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type_genre:"Aufsatz im Buch"
~subject:"Estimation"
~type_genre:"Sammelwerk"
~type_genre:"Thesis"
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Search: subject_exact:"Constant maturity swap"
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Estimation
Interest rate derivative
209
Zinsderivat
209
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103
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69
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69
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48
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47
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38
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37
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31
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27
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Gabler Edition Wissenschaft
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
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1
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1
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1
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1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Geld- und Wirtschaftspolitik in gesellschaftlicher Verantwortung : Gedächtnisschrift für Karl-Heinz Ketterer
1
Institutional arrangements for global economic integration
1
Market risk and financial markets modeling
1
Monetary policy under uncertainty
1
Reihe Quantitative Ökonomie : Ökon
1
Schriften des Instituts für Finanzen, Universität Leipzig
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ECONIS (ZBW)
27
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1
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
Saved in:
2
Forecasting swap spreads: a Bayesian approach
Nikitina, Olena
- In:
Essays on fixed income and inflation forecasting
,
(pp. 80-106)
.
2015
Persistent link: https://www.econbiz.de/10011639455
Saved in:
3
An empirical analysis of Japanese interest rate swap spread
Shimada, Junji
;
Takahashi, Toyoharu
;
Miyakoshi, Tatsuyoshi
- In:
Recent advances in financial engineering 2011: …
,
(pp. 111-131)
.
2012
Persistent link: https://www.econbiz.de/10009573458
Saved in:
4
A survey on modeling and analysis of basis spreads
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Recent advances in financial engineering 2011: …
,
(pp. 43-53)
.
2012
Persistent link: https://www.econbiz.de/10009573489
Saved in:
5
Forecasting economic time series using locally stationary processes : a new approach with applications
Loll, Tina
-
2012
Persistent link: https://www.econbiz.de/10009511784
Saved in:
6
Equilibrium on the interest rate market analysis
Kvasničková, Eva
- In:
Market risk and financial markets modeling
,
(pp. 99-113)
.
2012
Persistent link: https://www.econbiz.de/10009514449
Saved in:
7
Empirical models of the intraday process of price changes and liquidity : a transaction level approach
Gerhard, Frank
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001763098
Saved in:
8
A forecast evaluation of PCA-based adaptive forecasting schemes for the EURIBOR swap term structure
Blaskowitz, Oliver Jim
-
2009
Persistent link: https://www.econbiz.de/10003934002
Saved in:
9
Econometric modelling of the euro using two-factor continous time dynamic interest rate models
Nowman, Khalid B.
;
Thapar, Harry
- In:
Dynamic models and their applications in emerging markets
,
(pp. 69-76)
.
2005
Persistent link: https://www.econbiz.de/10003225351
Saved in:
10
Essays on interest rate swap dynamics
Huang, Ying
-
2004
Persistent link: https://www.econbiz.de/10003386902
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