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subject:"Kapitaleinkommen"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Monetary policy"
~subject:"Zinsderivat"
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Search: subject_exact:"Internationaler Zinszusammenhang"
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Kapitaleinkommen
Monetary policy
Zinsderivat
Yield curve
111
Zinsstruktur
111
Theorie
51
Theory
51
Option pricing theory
40
Optionspreistheorie
40
Interest rate derivative
26
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Kreditderivat
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English
33
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Baviera, Roberto
2
Bouchaud, Jean-Philippe
2
Matacz, Andrew
2
Andresen, Arne
1
Antonacci, Flavia
1
Avellaneda, Marco
1
Belomestny, Denis
1
Benth, Fred Espen
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Biagini, Francesca
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Blaskowitz, Olilver
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Bregman, Julia
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Brigo, Damiano
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Brody, Dorje C.
1
Capriotti, Luca
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Cont, Rama
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D'Ippoliti, Fernanda
1
De Malherbe, Etienne
1
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Gach, Florian
1
Genaro, Alan de
1
Gnoatto, Alessandro
1
Gogala, Jaka
1
Hanton, Pierre
1
Henrard, Marc
1
Herwartz, Helmut
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Hess, Markus
1
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Ito, Sumito
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Kolodko, Anastasia
1
Konno, Hiroshi
1
Lee, Jacky
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1
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International journal of theoretical and applied finance
NBER working paper series
77
Working paper / National Bureau of Economic Research, Inc.
62
NBER Working Paper
59
Working paper series / European Central Bank
52
Journal of banking & finance
51
Finance and economics discussion series
45
Discussion paper / Centre for Economic Policy Research
42
Journal of international money and finance
42
Journal of financial economics
38
Journal of monetary economics
34
Discussion papers / CEPR
31
Economics letters
31
Working papers series / Federal Reserve Bank of San Francisco
31
Journal of economic dynamics & control
28
The journal of fixed income
28
Applied economics
27
Journal of money, credit and banking : JMCB
27
Staff reports / Federal Reserve Bank of New York
27
Working paper
26
Working papers / The Levy Economics Institute
26
Finance research letters
25
Working papers / Bank for International Settlements
25
Applied economics letters
23
ECB Working Paper
23
Economic modelling
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Discussion paper
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International review of economics & finance : IREF
22
The North American journal of economics and finance : a journal of financial economics studies
22
CESifo working papers
21
Journal of empirical finance
20
Staff working paper / Bank of Canada
19
The journal of futures markets
19
FEDS Working Paper
18
IMF working papers
18
Journal of international financial markets, institutions & money
18
Applied financial economics
15
International review of financial analysis
15
Journal of financial and quantitative analysis : JFQA
15
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
33
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1
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
2
Inflation, central bank and short-term interest rates : A new model with calibration to market data
Antonacci, Flavia
;
Costantini, Cristina
;
D'Ippoliti, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012887366
Saved in:
3
A note on real-world and risk-neutral dynamics for Heath-Jarrow-Morton frameworks
Criens, David
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012270996
Saved in:
4
Credit spread and liquidation value-based debt financing constraint
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153003
Saved in:
5
Back-of-the-envelope swaptions in a very parsimonious multi-curve interest rate model
Baviera, Roberto
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012153037
Saved in:
6
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
7
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
8
Efficient long-dated swaption volatility approximation in the forward-LIBOR model
Van Appel, Jacques
;
McWalter, Thomas A.
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011892565
Saved in:
9
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
10
Pricing interest rate derivatives under monetary changes
Genaro, Alan de
;
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011926590
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