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Zinsderivat
Theorie
67
Theory
67
Kreditrisiko
30
Credit risk
29
Yield curve
25
Zinsstruktur
25
Capital income
24
Kapitaleinkommen
24
Option pricing theory
23
Optionspreistheorie
23
Corporate bond
22
Unternehmensanleihe
22
Derivat
20
Derivative
20
CAPM
19
Portfolio selection
18
Portfolio-Management
18
Estimation
16
Liquidity
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Schätzung
16
USA
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United States
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Liquidität
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Risikoprämie
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Anleihe
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Betriebliche Liquidität
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Corporate liquidity
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Finanzkrise
11
Hedging
11
Bank liquidity
10
Bankenliquidität
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Insolvency
10
Insolvenz
10
Interest rate derivative
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9
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Chen, Ren-Raw
10
Scott, Louis O.
3
Yeh, Shih-kuo
3
Hsieh, Pei-Lin
1
Huang, Jeffrey
1
Ju, Hann-shing
1
Leistikow, Dean
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Li, Xiaowei
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Su, You-Tseng
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The journal of futures markets
3
Journal of financial and quantitative analysis : JFQA
1
Review of quantitative finance and accounting
1
Series in mathematical finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of fixed income
1
The journal of fixed income : JFI
1
The review of financial studies
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ECONIS (ZBW)
10
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1
Exact solutions for futures and European futures options on pure discount bonds
Chen, Ren-Raw
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 97-107
Persistent link: https://www.econbiz.de/10001122224
Saved in:
2
A new look at interest rate futures contracts
Chen, Ren-Raw
- In:
The journal of futures markets
12
(
1992
)
5
,
pp. 539-548
Persistent link: https://www.econbiz.de/10001129993
Saved in:
3
Understanding and managing interest rate risks
Chen, Ren-Raw
-
1996
Persistent link: https://www.econbiz.de/10000620475
Saved in:
4
Pricing interest rate futures options with futures-style margining
Chen, Ren-Raw
- In:
The journal of futures markets
13
(
1993
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10001136844
Saved in:
5
Pricing interest rate options in a two-factor Cox-Ingersoll-Ross model of the term structure
Chen, Ren-Raw
- In:
The review of financial studies
5
(
1992
)
4
,
pp. 613-636
Persistent link: https://www.econbiz.de/10001137840
Saved in:
6
Interest rate options in multifactor Cox-Ingersoll-Ross models of the term structure
Chen, Ren-Raw
- In:
The journal of derivatives : the official publication …
3
(
1995
)
2
,
pp. 53-72
Persistent link: https://www.econbiz.de/10001223183
Saved in:
7
Embedded options in treasury bond futures prices : new evidence
Chen, Ren-Raw
;
Ju, Hann-shing
;
Yeh, Shih-kuo
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 82-95
Persistent link: https://www.econbiz.de/10003875982
Saved in:
8
Analytical bounds for Treasury bond futures prices
Chen, Ren-Raw
;
Yeh, Shih-kuo
- In:
Review of quantitative finance and accounting
39
(
2012
)
2
,
pp. 209-239
Persistent link: https://www.econbiz.de/10009629083
Saved in:
9
Ultra treasury bond futures
Chen, Ren-Raw
;
Leistikow, Dean
;
Su, You-Tseng
;
Yeh, Shih-kuo
- In:
The journal of fixed income : JFI
32
(
2023
)
3
,
pp. 117-139
Persistent link: https://www.econbiz.de/10014231386
Saved in:
10
Predictive power of the implied volatility term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
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