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isPartOf:"The journal of futures markets"
~subject:"Schätzung"
~subject:"Theorie"
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Schätzung
Theorie
Interest rate derivative
139
Zinsderivat
139
USA
100
United States
96
Public bond
56
Öffentliche Anleihe
56
Theory
39
Hedging
37
Zins
28
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27
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17
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17
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17
Zinsstruktur
17
CAPM
16
Derivat
14
Derivative
14
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14
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14
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12
Currency derivative
12
Währungsderivat
12
Option pricing theory
9
Optionspreistheorie
9
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7
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7
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7
Großbritannien
7
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7
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7
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Article
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English
45
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Gay, Gerald D.
3
Kolb, Robert W.
3
Bali, Turan G.
2
Batlin, Carl A.
2
Castelino, Mark G.
2
Chance, Don M.
2
Chen, Ren-Raw
2
Ritchken, Peter H.
2
Sankarasubramanian, L.
2
Wu, Tao L.
2
Ahn, Chang-mo
1
Batlin, Carl Alan
1
Bliss, Robert R.
1
Blomeyer, Edward C.
1
Boyd, James C.
1
Chambers, Donald Robert
1
Chao, Wan-Ling
1
Chen, Son-nan
1
Cho, D. C.
1
Cicchetti, Paul
1
Daigler, Robert T.
1
Dale, Charles J.
1
Ederington, Louis H.
1
Feldman, David
1
Feuerstein, Jay R.
1
Flesaker, Bjorn
1
Fortin, Michel
1
Franckle, Charles Travers
1
Ghosh, Dilip K.
1
Gurrola, Pedro
1
Hein, Scott E.
1
Hemler, Michael Lee
1
Herrerías, Renata
1
Jones, Frank Joseph
1
Jordan, James V.
1
Kane, Alex
1
Khoury, Nabil T.
1
Lee, Jae-ha
1
Lee, Yung-Hsin
1
Leung, Kwai S.
1
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The journal of futures markets
NBER working paper series
183
NBER Working Paper
165
Working paper / National Bureau of Economic Research, Inc.
150
Economic modelling
85
Journal of macroeconomics
85
Journal of money, credit and banking : JMCB
84
Discussion paper / Centre for Economic Policy Research
83
Journal of monetary economics
82
Applied economics
79
Working paper
72
Journal of economic dynamics & control
71
Economics letters
70
Journal of international money and finance
63
CESifo working papers
61
Journal of banking & finance
51
Working paper series / European Central Bank
50
Discussion papers / CEPR
47
IMF working papers
47
Finance and economics discussion series
46
Applied economics letters
45
Applied financial economics
45
Macroeconomic dynamics
43
International review of economics & finance : IREF
36
Discussion paper
34
The North American journal of economics and finance : a journal of financial economics studies
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
International journal of theoretical and applied finance
31
Discussion paper / Deutsche Bundesbank
29
The journal of finance : the journal of the American Finance Association
29
ECB Working Paper
28
Bank of Finland research discussion papers
27
European economic review : EER
26
IMF working paper
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
The American economic review
24
The journal of fixed income
24
Review of economic dynamics
23
Sveriges Riksbank working paper series
23
International journal of finance & economics : IJFE
22
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ECONIS (ZBW)
45
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45
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1
An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung
;
Lee, Yung-Hsin
;
Chao, Wan-Ling
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
Saved in:
2
Pricing and hedging the smile with SABR : evidence from the interest rate caps market
Wu, Tao L.
- In:
The journal of futures markets
32
(
2012
)
8
,
pp. 773-791
Persistent link: https://www.econbiz.de/10009554750
Saved in:
3
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:
4
A random field LIBOR market model
Wu, Tao L.
;
Xu, Shengqiang
- In:
The journal of futures markets
34
(
2014
)
6
,
pp. 580-606
Persistent link: https://www.econbiz.de/10010371410
Saved in:
5
Stochastic skew in the interest rate cap market
Leung, Kwai S.
;
Ng, Hon Y.
;
Wong, Hoi Ying
- In:
The journal of futures markets
34
(
2014
)
12
,
pp. 1146-1169
Persistent link: https://www.econbiz.de/10010508673
Saved in:
6
Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G.
- In:
The journal of futures markets
20
(
2000
)
8
,
pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
Saved in:
7
An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G.
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
Saved in:
8
Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates : reply
Ghosh, Dilip K.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 121-125
Persistent link: https://www.econbiz.de/10001377610
Saved in:
9
Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates : comment
Batlin, Carl A.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 115-120
Persistent link: https://www.econbiz.de/10001377612
Saved in:
10
Maturity effects in the Mexican interest rate futures market
Gurrola, Pedro
;
Herrerías, Renata
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 371-393
Persistent link: https://www.econbiz.de/10008908357
Saved in:
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