//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of international money and finance"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The review of financial studies"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Interest rate futures"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Interest rate derivative
47
Zinsderivat
47
Yield curve
26
Zinsstruktur
26
Theorie
23
Theory
23
USA
16
United States
16
Option pricing theory
14
Optionspreistheorie
14
Derivat
9
Derivative
9
Stochastic process
9
Stochastischer Prozess
9
CAPM
8
Estimation
6
Schätzung
6
Interest rate
5
Swap
5
Volatility
5
Volatilität
5
Zins
5
Euromarkets
4
Euromarkt
4
1985-1988
2
Ankündigungseffekt
2
Announcement effect
2
Bourse
2
Börse
2
CDR
2
Collateralized Depository Receipt
2
Currency derivative
2
EU countries
2
EU-Staaten
2
Erwartungsbildung
2
Estimation theory
2
Expectation formation
2
Großbritannien
2
Hedging
2
Interest rate derivatives
2
more ...
less ...
Online availability
All
Undetermined
9
Free
1
Type of publication
All
Article
47
Type of publication (narrower categories)
All
Article in journal
47
Aufsatz in Zeitschrift
47
Language
All
English
47
Author
All
Chen, Ren-Raw
2
Eberlein, Ernst
2
Hull, John
2
McConnell, John J.
2
Tashjian, Elizabeth
2
White, Alan
2
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Attari, Mukarram
1
Barnhill, Theodore M.
1
Benos, Evangelos
1
Bhar, Ramaprasad
1
Börger, Reik H.
1
Chacko, George
1
Chernenko, Sergey
1
Chiarella, Carl
1
Costabile, Massimo
1
D'Aspremont, A.
1
Das, Sanjiv
1
Domínguez, Emilio
1
Ederington, Louis H.
1
Fama, Eugene F.
1
Faulkender, Michael
1
Fleckenstein, Matthias
1
Flesaker, Bjorn
1
Gerhart, Christoph
1
Goldstein, Robert S.
1
Gómez Puig, Marta
1
Heidari, Massoud
1
Heys, Jan van
1
Hoencamp, J. H.
1
Jain, Shashi
1
Jondeau, Eric
1
Kaisajuntti, Linus
1
Kamara, Avraham
1
Kandhai, B. D.
1
Karlsson, Patrik
1
Kawai, Atsushi
1
Kort, J. P. de
1
Kracaw, William Allen
1
more ...
less ...
Published in...
All
Journal of international money and finance
Applied mathematical finance
Journal of financial and quantitative analysis : JFQA
The review of financial studies
The journal of futures markets
139
International journal of theoretical and applied finance
33
The journal of fixed income
29
Advances in futures and options research : a research annual
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Journal of banking & finance
24
The journal of computational finance
23
Review of futures markets
18
The journal of finance : the journal of the American Finance Association
16
Finance and stochastics
15
Journal of international financial markets, institutions & money
15
Applied financial economics
13
Europäische Hochschulschriften / 5
13
IMF Working Papers
13
Journal of financial economics
13
Review of derivatives research
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Selected writings on futures markets : explorations in financial futures markets
12
Interest rate modelling after the financial crisis
11
International review of financial analysis
11
Working paper
11
SSE EFI working paper series in economics and finance
10
International journal of financial engineering
9
NBER working paper series
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / B
8
Economics letters
8
Quantitative finance
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The European journal of finance
8
Working papers / The Levy Economics Institute
8
Applied economics
7
Finance : revue de l'Association Française de Finance
7
Gabler Edition Wissenschaft
7
Interest rate futures : concepts and issues
7
Journal of economic dynamics & control
7
more ...
less ...
Source
All
ECONIS (ZBW)
47
Showing
1
-
10
of
47
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
2
Renting balance sheet space : intermediary balance sheet rental costs and the valuation of derivatives
Fleckenstein, Matthias
;
Longstaff, Francis A.
- In:
The review of financial studies
33
(
2020
)
11
,
pp. 5051-5091
Persistent link: https://www.econbiz.de/10012387416
Saved in:
3
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
; …
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
Saved in:
4
Centralized trading, transparency, and interest rate swap market liquidity : evidence from the implementation of the Dodd-Frank Act
Benos, Evangelos
;
Payne, Richard
;
Vasios, Michalis
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10012195554
Saved in:
5
Mortgage dollar roll
Song, Zhaogang
;
Zhu, Haoxiang
- In:
The review of financial studies
32
(
2019
)
8
,
pp. 2955-2996
Persistent link: https://www.econbiz.de/10012033901
Saved in:
6
Real-world scenarios with negative interest rates based on the LIBOR market model
Lopes, Sara Dutra
;
Vázquez, Carlos
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 466-482
Persistent link: https://www.econbiz.de/10012129176
Saved in:
7
Hybrid Lévy models : design and computational aspects
Eberlein, Ernst
;
Rudmann, Marcus
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 533-556
Persistent link: https://www.econbiz.de/10012129180
Saved in:
8
Liquidity costs : a new numerical methodology and an empirical study
Michel, Christophe
;
Reutenauer, Victor
;
Talay, Denis
; …
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 57-79
Persistent link: https://www.econbiz.de/10011546989
Saved in:
9
Counterparty credit exposures for interest rate derivatives using the stochastic grid bundling method
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 175-196
Persistent link: https://www.econbiz.de/10011704227
Saved in:
10
Eurodollar futures pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->