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subject:"Yield curve"
~isPartOf:"International journal of financial engineering"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~source:"econis"
~subject:"Staatspapier"
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Search: subject_exact:"Interest rate futures"
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Yield curve
Staatspapier
Interest rate derivative
35
Zinsderivat
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Option pricing theory
10
Optionspreistheorie
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Swap
10
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David-Pur, Lior
2
Fang, Victor
2
Galil, Koresh
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Mi, Yanhui
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Rosenboim, Mosi
2
Zhong, Yangfan
2
Ap Gwilym, Owain
1
Azad, A. S. M. Sohel
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International journal of financial engineering
International review of financial analysis
Journal of international financial markets, institutions & money
International journal of theoretical and applied finance
26
The journal of futures markets
26
The journal of computational finance
16
The journal of fixed income
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Journal of banking & finance
12
The journal of finance : the journal of the American Finance Association
10
Applied mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The review of financial studies
9
Finance and stochastics
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Interest rate modelling after the financial crisis
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Journal of financial economics
8
Quantitative finance
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Applied financial economics
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Journal of mathematical finance
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Advances in futures and options research : a research annual
6
Discussion paper / B
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Review of derivatives research
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Journal of financial and quantitative analysis : JFQA
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Risks : open access journal
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SFB 649 discussion paper
5
Advances in Pacific Basin financial markets
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Economics letters
4
European journal of operational research : EJOR
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Journal of international money and finance
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Working papers / The Levy Economics Institute
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Annual review of financial economics
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Applied economics
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Applied financial economics letters
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Asia-Pacific financial markets
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Bonn Econ Discussion Papers / BGSE
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Gabler Edition Wissenschaft
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ECONIS (ZBW)
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1
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:
2
Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
Saved in:
3
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:
4
The dynamics of sovereign yields over swap rates in the Eurozone market
David-Pur, Lior
;
Galil, Koresh
;
Rosenboim, Mosi
- In:
International review of financial analysis
72
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012437221
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Efficient and exact simulation of the Gaussian affine interest rate models
Ostrovski, Vladimir
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011577107
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