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~isPartOf:"The journal of business : B"
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Interest rate derivative
5
Zinsderivat
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USA
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United States
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Theorie
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Theory
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Option pricing theory
2
Optionspreistheorie
2
1987-1995
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Optionsgeschäft
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Galai, Dan
1
Liu, Jun
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Longstaff, Francis A.
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The journal of business : B
The journal of futures markets
139
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
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Finance and stochastics
15
Journal of international financial markets, institutions & money
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The review of financial studies
15
Applied financial economics
13
Journal of financial economics
13
Review of derivatives research
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Selected writings on futures markets : explorations in financial futures markets
12
Europäische Hochschulschriften / 5
11
Interest rate modelling after the financial crisis
11
International review of financial analysis
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Journal of financial and quantitative analysis : JFQA
11
Working paper
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SSE EFI working paper series in economics and finance
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International journal of financial engineering
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NBER working paper series
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Report / Erasmus Center for Financial Research, Erasmus University
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Working paper / National Bureau of Economic Research, Inc.
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Discussion paper / B
8
Economics letters
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Quantitative finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The European journal of finance
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Working papers / The Levy Economics Institute
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Applied economics
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Finance : revue de l'Association Française de Finance
7
Gabler Edition Wissenschaft
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IMF Working Papers
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Interest rate futures : concepts and issues
7
Journal of economic dynamics & control
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ECONIS (ZBW)
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1
The market price of risk in interest rate swaps : the roles of default and liquidity risks
Liu, Jun
;
Longstaff, Francis A.
;
Mandell, Ravit E.
- In:
The journal of business : B
79
(
2006
)
5
,
pp. 2337-2359
Persistent link: https://www.econbiz.de/10003406286
Saved in:
2
Extracting probabilistic information from the prices of interest rate options : tests of distributional assumptions
Dutta, Kabir K.
;
Babbel, David F.
- In:
The journal of business : B
78
(
2005
)
3
,
pp. 841-870
Persistent link: https://www.econbiz.de/10003050622
Saved in:
3
Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Bliss, Robert R.
- In:
The journal of business : B
71
(
1998
)
2
,
pp. 211-252
Persistent link: https://www.econbiz.de/10001239857
Saved in:
4
Forward and futures prices with Markovian interest-rate processes
Benninga, Simon
- In:
The journal of business : B
67
(
1994
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10001167693
Saved in:
5
Implied interest rates
Brenner, Menachem
- In:
The journal of business : B
59
(
1986
)
3
,
pp. 493-507
Persistent link: https://www.econbiz.de/10001012608
Saved in:
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