//--> //--> //-->
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:"The journal of fixed income"
~isPartOf:"Selected writings on futures markets : explorations in financial futures markets"
~subject:"Japan"
~subject:"Kreditrisiko"
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:"Cap-floor market"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Japan
Kreditrisiko
Interest rate derivative
41
Zinsderivat
41
Theorie
19
Theory
19
USA
14
United States
14
Yield curve
14
Zinsstruktur
14
Public bond
8
Öffentliche Anleihe
8
Hedging
5
Swap
5
Volatility
5
Volatilität
5
CAPM
4
Government securities
4
Staatspapier
4
Großbritannien
3
Option pricing theory
3
Optionspreistheorie
3
Portfolio selection
3
Portfolio-Management
3
United Kingdom
3
Capital income
2
Credit risk
2
Derivat
2
Derivative
2
Estimation
2
Forecasting model
2
Geldmarkt
2
Interest rate
2
Kapitaleinkommen
2
Money market
2
Prognoseverfahren
2
Schätzung
2
Zins
2
1976-1981
1
1980
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Brown, Rob
1
Eom, Young Ho
1
Fang, Victor
1
Gargouri, Ayoub
1
In, Francis Haeuck
1
Lai, Van Son
1
Soumaré, Issouf
1
Subrahmanyam, Marti G.
1
Uno, Jun
1
more ...
less ...
Published in...
All
The journal of fixed income
Selected writings on futures markets : explorations in financial futures markets
International journal of theoretical and applied finance
4
Advances in Pacific Basin financial markets
3
IMES discussion paper series / Englische Ausgabe
3
Journal of banking & finance
3
Monetary and economic studies
3
The journal of credit risk : published quarterly by Incisive Media
3
Applied mathematical finance
2
BIS working papers
2
European journal of operational research : EJOR
2
Interest rate modelling after the financial crisis
2
International journal of business
2
International journal of financial engineering
2
International review of financial analysis
2
Journal of economics and finance
2
Journal of financial economics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
NBER working paper series
2
The IUP journal of applied finance : IJAF
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of futures markets
2
Working paper / National Bureau of Economic Research, Inc.
2
Applied financial economics
1
Applied financial economics letters
1
Arbeitsberichte / Hochschule für Bankwirtschaft
1
Berichte aus der Volkswirtschaft
1
Bonn Econ Discussion Papers / BGSE
1
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
1
CARF working paper
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Central Bank review / Central Bank of the Republic of Turkey
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
DIW Berlin Discussion Paper
1
Discussion paper series / A / Institute of Economic Research
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Discussion papers in economics
1
Economic theory, dynamics and markets : essays in honor of Ryuzo Sato
1
FIW working paper
1
Finance and economics discussion series
1
Financial engineering and the Japanese markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->