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~subject:"Zinsderivat"
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Zinsderivat
Theorie
88
Theory
86
Liquidity
43
Kreditrisiko
39
Credit risk
38
Liquidität
33
Credit derivative
29
Kreditderivat
29
Optionspreistheorie
26
Corporate bond
25
Risiko
25
Unternehmensanleihe
25
Derivat
24
Derivative
24
Option pricing theory
24
Coronavirus
22
Risk
22
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21
Rentenmarkt
21
Yield curve
20
Zinsstruktur
20
USA
19
United States
19
Börsenkurs
18
Market liquidity
18
Marktliquidität
18
Betriebliche Liquidität
17
Corporate liquidity
17
Share price
17
EU countries
16
EU-Staaten
16
CAPM
14
Interest rate derivative
14
Public bond
14
Öffentliche Anleihe
14
Country risk
13
Financial crisis
13
Financial market regulation
13
Finanzmarktregulierung
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
Peterson, Sandra
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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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1
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ECONIS (ZBW)
14
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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
Saved in:
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
Saved in:
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
Saved in:
4
The term structure of interest-rate futures prices
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1999
Persistent link: https://www.econbiz.de/10001463940
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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