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~subject:"Interest rate derivative"
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Interest rate derivative
Theorie
92
Theory
90
Liquidity
46
Liquidität
36
Kreditrisiko
35
Credit risk
34
Corporate bond
29
Unternehmensanleihe
29
Credit derivative
28
Kreditderivat
28
Optionspreistheorie
26
Risiko
25
Derivat
24
Derivative
24
Option pricing theory
24
Risk
23
Coronavirus
22
Yield curve
22
Zinsstruktur
22
Bond market
21
Market liquidity
21
Marktliquidität
21
Rentenmarkt
21
Betriebliche Liquidität
18
Börsenkurs
18
Corporate liquidity
18
Share price
18
USA
18
United States
18
Public bond
17
Öffentliche Anleihe
17
EU countries
16
EU-Staaten
16
Debt financing
15
Fremdkapital
15
Country risk
14
Länderrisiko
14
Zinsderivat
14
CAPM
13
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7
Arbeitspapier
5
Graue Literatur
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Non-commercial literature
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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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1
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
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
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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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