//--> //--> //-->
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:"Gupta, Anurag"
~person:"Fabozzi, Frank J."
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 derivative
13
Zinsderivat
13
Interest rate
5
Option pricing theory
5
Optionspreistheorie
5
Zins
5
Derivat
4
Derivative
4
Yield curve
4
Zinsstruktur
4
Optionsgeschäft
3
Theorie
3
Theory
3
USA
3
United States
3
Hedging
2
Option trading
2
Swap
2
1957-1996
1
1998-2000
1
Arbitrage
1
Arbitrage Pricing
1
Arbitrage pricing
1
Bewertung
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
1
Commodity exchange
1
Currency derivative
1
EU countries
1
EU-Staaten
1
Estimation
1
Euribor market
1
Euro interest rate markets
1
Inflation
1
Interest rate options
1
Liquidity
1
Liquidität
1
OTC market
1
OTC options markets
1
more ...
less ...
Type of publication
All
Article
13
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Aufsatz im Buch
5
Book section
5
Language
All
English
14
Author
All
Gupta, Anurag
Fabozzi, Frank J.
Hess, Dieter
17
Chiarella, Carl
15
Hautsch, Nikolaus
15
Subrahmanyam, Marti G.
15
Björk, Tomas
14
Herwartz, Helmut
14
Moessner, Richhild
13
Joshi, Mark S.
12
Pelsser, Antoon André Jean
12
Rebonato, Riccardo
12
Schlögl, Erik
12
Schoenmakers, John
12
Upper, Christian
12
Akram, Tanweer
11
Bhar, Ramaprasad
11
Bianchetti, Marco
11
Mamun, Khawaja Abdullah al
11
Mercurio, Fabio
11
Moraleda Novo, Juan Manuel
11
Sandmann, Klaus
11
Fang, Victor
10
Söderlind, Paul
10
Werner, Thomas
10
White, Alan
10
Chen, Ren-Raw
9
Ito, Takayasu
9
Jarrow, Robert A.
9
Miltersen, Kristian R.
9
Burgess, Nicholas
8
Gay, Gerald D.
8
Grbac, Zorana
8
Kolb, Robert W.
8
Malhotra, Davinder Kumar
8
Ritchken, Peter H.
8
Arak, Marcelle V.
7
Azad, A. S. M. Sohel
7
Blaskowitz, Oliver
7
Caspers, Peter
7
Chen, Son-nan
7
more ...
less ...
Published in...
All
Financial markets and instruments
3
Journal of banking & finance
2
The handbook of fixed income securities
2
Advances in futures and options research : a research annual
1
Interest rate, term structure, and valuation modeling
1
Journal of financial economics
1
Journal of financial markets
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
USB Cologne (EcoSocSci)
1
Showing
1
-
14
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Calibrating short interest rate models in negative rate environments
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 80-92
Persistent link: https://www.econbiz.de/10011687429
Saved in:
2
Liquidity effect in OTC options markets : premium or discount?
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 127-160
Persistent link: https://www.econbiz.de/10009267085
Saved in:
3
The economic determinants of interest rate option smiles
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 714-728
Persistent link: https://www.econbiz.de/10003702691
Saved in:
4
US treasury securities
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003763526
Saved in:
5
Interest rate swaps
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003763594
Saved in:
6
Interest rate options and related products
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
-
2008
Persistent link: https://www.econbiz.de/10003763595
Saved in:
7
Pricing and hedging interest rate options : evidence from cap-floor markets
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 701-733
Persistent link: https://www.econbiz.de/10002516999
Saved in:
8
Introduction to interest-rate futures and options contracts
Fabozzi, Frank J.
;
Mann, Steven V.
;
Pitts, Mark
- In:
The handbook of fixed income securities
,
(pp. 1163-1185)
.
2005
Persistent link: https://www.econbiz.de/10003055263
Saved in:
9
Interest-rate swaps and swaptions
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
- In:
The handbook of fixed income securities
,
(pp. 1249-1281)
.
2005
Persistent link: https://www.econbiz.de/10003055314
Saved in:
10
Hedging in the possible presence of unspanned stochastic volatility : evidence from swaption markets
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 2219-2248
Persistent link: https://www.econbiz.de/10001797838
Saved in:
11
A review of no arbitrage interest rate models
Buetow, Gerald W.
;
Fabozzi, Frank J.
;
Sochacki, James
- In:
Interest rate, term structure, and valuation modeling
,
(pp. 39-72)
.
2002
Persistent link: https://www.econbiz.de/10001734140
Saved in:
12
Valuation of interest rate swaps and swaptions
Buetow, Gerald W.
;
Fabozzi, Frank J.
-
2001
Persistent link: https://www.econbiz.de/10004692830
Saved in:
13
An empirical examination of the convexity bias in the pricing of interest rate swaps
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 239-279
Persistent link: https://www.econbiz.de/10001448506
Saved in:
14
Real interest rates and CPI-W futures
Petzel, Todd E.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 255-270
Persistent link: https://www.econbiz.de/10001339374
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->