//--> //--> //--> //-->
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
type_genre:"Aufsatz im Buch"
~subject:"Theory"
~type_genre:"Sammelwerk"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theory
Interest rate derivative
112
Zinsderivat
112
Theorie
39
Yield curve
30
Zinsstruktur
30
USA
18
United States
18
Option pricing theory
17
Optionspreistheorie
17
Public bond
16
Öffentliche Anleihe
16
Swap
15
Derivat
14
Derivative
14
Interest rate
14
Zins
14
Estimation
12
Hedging
12
Schätzung
12
Deutschland
9
Germany
9
Currency derivative
8
Währungsderivat
8
Interest rate risk
7
Stochastic process
7
Stochastischer Prozess
7
Zinsrisiko
7
Credit risk
5
Interbank market
5
Interbankenmarkt
5
Kreditrisiko
5
Option trading
5
Optionsgeschäft
5
Portfolio selection
5
Portfolio-Management
5
Volatility
5
Volatilität
5
Anleihe
4
Bond
4
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
34
Book / Working Paper
5
Type of publication (narrower categories)
All
Aufsatz im Buch
Sammelwerk
Article in journal
309
Aufsatz in Zeitschrift
309
Graue Literatur
150
Non-commercial literature
150
Arbeitspapier
126
Working Paper
126
Hochschulschrift
70
Thesis
63
Book section
34
Bibliografie enthalten
23
Bibliography included
23
Lehrbuch
15
Textbook
14
Collection of articles written by one author
10
Sammlung
10
Forschungsbericht
8
Collection of articles of several authors
5
Formelsammlung
3
Amtsdruckschrift
2
Aufgabensammlung
2
Government document
2
Handbook
2
Handbuch
2
Reprint
2
Aufsatzsammlung
1
Bibliografie
1
Case study
1
Diskette
1
Einführung
1
Fallstudie
1
Floppy disk
1
Glossar enthalten
1
Glossary included
1
Mikroform
1
Nachschlagewerk
1
No longer published / No longer aquired
1
Ratgeber
1
Reference book
1
more ...
less ...
Language
All
English
29
German
9
Italian
1
Author
All
Jokisch, Jens
2
Schlögl, Erik
2
Aase Nielsen, Jørgen
1
Amir-Atefi, Keyvan
1
Andriosopoulos, Kostas
1
Bianchi, Stephen W.
1
Björk, Tomas
1
Brabazon, Anthony
1
Bradley, Robert
1
Breuer, Wolfgang
1
Broll, Udo
1
Bufalo, Michele
1
Chu, Eric H.
1
Chung, In-hwan
1
D'Souza, Dylan
1
Das, Satyajit
1
Davis, Roger L.
1
Di Persio, Luca
1
Draper, Dennis W.
1
Dun, Tim
1
Eller, Roland
1
Fabozzi, Frank J.
1
Feldstein, Sylvan G.
1
Flavell, Richard
1
Fossati, Carlo
1
Fox, Thomas B.
1
Freisleben, Bernd
1
Gerhard, Frank
1
Gorenflo, Rudolf
1
Gugole, Nicola
1
Hatgioannides, John
1
Hill, Joanne M.
1
Hoag, James W.
1
Holler, Jürgen
1
Holthusen, Jan
1
Hughston, Lane P.
1
Jarrow, Robert A.
1
Jensen, Bjarne Astrup
1
Karouzakis, Nikolaos
1
Keller, Thomas
1
more ...
less ...
Institution
All
Associazione Operatori Bancari in Titoli
1
Published in...
All
New methods in fixed income modeling : fixed income modeling
2
Selected writings on futures markets : explorations in financial futures markets
2
The handbook of municipal bonds
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in risk management
1
Analytical models for financial modeling and risk management
1
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
1
Conférences des Professeurs honoris causa du Groupe HEC
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
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
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
Essays on fixed income and inflation forecasting
1
Finance
1
Finanza & mercati
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1993 ; Beiträge zum 6. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 8.- 10. Dezember 1993
1
Geld- und Wirtschaftspolitik in gesellschaftlicher Verantwortung : Gedächtnisschrift für Karl-Heinz Ketterer
1
IFR books
1
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
1
Japan, Europe and international financial markets : analytical and empirical perspectives
1
Kapitalmarkt, Unternehmensfinanzierung und rationale Entscheidungen : Festschrift für Jochen Wilhelm
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Modelling reality and personal modelling
1
Monetary policy under uncertainty
1
Natural computing in computational finance : volume 2 ; [the inspiration for this book was due in part to the success of EvoFIN 2008, the 2nd European Workshop on Evolutionary Computation in Finance and Economics. EvoFIN 2008 took place in conjunction with Evo* 2008 in Naples, Italy (26 - 28 March 2008).]
1
Neue Finanzierungsinstrumente für Unternehmen : Strategie, Anwendung und Erfolgssicherung ; [15. Stuttgarter Unternehmensgespräch ... 8. November 1995]
1
Recent research in financial modelling
1
Risk management : challenge and opportunity : with 37 figures and 46 tables
1
Selected papers of the Symposium on Operations Research (SOR'96) : Braunschweig, September 3 - 6, 1996
1
The handbook of fixed income securities
1
The international library of critical writings in financial economics
1
Unternehmensführung und Kapitalmarkt : Festschrift für Herbert Hax
1
Valuation, financial modeling, and quantitative tools
1
Vision und Verantwortung : Herausforderungen an der Schwelle zum neuen Jahrtausend ; Festschrift für Manfred Bodin zum 60. Geburtstag
1
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
Lognormal forward market model (LFM) volatility function approximation
Chung, In-hwan
;
Dun, Tim
;
Schlögl, Erik
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 369-405)
.
2010
Persistent link: https://www.econbiz.de/10008749176
Saved in:
6
A neuro-evolutionary approach for interest rate modelling
Bradley, Robert
;
Brabazon, Anthony
;
O'Neill, Michael
- In:
Natural computing in computational finance : volume 2 ; …
,
(pp. 75-93)
.
2009
Persistent link: https://www.econbiz.de/10009515158
Saved in:
7
Interest rate swaps and their application to tax-exempt financing
Chu, Eric H.
;
Underwood, Craig
;
Fox, Thomas B.
; …
- In:
The handbook of municipal bonds
,
(pp. 299-344)
.
2008
Persistent link: https://www.econbiz.de/10003714918
Saved in:
8
Massachusetts sells LIBOR index general obligation bonds with an interest rate swap
Feldstein, Sylvan G.
;
Landers, Patrick
- In:
The handbook of municipal bonds
,
(pp. 1253-1256)
.
2008
Persistent link: https://www.econbiz.de/10003715614
Saved in:
9
Hedging fixed income securities with interest rate swaps
Ramamurthy, Shrikant
-
2008
Persistent link: https://www.econbiz.de/10003765492
Saved in:
10
Managing interest rate risk under non-parallel changes : an application of a two-factor model
Moreno, Manuel
- In:
Advances in risk management
,
(pp. 69-85)
.
2007
Persistent link: https://www.econbiz.de/10003401583
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->