//--> //--> //-->
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
person:"Rutkowski, Marek"
~subject:"Currency derivative"
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:"Swaption"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Currency derivative
Interest rate derivative
4
Theorie
4
Theory
4
Zinsderivat
4
Euromarkets
2
Euromarkt
2
Swap
2
Swaption
2
Yield curve
2
Zero-coupon Bond
2
Zinsstruktur
2
Derivat
1
Derivative
1
Eurodollar Futures
1
Libor
1
Libor Rate
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
Swap Rate
1
Term Structure Of Interest Rates
1
Währungsderivat
1
Zero-Bond
1
Zero-coupon bond
1
admissibility
1
forward swap rate
1
market model
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
Rutkowski, Marek
Kruse, Susanne
6
Rübel, Markus
4
Azad, A. S. M. Sohel
3
Bernoth, Kerstin
3
Bieg, Hartmut
3
Fang, Victor
3
Kawaller, Ira G.
3
Landon, Stuart
3
Smith, Constance E.
3
Akram, Tanweer
2
Allen, William A.
2
Baba, Naohiko
2
Barckow, Andreas
2
Beike, Rolf
2
Bhargava, Vivek
2
Boenkost, Wolfram
2
Chance, Don M.
2
Chibane, Messaoud
2
Ederington, Louis H.
2
Hagen, Jürgen von
2
Hattori, Takahiro
2
Lee, Jae-ha
2
Malhotra, Davinder Kumar
2
Mamun, Khawaja Abdullah al
2
Moessner, Richhild
2
Schmidt, Wolfgang M.
2
Sheldon, Guy
2
Subrahmanyam, Marti G.
2
Wong, Alfred Y.
2
Zhang, Jiayue
2
Afza, Talat
1
Ahn, Chang-mo
1
Alam, Atia
1
Azzone, Michele
1
Baran, Jaroslav
1
Batten, Jonathan A.
1
Baviera, Roberto
1
Bouchaud, Jean-Philippe
1
Brorsen, B. Wade
1
Burgess, Nicholas
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->