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type_genre:"Aufsatz im Buch"
~person:"Amin, Ahsan"
~person:"Bessler, Wolfgang"
~person:"Meyer, Ralf"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Profitability patterns in the interest rate derivatives market
Meyer, Ralf
- In:
Review of derivatives research
20
(
2017
)
3
,
pp. 231-254
Persistent link: https://www.econbiz.de/10011936002
Saved in:
2
Analyzing hedging strategies for fixed income portfolios : a Bayesian approach for model selection
Bessler, Wolfgang
;
Leonhardt, Alexander
;
Wolff, Dominik
- In:
International review of financial analysis
46
(
2016
),
pp. 239-256
Persistent link: https://www.econbiz.de/10011581819
Saved in:
3
Profitability patterns in the interest rate derivatives market
Meyer, Ralf
- In:
Systemic risk and derivatives trading patterns in the …
,
(pp. 144-198)
.
2015
Persistent link: https://www.econbiz.de/10011950063
Saved in:
4
Manipulations of libor and other reference rates: assessing the impact on the interest rate derivatives market
Meyer, Ralf
- In:
Systemic risk and derivatives trading patterns in the …
,
(pp. 91-143)
.
2015
Persistent link: https://www.econbiz.de/10011950066
Saved in:
5
Hedging European government bond portfolios during the recent sovereign debt crisis
Bessler, Wolfgang
;
Wolff, Dominik
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 379-399
Persistent link: https://www.econbiz.de/10011299815
Saved in:
6
Calibration, simulation and hedging in a Heston libor market model with stochastic basis
Amin, Ahsan
- In:
Interest rate modelling after the financial crisis
,
(pp. 369-391)
.
2013
Persistent link: https://www.econbiz.de/10011457001
Saved in:
7
Elektronischer Handel versus Parketthandel : der Wechsel in der Marktführung im Bund-Future-Handel von der LIFFE zur DTB Eurex
Bessler, Wolfgang
;
Book, Thomas
;
Preuß, Andreas
- In:
Börsen, Banken und Kapitalmärkte : Festschrift für …
,
(pp. 157-186)
.
2006
Persistent link: https://www.econbiz.de/10003561421
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