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subject:"Yield curve"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Giribone, Pier Giuseppe"
~person:"McMillan, David G."
~subject:"EU-Staaten"
~subject:"Griechenland"
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Yield curve
EU-Staaten
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Interest rate derivative
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hedging problem
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interest rate floor valuation
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Giribone, Pier Giuseppe
McMillan, David G.
Mi, Yanhui
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Zhong, Yangfan
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Afonso, António
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David-Pur, Lior
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International journal of financial engineering
Journal of international financial markets, institutions & money
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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
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2
Forward interest rate premium and asymmetric adjustment : evidence from 16 countries
McMillan, David G.
- In:
Journal of international financial markets, …
19
(
2009
)
2
,
pp. 258-273
Persistent link: https://www.econbiz.de/10003799788
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