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institution:"University of Sydney / Department of Economics"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"International Center for Financial Asset Management and Engineering"
~institution:"International Conference on Derivatives and Risk Management <2003, Schanghai>"
~source:"econis"
~type:"book"
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Search: subject_exact:"Interest rate swap"
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Interest rate derivative
6
Zinsderivat
6
Yield curve
3
Zinsstruktur
3
Option pricing theory
2
Optionspreistheorie
2
Swap
2
Volatility
2
Volatilität
2
1993-1997
1
Arbitrage
1
Australia
1
Australien
1
CAPM
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Derivat
1
Derivative
1
Efficient market hypothesis
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Effizienzmarkthypothese
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Erwartungsbildung
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Expectation formation
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Fälligkeit
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Hedging
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Index futures
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Index-Futures
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Maturity
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Theorie
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English
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Christiansen, Charlotte
1
Galluccio, Stefano
1
Huang, Zhijhang
1
Kim, Suk-Joong
1
Ly, Jean-Michel
1
Mikkelsen, Peter
1
Scaillet, Olivier
1
Sheen, Jeffrey R.
1
Shin Jensen, Malene
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University of Sydney / Department of Economics
Centre for Analytical Finance <Århus>
International Center for Financial Asset Management and Engineering
International Conference on Derivatives and Risk Management <2003, Schanghai>
National Bureau of Economic Research
10
Ekonomiska forskningsinstitutet <Stockholm>
3
London International Financial Futures Exchange
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Deutsche Forschungsgemeinschaft
2
Deutsche Terminbörse <Frankfurt, Main>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Associazione Operatori Bancari in Titoli
1
Centre for Economic Policy Research
1
Chambre de commerce et d'industrie de Paris
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Danmarks Nationalbank
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Econometrisch Instituut <Rotterdam>
1
Eric Cuvillier <Firma>
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Federal Reserve Bank of New York
1
Federal Reserve Bank of St. Louis
1
Federal Reserve System / Financial Studies Section
1
Friedr. Vieweg und Sohn
1
Goethe-Universität Frankfurt am Main
1
Hanns Seidel Stiftung
1
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1
Institute of Finance and Accounting <London>
1
Keizai-Sangyō-Kenkyūsho <Tokio>
1
Marché à Terme d'Instruments Financiers <Paris>
1
Melbourne Institute of Applied Economic and Social Research
1
Oesterreichische Nationalbank
1
Oesterreichische Nationalbank / Abteilung für Finanzmarktanalyse
1
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1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
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1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
FAME research paper series
1
The journal of futures markets
1
Working papers in economics
1
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ECONIS (ZBW)
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1
Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240424
Saved in:
2
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
3
Special issue from the 13th Annual Asia-Pacific Futures Research Symposium : [held jointly with the International Conference on Derivatives and Risk Management in Shanghai, China,...
Webb, Robert I.
(
contributor
)
-
Asia Pacific Futures Research Symposium <13, 2003, …
-
2003
Persistent link: https://www.econbiz.de/10001825698
Saved in:
4
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
Saved in:
5
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
6
Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information
Kim, Suk-Joong
;
Sheen, Jeffrey R.
-
1999
Persistent link: https://www.econbiz.de/10001437852
Saved in:
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