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type_genre:"Aufsatz im Buch"
~subject:"Credit risk"
~subject:"Theorie"
~type_genre:"Book review"
~type_genre:"Forschungsbericht"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"Constant maturity swap"
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Credit risk
Theorie
Interest rate derivative
220
Zinsderivat
220
Theory
113
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82
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82
Optionspreistheorie
55
Option pricing theory
54
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38
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30
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28
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5
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4
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2
Interest rate modelling after the financial crisis
2
Lecture notes in economics and mathematical systems : LNEMS
2
New methods in fixed income modeling : fixed income modeling
2
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Schriftenreihe Finanzmanagement
2
Schriftenreihe der SGZ-Bank
2
Selected writings on futures markets : explorations in financial futures markets
2
The handbook of municipal bonds
2
Tinbergen Institute research series
2
Acta Universitatis Oeconomicae Helsingiensis / A
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in risk management
1
Afhandlinger fra det Samfundsvikenskabelige Fakultet på Odense Universitet
1
Analytical models for financial modeling and risk management
1
Bank- und finanzwirtschaftliche Forschungen
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Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
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1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
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1
DUV : Wirtschaftswissenschaft
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Economic theory, dynamics and markets : essays in honor of Ryuzo Sato
1
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Ekonomi och samhälle : Skrifter uitgivna av Svenska Handelshögskolan
1
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
1
Empirische Wirtschafts- und Sozialforschung
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Essays on fixed income and inflation forecasting
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European University Institute / D
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Financial sector of the American economy
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ECONIS (ZBW)
119
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1
Bond portfolio management, swap strategy, duration, and convexity
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015047705
Saved in:
2
Market and counterparty credit risk : selected computational and managerial aspects
Schwake, Daniel
-
2016
Persistent link: https://www.econbiz.de/10012384955
Saved in:
3
Firm value and risk management in credit agreements
Marami, Ali
-
2014
Persistent link: https://www.econbiz.de/10011583397
Saved in:
4
A new approach to CIR short-term rates modelling
Orlando, Giuseppe
;
Mininni, Rosa Maria
;
Bufalo, Michele
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 35-43)
.
2018
Persistent link: https://www.econbiz.de/10012011576
Saved in:
5
Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
6
Convexity adjustment for constant maturity swaps in a multi-curve framework
Karouzakis, Nikolaos
;
Hatgioannides, John
; …
- In:
Analytical models for financial modeling and risk management
,
(pp. 159-181)
.
2018
Persistent link: https://www.econbiz.de/10011897166
Saved in:
7
Libor Market Models with stochastic volatility and CMS spread option pricing
Lutz, Matthias
-
2011
Persistent link: https://www.econbiz.de/10009375797
Saved in:
8
Robust calibration of the Libor market model and pricing of derivative products
Schätz, Dennis
-
2011
Persistent link: https://www.econbiz.de/10009551549
Saved in:
9
The asymptotic behavior of the term structure of interest rates
Härtel, Maximilian
-
2015
-
1. Auflage
Persistent link: https://www.econbiz.de/10011416533
Saved in:
10
Bond futures und open-end knock-outs : bewertung sowie Analyse des Produktdesigns, der emittentenspezifischen Gewinntreiber und anlegerspezifischen Performance
Peters, Christian
-
2015
Persistent link: https://www.econbiz.de/10011526416
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