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subject:"Zinsstruktur"
~type_genre:"Aufsatz in Zeitschrift"
~isPartOf:"Asia-Pacific financial markets"
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Zinsstruktur
Interest rate derivative
3
Yield curve
3
Zinsderivat
3
Arbitrage
1
CAPM
1
Derivat
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Derivative
1
Schock
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Shock
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Aufsatz in Zeitschrift
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English
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Chiarella, Carl
2
Chung, Tsz-kin
1
Hui, Cho H.
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Kwon, Oh Kang
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Lo, Chi-fai
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Nikitopoulos, Christina Sklibosios
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Asia-Pacific financial markets
International journal of theoretical and applied finance
26
The journal of computational finance
14
The journal of fixed income
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Journal of banking & finance
12
The journal of futures markets
12
Applied mathematical finance
9
International journal of financial engineering
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The journal of finance : the journal of the American Finance Association
9
The review of financial studies
9
Finance and stochastics
8
Journal of financial economics
8
Applied financial economics
7
Journal of mathematical finance
7
Quantitative finance
7
International review of financial analysis
6
Review of derivatives research
6
Advances in futures and options research : a research annual
5
Risks : open access journal
5
Economics letters
4
European journal of operational research : EJOR
4
Journal of financial and quantitative analysis : JFQA
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Annual review of financial economics
3
Applied economics
3
Applied financial economics letters
3
Journal of economic dynamics & control
3
Research in finance
3
Advances in Pacific Basin financial markets
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
European financial management : the journal of the European Financial Management Association
2
Financial engineering and the Japanese markets
2
Financial markets and portfolio management
2
International Journal of Financial Markets and Derivatives : IJFMD
2
International review of economics & finance : IREF
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic issues
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Using interest rate derivative prices to estimate LIBOR-OIS spread dynamics and systemic funding liquidity shock probabilities
Hui, Cho H.
;
Chung, Tsz-kin
;
Lo, Chi-fai
- In:
Asia-Pacific financial markets
20
(
2013
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10009750729
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2
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
- In:
Asia-Pacific financial markets
10
(
2003
)
2/3
,
pp. 87-127
Persistent link: https://www.econbiz.de/10002762516
Saved in:
3
Classes of interest rate models under the HJM framework
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Asia-Pacific financial markets
8
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001601026
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