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institution:"University of Sydney / Department of Economics"
~institution:"Institute of Finance and Accounting <London>"
~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
4
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1993-1997
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Efficient market hypothesis
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Option pricing theory
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University of Sydney / Department of Economics
Institute of Finance and Accounting <London>
International Center for Financial Asset Management and Engineering
International Conference on Derivatives and Risk Management <2003, Schanghai>
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Associazione Operatori Bancari in Titoli
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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ECONIS (ZBW)
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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
Why long term forward interest rates (almost) always slope downwards
Brown, Roger H.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700548
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
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
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