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~subject:"Interest rate derivative"
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Interest rate derivative
Theorie
160
Theory
148
Kreditrisiko
47
Credit risk
42
Liquidity
41
Risiko
39
Deutschland
38
Credit derivative
32
Kreditderivat
32
Risk
32
Derivat
31
Derivative
31
Liquidität
31
Germany
30
Optionspreistheorie
28
Börsenkurs
27
Finanzmarkt
27
Risikomanagement
27
Financial market
26
Option pricing theory
26
Portfolio-Management
24
Share price
24
Welt
24
Investition
22
Kapitalmarkt
22
Coronavirus
21
EU countries
21
EU-Staaten
21
Financial crisis
21
Marktliquidität
21
Portfolio selection
21
Securitization
21
CAPM
20
Finanzkrise
20
Market liquidity
20
Risk management
20
World
20
Zinsderivat
19
Yield curve
18
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Free
3
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1
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Article
10
Book / Working Paper
8
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Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
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2
Book section
2
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English
18
Author
All
Subrahmanyam, Marti G.
14
Stapleton, Richard C.
5
Uno, Jun
5
Gupta, Anurag
4
Eom, Young Ho
3
Franke, Günter
3
Hess, Dieter
3
Deuskar, Prachi
2
Pelizzon, Loriana
2
Tomio, Davide
2
Copeland, Laurence S.
1
Eisl, Alexander
1
Jankowitsch, Rainer
1
Peterson, Sandra
1
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Published in...
All
Journal of banking & finance
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
SAFE working paper
2
Diskussionsbeiträge / 2
1
Economic theory, dynamics and markets : essays in honor of Ryuzo Sato
1
European financial management : the journal of the European Financial Management Association
1
Institutional arrangements for global economic integration
1
Journal of financial economics
1
Journal of financial markets
1
R & D / Institut Eropéen d'Administration des Affaires ; Corporate Renewal Initiative : working papers
1
R&D / INSEAD / INSEAD
1
Review of futures markets
1
The journal of fixed income
1
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ECONIS (ZBW)
18
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1
The valuation of American-style swaptions in a two-factor spot-futures model
Peterson, Sandra
;
Stapleton, Richard C.
;
Subrahmanyam, …
-
1999
Persistent link: https://www.econbiz.de/10001463939
Saved in:
2
The term structure of interest-rate futures prices
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1999
Persistent link: https://www.econbiz.de/10001463940
Saved in:
3
The analysis and valuation of interest rate options
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1992
Persistent link: https://www.econbiz.de/10000838715
Saved in:
4
The analysis and valuation of interest rate options
Stapleton, Richard C.
- In:
Journal of banking & finance
17
(
1993
)
6
,
pp. 1079-1095
Persistent link: https://www.econbiz.de/10001156862
Saved in:
5
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:
6
Credit risk and the pricing of Japanese yen interest rate swaps
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
-
1997
Persistent link: https://www.econbiz.de/10000992592
Saved in:
7
The international linkage of interest rate swap spreads : the yen-dollar markets
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
- In:
Economic theory, dynamics and markets : essays in honor …
,
(pp. 287-308)
.
2001
Persistent link: https://www.econbiz.de/10001785965
Saved in:
8
Transmission of swap spreads and volatilities in the Japenese swap market
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
- In:
The journal of fixed income
12
(
2002
)
1
,
pp. 6-28
Persistent link: https://www.econbiz.de/10001725689
Saved in:
9
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:
10
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:
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