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isPartOf:"The journal of futures markets"
~isPartOf:"Advances in futures and options research : a research annual"
~subject:"Interest rate derivative"
~subject:"Theorie"
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Interest rate derivative
Theorie
Zinsderivat
167
USA
116
United States
112
Public bond
67
Öffentliche Anleihe
67
Theory
58
Hedging
42
Zins
31
Interest rate
30
CAPM
27
Yield curve
22
Zinsstruktur
22
Volatility
17
Volatilität
17
Derivat
15
Derivative
15
Government securities
15
Staatspapier
15
Arbitrage
14
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14
Optionspreistheorie
14
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13
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13
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9
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9
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8
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7
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7
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175
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171
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171
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1
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1
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English
176
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Chance, Don M.
5
Gay, Gerald D.
5
Hegde, Shantaram P.
5
Arak, Marcelle V.
4
Bhattacharya, Anand K.
4
Koch, Timothy W.
4
Kolb, Robert W.
4
Castelino, Mark G.
3
Goodman, Laurie Sharon
3
Hein, Scott E.
3
Jordan, James V.
3
Kawaller, Ira G.
3
Livingston, Miles
3
Ma, Christopher K.
3
MacDonald, S. Scott
3
Overdahl, James A.
3
Ronn, Ehud I.
3
Bali, Turan G.
2
Batlin, Carl A.
2
Chatterjee, Sris
2
Chen, Andrew H.
2
Chen, Ren-Raw
2
Chen, Son-nan
2
Cole, C. Steven
2
Frino, Alex
2
Fung, Hung-gay
2
Hill, Joanne M.
2
Jamshidian, Farshid
2
Jones, Frank Joseph
2
Kane, Alex
2
Koppenhaver, Gary D.
2
Krehbiel, Timothy L.
2
Lekkos, Ilias
2
Marcus, Alan J.
2
Milas, Costas
2
Peterson, Richard Lewis
2
Reichenstein, William R.
2
Ritchken, Peter H.
2
Sankarasubramanian, L.
2
Schneeweis, Thomas
2
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Published in...
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The journal of futures markets
Advances in futures and options research : a research annual
NBER working paper series
161
NBER Working Paper
142
Working paper / National Bureau of Economic Research, Inc.
132
Journal of money, credit and banking : JMCB
78
Journal of monetary economics
77
Journal of economic dynamics & control
71
Journal of macroeconomics
69
Discussion paper / Centre for Economic Policy Research
68
Economic modelling
64
Working paper
64
Economics letters
61
Applied economics
52
Journal of international money and finance
48
International journal of theoretical and applied finance
47
Journal of banking & finance
47
Working paper series / European Central Bank
47
IMF working papers
44
Discussion papers / CEPR
42
The journal of finance : the journal of the American Finance Association
37
Finance and economics discussion series
36
Macroeconomic dynamics
36
The journal of fixed income
34
Applied financial economics
33
CESifo working papers
33
IMF working paper
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
The review of financial studies
27
Europäische Hochschulschriften / 5
26
Discussion paper
25
ECB Working Paper
25
European economic review : EER
24
Journal of international financial markets, institutions & money
24
International review of economics & finance : IREF
23
Journal of financial economics
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Review of economic dynamics
23
The American economic review
23
The journal of computational finance
23
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ECONIS (ZBW)
176
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1
SOFR term structure dynamics : discontinuous short rates and stochastic volatility forward rates
Brace, Alan
;
Gellert, Karol
;
Schlögl, Erik
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 936-985
Persistent link: https://www.econbiz.de/10014536708
Saved in:
2
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
Saved in:
3
A Skellam market model for loan prime rate options
Chen, Zhanyu
;
Zhang, Kai
;
Zhao, Hongbiao
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10012817951
Saved in:
4
Hedging securities and Silicon Valley Bank idiosyncrasies
Kim, Raymond
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 653-672
Persistent link: https://www.econbiz.de/10014536665
Saved in:
5
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
6
The information in global interest rate futures contracts
Brooks, Robert
;
Cline, Brandon N.
;
Teterin, Pavel
;
You, Yu
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1135-1166
Persistent link: https://www.econbiz.de/10013287935
Saved in:
7
The impact of high speed quoting on execution risk dynamics : evidence from interest rate futures markets
Nie, Jing
;
Penen Malagon, Juliana
;
Williams, Julian
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1434-1465
Persistent link: https://www.econbiz.de/10013287987
Saved in:
8
Options on federal funds futures and interest rate volatility
Sultan, Jahangir
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 330-359
Persistent link: https://www.econbiz.de/10010218777
Saved in:
9
The zero lower bound and economic determinants of the volatility surface in the interest cap markets
Kim, Myeong Hyeon
;
Kim, Changki
;
Hwang, Injun
- In:
The journal of futures markets
37
(
2017
)
6
,
pp. 578-598
Persistent link: https://www.econbiz.de/10011950845
Saved in:
10
The pricing of foreign currency options under jump-diffusion processes
Ahn, Chang-mo
;
Cho, D. C.
;
Park, Keehwan
- In:
The journal of futures markets
27
(
2007
)
7
,
pp. 669-695
Persistent link: https://www.econbiz.de/10003493149
Saved in:
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