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type_genre:"Aufsatz im Buch"
~subject:"USA"
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Interest rate derivative
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Selected writings on futures markets : explorations in financial futures markets
4
Interest rate futures : concepts and issues
2
Advances in risk management
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Financial markets and instruments
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Geld- und Wirtschaftspolitik in gesellschaftlicher Verantwortung : Gedächtnisschrift für Karl-Heinz Ketterer
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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ECONIS (ZBW)
14
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1
Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
2
A survey on modeling and analysis of basis spreads
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Recent advances in financial engineering 2011: …
,
(pp. 43-53)
.
2012
Persistent link: https://www.econbiz.de/10009573489
Saved in:
3
US treasury securities
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003763526
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4
Inflation targeting and the anchoring of inflation expectations in the Western Hemisphere
Gürkaynak, Refet S.
;
Levin, Andrew T.
;
Marder, Andrew N.
; …
- In:
Monetary policy under inflation targeting
,
(pp. 415-465)
.
2007
Persistent link: https://www.econbiz.de/10003537406
Saved in:
5
Managing interest rate risk under non-parallel changes : an application of a two-factor model
Moreno, Manuel
- In:
Advances in risk management
,
(pp. 69-85)
.
2007
Persistent link: https://www.econbiz.de/10003401583
Saved in:
6
Forward-Rates als Prediktor für die Entwicklung der Geldmarktzinsen
Holthusen, Jan
- In:
Geld- und Wirtschaftspolitik in gesellschaftlicher …
,
(pp. 255-267)
.
2004
Persistent link: https://www.econbiz.de/10002412082
Saved in:
7
The impact of scheduled news announcements on T-Bond and Bund futures trading
Franke, Günter
;
Hess, Dieter
- In:
Institutional arrangements for global economic integration
,
(pp. 337-366)
.
2000
Persistent link: https://www.econbiz.de/10001533882
Saved in:
8
Predicting monetary policy using federal funds futures prices
Söderström, Ulf
- In:
Monetary policy under uncertainty
,
(pp. 49-80)
.
1999
Persistent link: https://www.econbiz.de/10001440129
Saved in:
9
Are T-bill futures good forecasters of interest rates?
Howard, Charles T.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 457-467)
.
1985
Persistent link: https://www.econbiz.de/10001305653
Saved in:
10
The effect of futures trading on the price volatility of GNMA securities
Simpson, W. Gary
- In:
Selected writings on futures markets : explorations in …
,
(pp. 431-440)
.
1985
Persistent link: https://www.econbiz.de/10001305655
Saved in:
11
The relationship between futures and cash prices for US Treasury bonds
Resnick, Bruce G.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 367-383)
.
1985
Persistent link: https://www.econbiz.de/10001305659
Saved in:
12
Improving hedging performance using interest rate futures
Kolb, Robert W.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 105-117)
.
1985
Persistent link: https://www.econbiz.de/10001305695
Saved in:
13
Forward and futurers pricing of Treasury bills
Morgan, George Emir
- In:
Interest rate futures : concepts and issues
,
(pp. 387-400)
.
1982
Persistent link: https://www.econbiz.de/10001258087
Saved in:
14
Interest rate futures : new tool for the financial manager
Bacon, Peter W.
- In:
Interest rate futures : concepts and issues
,
(pp. 241-253)
.
1982
Persistent link: https://www.econbiz.de/10001258096
Saved in:
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