//--> //--> //-->
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:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Interest rate derivatives"
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:"Zinsswap"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Interest rate derivatives
Interest rate derivative
8
Zinsderivat
8
Yield curve
5
Zinsstruktur
5
Derivat
4
Derivative
4
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Swap
2
Theorie
2
Theory
2
basis
2
frequency basis
2
liquidity risk
2
swap market
2
Arbitrage Pricing
1
Arbitrage pricing
1
Bias
1
Calibration
1
Cheyette Model
1
Commodity derivative
1
Commodity exchange
1
Commodity markets
1
Delta hedging
1
Derivative pricing
1
Energy derivatives
1
Erdöl
1
Futures options
1
Hedging
1
Interest rate
1
Interest rate hedging
1
Interest rate modelling
1
Interest rate risk
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Karlsson, Patrik
1
Pilz, Kay Frederik
1
Schlögl, Erik
1
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Quantitative finance
3
Applied mathematical finance
2
International review of financial analysis
2
Journal of banking & finance
2
Review of derivatives research
2
European journal of operational research : EJOR
1
Journal of financial engineering
1
Journal of international economic review
1
Série de trabalhos para discussão
1
The Journal of finance and data science : JFDS
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->