//--> //--> //--> //-->
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
subject:"Zinsstruktur"
~isPartOf:"Applied economics"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Review of derivatives research"
~isPartOf:"Working paper"
~subject:"Interest rate derivative"
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:"Constant maturity swap"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Zinsstruktur
Interest rate derivative
Zinsderivat
34
Yield curve
18
Option pricing theory
15
Optionspreistheorie
15
Theorie
15
Theory
15
Volatility
8
Volatilität
8
Derivat
7
Derivative
7
Interest rate
6
Zins
6
CAPM
5
USA
4
United States
4
Arbitrage
3
Swap
3
Currency derivative
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Futures
2
Interest rate derivatives
2
LIBOR market model
2
Markov chain
2
Markov-Kette
2
Option trading
2
Optionsgeschäft
2
Public bond
2
Währungsderivat
2
Öffentliche Anleihe
2
1977-1985
1
2005-2009
1
Accounting valuation
1
Anleihe
1
Arbitrage Pricing
1
Arbitrage pricing
1
Arbitrage-free pricing model
1
Bilanzielle Bewertung
1
more ...
less ...
Online availability
All
Undetermined
8
Free
2
Type of publication
All
Article
23
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
34
Author
All
Christiansen, Charlotte
3
Aase Nielsen, Jørgen
2
Chiarella, Carl
2
Jensen, Bjarne Astrup
2
Ritchken, Peter H.
2
Strunk Hansen, Charlotte
2
Svenstrup, Mikkel
2
Allen, William A.
1
Baaquie, Belal E.
1
Backwell, Alex
1
Ben-Abdallah, Ramzi
1
Bjerksund, Petter
1
Breton, Michèle
1
Burnetas, Apostolos N.
1
Chuang, Iyuan
1
Chung, Tsz-kin
1
Clewlow, Les
1
Costabile, Massimo
1
Das, Sanjiv R.
1
Du, Xin
1
Eghbalzadeh, Ramin
1
Ely, David P.
1
Gaillardetz, Patrice
1
Godin, Frédéric
1
Guidolin, Massimo
1
Hodges, Stewart D.
1
Huang, Li-Jhang
1
Hui, Cho H.
1
Jarrow, Robert A.
1
Jensen, Malene Shin
1
Kwon, Oh Kang
1
Li, Haitao
1
Li, Siguang
1
Lo, Chi-fai
1
Løchte Jørgensen, Peter
1
Massabo, Ivar
1
Meyer, Ralf
1
Mikkelsen, Peter
1
Moessner, Richhild
1
Monticini, Andrea
1
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
1
Published in...
All
Applied economics
Asia-Pacific financial markets
Review of derivatives research
Working paper
The journal of futures markets
139
International journal of theoretical and applied finance
33
The journal of fixed income
29
Advances in futures and options research : a research annual
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Journal of banking & finance
24
The journal of computational finance
23
Review of futures markets
18
Applied mathematical finance
16
The journal of finance : the journal of the American Finance Association
16
Finance and stochastics
15
Journal of international financial markets, institutions & money
15
The review of financial studies
15
Applied financial economics
13
Journal of financial economics
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Selected writings on futures markets : explorations in financial futures markets
12
Europäische Hochschulschriften / 5
11
Interest rate modelling after the financial crisis
11
International review of financial analysis
11
Journal of financial and quantitative analysis : JFQA
11
SSE EFI working paper series in economics and finance
10
International journal of financial engineering
9
NBER working paper series
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / B
8
Economics letters
8
Quantitative finance
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The European journal of finance
8
Working papers / The Levy Economics Institute
8
Finance : revue de l'Association Française de Finance
7
Gabler Edition Wissenschaft
7
Interest rate futures : concepts and issues
7
Journal of economic dynamics & control
7
Journal of mathematical finance
7
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
31
-
34
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Bond returns and financial index numbers : results from an intertemporal arbitrage free model
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
-
1992
Persistent link: https://www.econbiz.de/10000893022
Saved in:
32
Derivative securities and cash market stability
Ely, David P.
- In:
Applied economics
23
(
1991
)
2
,
pp. 391-402
Persistent link: https://www.econbiz.de/10001114647
Saved in:
33
Pricing contingent claims : first- and second-order effects from stochastic interest rate development
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
-
1990
Persistent link: https://www.econbiz.de/10000797974
Saved in:
34
Interest rate arbitrage using the forwards and futures markets, 1977 - 85
Woodward, Richard S.
- In:
Applied economics
19
(
1987
)
10
,
pp. 1329-1335
Persistent link: https://www.econbiz.de/10001047344
Saved in:
First
Prev
1
2
3
4
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->