//--> //--> //-->
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
isPartOf:"International journal of theoretical and applied finance"
~subject:"1998-2001"
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:"Cross-currency swap"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
1998-2001
Currency derivative
12
Währungsderivat
12
Option pricing theory
5
Optionspreistheorie
5
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
Derivat
3
Derivative
3
Theorie
3
Theory
3
Yield curve
3
Zinsstruktur
3
Arbitrage
2
Deutschland
2
Estimation
2
Exchange rate
2
Germany
2
Hedging
2
Interest rate derivative
2
Japan
2
Schätzung
2
USA
2
United States
2
Wechselkurs
2
Zinsderivat
2
1986-1990
1
1989-1995
1
1994-1999
1
Australia
1
Australien
1
Bermudan options
1
Bid-ask spread
1
Chicago Mercantile Exchange
1
Corporate risk management
1
Estimation theory
1
Euromarkets
1
Euromarkt
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Joshi, Mark
1
Rebonato, Riccardo
1
Published in...
All
International journal of theoretical and applied finance
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A joint empirical and theoretical investigation of the modes of deformation of swaption matrices : implications for model choice
Rebonato, Riccardo
;
Joshi, Mark
- In:
International journal of theoretical and applied finance
5
(
2002
)
7
,
pp. 667-694
Persistent link: https://www.econbiz.de/10001743233
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->