1
Algorithmic finance
1
Applied economics letters
1
Applied mathematical finance
1
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
1
Berichte aus der Volkswirtschaft
1
Bewertung und Einsatz von Finanzderivaten
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
CFS working paper series
1
DIW Berlin Discussion Paper
1
Discussion paper
1
Discussion paper / 1 / Deutsche Bundesbank ; Eurosystem
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Tinbergen Institute
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
2
Forecasting interest rate swap spreads using domestic and international risk factors : evidence from linear and non-linear models
Lekkos, Ilias
(
contributor
);
Milas, Costas
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003332090
Saved in:
3
On the predictability of common risk factors in the US and UK interest rate swap markets : evidence from non-linear and linear models
Lekkos, Ilias
(
contributor
);
Milas, Costas
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003332063
Saved in:
4
The link between caplet and swaption volatilities in a Brace-Gatarek-Musiela/Jamshidian framework : approximate solutions and empirical evidence
Jaeckel, Peter
;
Rebonato, Riccardo
- In:
The journal of computational finance
6
(
2003
)
4
,
pp. 41-59
Persistent link: https://www.econbiz.de/10001782185
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->