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isPartOf:"The journal of fixed income"
~isPartOf:"Selected writings on futures markets : explorations in financial futures markets"
~subject:"Japan"
~subject:"Kreditrisiko"
~subject:"Portfolio-Management"
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The journal of fixed income
Selected writings on futures markets : explorations in financial futures markets
International journal of theoretical and applied finance
5
The journal of futures markets
5
Advances in Pacific Basin financial markets
3
European journal of operational research : EJOR
3
IMES discussion paper series / Englische Ausgabe
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1
Revisiting interest rate swap valuation with counterparty risk, wrong-way risk, and OIS discounting
Gargouri, Ayoub
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 63-80
Persistent link: https://www.econbiz.de/10011684745
Saved in:
2
Correlated default modeling with a forest of binomial trees
Bandreddi, Santhosh
;
Das, Sanjiv R.
;
Fan, Rong
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 38-56
Persistent link: https://www.econbiz.de/10003687357
Saved in:
3
Links among interest rate swap markets : US, UK, and Japan
In, Francis Haeuck
;
Brown, Rob
;
Fang, Victor
- In:
The journal of fixed income
13
(
2003
)
3
,
pp. 84-95
Persistent link: https://www.econbiz.de/10001968467
Saved in:
4
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:
5
Portfolio strategies using Treasury bond options and futures
Draper, Dennis W.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 197-212)
.
1985
Persistent link: https://www.econbiz.de/10001305672
Saved in:
6
Interest rate hedging for the mortgage banker : the effect of interest rate futures and loan commitments on portfolio return distributions
Bookstaber, Richard M.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 157-185)
.
1985
Persistent link: https://www.econbiz.de/10001305675
Saved in:
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