//--> //--> //-->
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
~institution:"Econometrisch Instituut <Rotterdam>"
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:"Swaps"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Swap
2
Börsenkurs
1
Credit derivative
1
Credit risk
1
Interest rate derivative
1
Kreditderivat
1
Kreditrisiko
1
Option pricing theory
1
Optionspreistheorie
1
Risikomanagement
1
Risikoprämie
1
Risk management
1
Risk premium
1
Share price
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Working Paper
2
Language
All
English
2
Author
All
Houweling, Patrick
1
Pelsser, Antoon André Jean
1
Pietersz, Raoul
1
Vorst, Ton
1
Institution
All
Econometrisch Instituut <Rotterdam>
International Monetary Fund (IMF)
67
International Monetary Fund
34
National Bureau of Economic Research
24
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
24
Federal Reserve Bank of New York
19
Federal Reserve Board (Board of Governors of the Federal Reserve System)
12
Deutsche Bundesbank
10
Federal Reserve Bank of Chicago
10
Bank for International Settlements (BIS)
7
C.E.P.R. Discussion Papers
7
Department of Economics, University of Connecticut
6
Frankfurt School of Finance and Management
6
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
6
Banca d'Italia
5
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
4
EconWPA
4
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
4
Group of Thirty / Global Derivatives Study Group
4
Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
4
Asian Development Bank Institute, Asian Development Bank
3
East Asian Bureau of Economic Research (EABER)
3
European Central Bank
3
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
Nationalekonomiska institutionen, Handelshögskolan
3
Society for Computational Economics - SCE
3
Task Force on Low Inflation (LIFT)
3
Tinbergen Instituut
3
Université Paris-Dauphine (Paris IX)
3
World Bank
3
World Scientific Publishing Co. Pte. Ltd.
3
Banco de España
2
Banque de France
2
Bundesverband Deutscher Banken / Kommission für Bilanzierungsfragen
2
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
2
Departamento de Economía Aplicada, Facultade de Ciencias Económicas e Empresariais
2
Dipartimento di Economia e Finanza (DEF), Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS)
2
Dipartimento di Scienze Economiche, Facoltà di Economia
2
Economics Department, University of California-Santa Cruz (UCSC)
2
Federal Reserve Bank of Atlanta
2
more ...
less ...
Published in...
All
Econometric Institute research papers
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk managing Bermudan swaptions in the Libor BGM model
Pietersz, Raoul
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001902799
Saved in:
2
Pricing default
swaps
: empirical evidence
Houweling, Patrick
(
contributor
);
Vorst, Ton
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001903819
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->