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~subject:"Interest rate derivative"
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Interest rate derivative
Theorie
89
Theory
87
Liquidity
45
Kreditrisiko
37
Credit risk
36
Liquidität
35
Credit derivative
28
Kreditderivat
28
Corporate bond
26
Unternehmensanleihe
26
Optionspreistheorie
25
Risiko
25
Derivat
24
Derivative
24
Option pricing theory
23
Coronavirus
22
Risk
22
Market liquidity
20
Marktliquidität
20
Bond market
19
Börsenkurs
19
Rentenmarkt
19
Yield curve
19
Zinsstruktur
19
Share price
18
Betriebliche Liquidität
17
Corporate liquidity
17
USA
17
United States
17
EU countries
16
EU-Staaten
16
Impact assessment
15
Wirkungsanalyse
15
Zinsderivat
14
Country risk
13
Financial crisis
13
Financial market regulation
13
Finanzmarktregulierung
13
Japan
13
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8
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5
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English
14
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Subrahmanyam, Marti G.
14
Uno, Jun
5
Gupta, Anurag
4
Stapleton, Richard C.
4
Eom, Young Ho
3
Deuskar, Prachi
2
Pelizzon, Loriana
2
Tomio, Davide
2
Eisl, Alexander
1
Jankowitsch, Rainer
1
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Journal of banking & finance
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
SAFE working paper
2
Economic theory, dynamics and markets : essays in honor of Ryuzo Sato
1
European financial management : the journal of the European Financial Management Association
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
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ECONIS (ZBW)
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The manipulation potential of Libor and Euribor
Eisl, Alexander
;
Jankowitsch, Rainer
;
Subrahmanyam, Marti G.
- In:
European financial management : the journal of the …
23
(
2017
)
4
,
pp. 604-647
Persistent link: https://www.econbiz.de/10011770824
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2
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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3
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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4
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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5
The analysis and valuation of interest rate options
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1992
Persistent link: https://www.econbiz.de/10000838715
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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
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7
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
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8
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
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9
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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10
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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