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subject:"Yield curve"
~isPartOf:"Annual review of financial economics"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Staatspapier"
~subject:"Zins"
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Search: subject_exact:"Interest rate futures"
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Yield curve
Staatspapier
Zins
Interest rate derivative
27
Zinsderivat
27
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16
Option pricing theory
10
Optionspreistheorie
10
Derivat
6
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Mi, Yanhui
2
Zhong, Yangfan
2
Ap Gwilym, Owain
1
Chatziantoniou, Ioannis
1
Clare, Andrew D.
1
David-Pur, Lior
1
Elliott, Robert J.
1
Frino, Alex
1
Fuji, Masaaki
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1
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Oosterlee, Cornelis Willebrordus
1
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1
Pan, Jian
1
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1
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1
Shapir, Offer Moshe
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Stenfors, Alexis
1
Takahashi, Akihiko
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Thomas, Stephen
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Toner, Martin
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Tuckman, Bruce
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Annual review of financial economics
International journal of financial engineering
Journal of international financial markets, institutions & money
The journal of futures markets
31
International journal of theoretical and applied finance
27
The journal of computational finance
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
The journal of fixed income
15
Journal of banking & finance
12
The journal of finance : the journal of the American Finance Association
11
The review of financial studies
10
Applied financial economics
9
Applied mathematical finance
9
Finance and stochastics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Interest rate modelling after the financial crisis
8
International review of financial analysis
8
Journal of financial economics
8
Quantitative finance
8
Working papers / The Levy Economics Institute
8
Economics letters
7
Journal of mathematical finance
7
Review of derivatives research
7
Working paper
7
Advances in futures and options research : a research annual
6
Discussion paper / B
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Advances in Pacific Basin financial markets
5
European journal of operational research : EJOR
5
Journal of financial and quantitative analysis : JFQA
5
Risks : open access journal
5
SFB 649 discussion paper
5
Journal of international money and finance
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Research in finance
4
Selected writings on futures markets : explorations in financial futures markets
4
SpringerLink / Bücher
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Série de trabalhos para discussão
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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1
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
2
Short-term ratebBenchmarks : the post-LIBOR regime
Tuckman, Bruce
- In:
Annual review of financial economics
15
(
2023
),
pp. 473-491
Persistent link: https://www.econbiz.de/10014426350
Saved in:
3
The Q-measure dynamics of forward rates
Rebonato, Riccardo
- In:
Annual review of financial economics
15
(
2023
),
pp. 493-522
Persistent link: https://www.econbiz.de/10014426352
Saved in:
4
Cross-currency basis swap spreads and corporate dollar funding
David-Pur, Lior
;
Galil, Koresh
;
Rosenboim, Mosi
; …
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014433286
Saved in:
5
Independent policy, dependent outcomes : a game of cross-country dominoes across European yield curves
Stenfors, Alexis
;
Chatziantoniou, Ioannis
;
Gabauer, David
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013533377
Saved in:
6
LIBOR market model with multiplicative basis
Zhong, Yangfan
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011923001
Saved in:
7
Pricing in-arrears caps and ratchet caps under LIBOR market model with multiplicative basis
Zhong, Yangfan
;
Mi, Yanhui
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011923038
Saved in:
8
Asset pricing under general collateralization
Mi, Yanhui
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011777842
Saved in:
9
Pricing for options in a mixed fractional Hull-White interest rate model
Pan, Jian
;
Zhou, Xiangying
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673121
Saved in:
10
The effects of negative interest rates on the estimation of option sensitivities : the impact of switching from a log-normal to a normal model
Giribone, Pier Giuseppe
;
Ligato, Simone
;
Mulas, Martina
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011673134
Saved in:
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