//--> //--> //--> //-->
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 real estate finance and economics"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Bank of England Working Paper"
~isPartOf:"Staff working papers / Bank of England"
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:"Swaps"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Swap
51
Theorie
17
Theory
17
Derivat
16
Derivative
16
Option pricing theory
16
Optionspreistheorie
16
Interest rate derivative
12
Zinsderivat
12
Volatility
11
Volatilität
11
Geldpolitik
10
Monetary policy
10
Yield curve
9
Zinsstruktur
9
Credit risk
7
Financial crisis
7
Finanzkrise
7
Kreditrisiko
7
Welt
6
World
6
Central bank
5
Erwartungsbildung
5
Expectation formation
5
Großbritannien
5
Hedging
5
Interest rate parity
5
Stochastic process
5
Stochastischer Prozess
5
US dollar
5
US-Dollar
5
United Kingdom
5
Zentralbank
5
Zinsparität
5
Credit derivative
4
Kreditderivat
4
Public bond
4
Risikoprämie
4
Risk premium
4
Öffentliche Anleihe
4
more ...
less ...
Online availability
All
Free
20
Undetermined
6
Type of publication
All
Article
30
Book / Working Paper
21
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
All
English
51
Author
All
Bahaj, Saleem
3
Lloyd, Simon
3
Pinter, Gabor
3
Reis, Ricardo
3
Benos, Evangelos
2
Eberlein, Ernst
2
Eguren-Martin, Fernando
2
Ferrara, Gerardo
2
Kaminska, Iryna
2
Liu, Zhuoshi
2
Lloyd, Simon P.
2
Mueller, Philippe
2
Ong, Seow-eng
2
Payne, Richard
2
Rutkowski, Marek
2
Vangelista, Elisabetta
2
Vasios, Michalis
2
Viswanath-Natraj, Ganesh
2
Wang, Junxuan
2
Aly, Sidi Mohamed Ould
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Baldeaux, Jan
1
Barria, Rodrigo
1
Baum, Andrew
1
Bee, Marco
1
Benth, Fred Espen
1
Bernard, Carole
1
Börger, Reik H.
1
Chan, Leunglung
1
Chung, San-lin
1
Cui, Zhenyu
1
Czech, Robert
1
Dempster, Michael A. H.
1
Drimus, Gabriel
1
Eguren Martin, Fernando
1
Elliott, Robert J.
1
Fan, Gang-Zhi
1
Fan, Gang-zhi
1
Forde, Martin
1
more ...
less ...
Published in...
All
The journal of real estate finance and economics
Applied mathematical finance
Bank of England Working Paper
Staff working papers / Bank of England
International journal of theoretical and applied finance
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Journal of banking & finance
26
NBER working paper series
24
The journal of fixed income
24
The journal of financial crises
22
International review of financial analysis
21
The journal of futures markets
20
Working paper / National Bureau of Economic Research, Inc.
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Journal of financial economics
17
NBER Working Paper
17
The journal of computational finance
17
Journal of international financial markets, institutions & money
15
Review of derivatives research
15
International review of economics & finance : IREF
14
European journal of operational research : EJOR
13
Finance and stochastics
13
Finance research letters
13
Research paper series / Swiss Finance Institute
13
The journal of finance : the journal of the American Finance Association
13
Journal of international money and finance
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Journal of financial and quantitative analysis : JFQA
11
Journal of securities operations & custody
11
Applied economics
10
Discussion papers / CEPR
10
European financial management : the journal of the European Financial Management Association
10
The European journal of finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of investment compliance
10
The review of financial studies
10
Discussion paper / Centre for Economic Policy Research
9
Economics letters
9
International journal of financial engineering
9
Journal of financial services research : JFSR
9
Swiss Finance Institute Research Paper
9
Applied economics letters
8
more ...
less ...
Source
All
ECONIS (ZBW)
51
Showing
41
-
50
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
The Lévy swap market model
Eberlein, Ernst
;
Liinev, J.
- In:
Applied mathematical finance
14
(
2007
)
2
,
pp. 171-196
Persistent link: https://www.econbiz.de/10003542983
Saved in:
42
Indifference pricing and hedging for volatility dervivatives
Grasselli, M. R.
;
Hurd, T. R.
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 303-317
Persistent link: https://www.econbiz.de/10003543040
Saved in:
43
Valuing volatility and variance swaps for a non-Gaussian Ornstein-Uhlenbeck stochastic volatility model
Benth, Fred Espen
;
Groth, Martin
;
Kufakunesu, Rodwell
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10003543050
Saved in:
44
A semi-explicit approach to Canary swaptions in HJM one-factor model
Henrard, Marc
- In:
Applied mathematical finance
13
(
2006
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003320021
Saved in:
45
Pricing quanto equity swaps in a stochastic interest rate economy
Chung, San-lin
;
Yang, Hsiao-fen
- In:
Applied mathematical finance
12
(
2005
)
2
,
pp. 121-146
Persistent link: https://www.econbiz.de/10002989911
Saved in:
46
Modelling credit default swap spreads by means of normal mixtures and copulas
Bee, Marco
- In:
Applied mathematical finance
11
(
2004
)
2
,
pp. 125-146
Persistent link: https://www.econbiz.de/10002085490
Saved in:
47
Analysis of credit risks in asset-backed securitization transactions in Singapore
Sing, Tien-foo
;
Ong, Seow-eng
;
Fan, Gang-Zhi
;
Sirmans, …
- In:
The journal of real estate finance and economics
28
(
2004
)
2/3
,
pp. 235-253
Persistent link: https://www.econbiz.de/10001955356
Saved in:
48
Volatility skews and extensions of the libor market model
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
- In:
Applied mathematical finance
7
(
2000
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001546115
Saved in:
49
Models of forward Libor and swap rates
Rutkowski, Marek
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 29-60
Persistent link: https://www.econbiz.de/10001449235
Saved in:
50
Fast numerical valuation of American, exotic and complex options
Dempster, Michael A. H.
- In:
Applied mathematical finance
4
(
1997
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001226776
Saved in:
First
Prev
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->