//--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"International review of financial analysis"
~person:"Ly, J.-M."
~person:"Rosenboim, Mosi"
~subject:"Swap"
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:"Credit spread"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Swap
Interest rate derivative
2
Yield curve
2
Zinsderivat
2
Zinsstruktur
2
Bond market
1
EU countries
1
EU-Staaten
1
Euribor repo spread
1
Euro area
1
Eurozone
1
Eurozone sovereign bond market
1
Public bond
1
Rentenmarkt
1
Swap market
1
Swap spread
1
Theorie
1
Theory
1
Öffentliche Anleihe
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Ly, J.-M.
Rosenboim, Mosi
Batten, Jonathan A.
4
Augustin, Patrick
1
Azad, A. S. M. Sohel
1
Bojarčenko, Svetlana I.
1
Brace, Alan
1
Chen, Nan
1
Chernov, Mikhail
1
Choi, Jaehyuk
1
David-Pur, Lior
1
Fang, Victor
1
Galil, Koresh
1
Galluccio, S.
1
Gatarek, Dariusz
1
He, Jie-Cao
1
Hogan, Warren Pat
1
Hsieh, Chang-Chieh
1
Huang, Z.
1
Huang, Zi-Wei
1
Kalemanova, Anna
1
Kim, Don H.
1
Kou, Steven
1
Kısacıkoğlu, Burçin
1
Levendorskij, Sergej Z.
1
Li, Libo
1
Lin, Shih-kuei
1
Mele, Antonio
1
Musiela, Marek
1
Obayashi, Yoshiki
1
Pelsser, Antoon André Jean
1
Rutkowski, Marek
1
Scaillet, Olivier
1
Schmid, Bernd
1
Schmid, Lukas
1
Schrager, David F.
1
Shin, Sungchan
1
Song, Dongho
1
Yang, Shihao
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Discussion papers / CEPR
International review of financial analysis
Journal of international financial markets, institutions & money
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The dynamics of sovereign yields over swap rates in the Eurozone market
David-Pur, Lior
;
Galil, Koresh
;
Rosenboim, Mosi
- In:
International review of financial analysis
72
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012437221
Saved in:
2
Theory and calibration of swap market models
Galluccio, S.
;
Ly, J.-M.
;
Huang, Z.
;
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 111-141
Persistent link: https://www.econbiz.de/10003543112
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->