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~subject:"Interest rate derivative"
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Interest rate derivative
Theorie
124
Theory
122
Kreditderivat
77
Credit derivative
76
Kreditrisiko
73
Credit risk
72
China
47
Liquidity
44
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39
Zinsstruktur
39
Derivat
38
Derivative
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Welt
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Liquidität
34
Börsenkurs
31
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Optionspreistheorie
28
USA
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United States
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Coronavirus
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Option pricing theory
26
Public bond
25
Öffentliche Anleihe
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23
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23
Kreditversicherung
23
Wirkungsanalyse
23
Corporate bond
22
Unternehmensanleihe
22
Country risk
20
Länderrisiko
20
Market liquidity
20
Marktliquidität
20
Portfolio selection
20
Portfolio-Management
20
Risikomanagement
20
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12
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8
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Subrahmanyam, Marti G.
14
Augustin, Patrick
6
Chernov, Mikhail
6
Schmid, Lukas
6
Song, Dongho
6
Uno, Jun
5
Gupta, Anurag
4
Stapleton, Richard C.
4
Eom, Young Ho
3
Deuskar, Prachi
2
Pelizzon, Loriana
2
Tomio, Davide
2
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Journal of banking & finance
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Economic theory, dynamics and markets : essays in honor of Ryuzo Sato
1
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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
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2
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
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3
The term structure of interest-rate futures prices
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1999
Persistent link: https://www.econbiz.de/10001463940
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4
The analysis and valuation of interest rate options
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1992
Persistent link: https://www.econbiz.de/10000838715
Saved in:
5
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:
6
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:
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
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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
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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
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