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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Zinsderivat"
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Zinsderivat
Option pricing theory
668
Optionspreistheorie
668
Theorie
367
Theory
367
Option trading
279
Optionsgeschäft
279
Volatility
236
Volatilität
236
USA
156
United States
156
Stochastic process
122
Stochastischer Prozess
122
Credit derivative
119
Derivat
119
Derivative
119
Kreditderivat
119
Aktienoption
102
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102
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101
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101
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100
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100
Hedging
91
Estimation
87
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86
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85
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85
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83
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83
Interest rate derivative
68
Portfolio selection
65
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65
CAPM
59
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54
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68
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Chen, Son-nan
4
Wu, Ting-pin
4
Subrahmanyam, Marti G.
3
Beliaeva, Natalia A.
2
Chiarella, Carl
2
Grasselli, Martino
2
Gupta, Anurag
2
Moraleda Novo, Juan Manuel
2
Nawalkha, Sanjay K.
2
Abrantes Metz, Rosa Maria Fontes
1
Akhigbe, Aigbe O.
1
Alexander, Carol
1
Alfeus, Mesias
1
Almeida, Caio
1
Arvanitis, Angelo
1
Augustin, Patrick
1
Aït-Sahalia, Yacine
1
Backus, David
1
Backwell, Alex
1
Begenau, Juliane
1
Ben-Ameur, Hatem
1
Benner, Wolfgang
1
Boudoukh, Jacob
1
Brooks, Robert
1
Chang, Chuang-Chang
1
Chang, Jui-jane
1
Chen, Ren-Raw
1
Chernov, Mikhail
1
Chow, Edward H.
1
Chung, San-Lin
1
Chung, Tsz-kin
1
Cline, Brandon N.
1
Da Foncesca, José
1
Das, Sanjiv R.
1
Deuskar, Prachi
1
Duyvesteyn, Johan
1
Eldor, Rafael
1
Enders, Walter
1
Esteghamat, Kian
1
Fabozzi, Frank J.
1
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Asia-Pacific financial markets
Journal of banking & finance
Journal of economic dynamics & control
The journal of derivatives : the official publication of the International Association of Financial Engineers
Working paper / National Bureau of Economic Research, Inc.
The journal of futures markets
137
International journal of theoretical and applied finance
33
The journal of fixed income
29
Advances in futures and options research : a research annual
28
The journal of computational finance
23
Review of futures markets
18
Applied mathematical finance
16
The journal of finance : the journal of the American Finance Association
16
Finance and stochastics
15
Journal of international financial markets, institutions & money
15
The review of financial studies
15
Applied financial economics
13
Journal of financial economics
13
Review of derivatives research
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Selected writings on futures markets : explorations in financial futures markets
12
Europäische Hochschulschriften / 5
11
Interest rate modelling after the financial crisis
11
International review of financial analysis
11
Journal of financial and quantitative analysis : JFQA
11
Working paper
11
SSE EFI working paper series in economics and finance
10
International journal of financial engineering
9
NBER working paper series
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Discussion paper / B
8
Economics letters
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The European journal of finance
8
Working papers / The Levy Economics Institute
8
Applied economics
7
Finance : revue de l'Association Française de Finance
7
Gabler Edition Wissenschaft
7
Interest rate futures : concepts and issues
7
Journal of mathematical finance
7
Quantitative finance
7
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ECONIS (ZBW)
68
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1
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
Saved in:
2
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
Saved in:
3
Benchmark interest rates when the government is risky
Augustin, Patrick
;
Chernov, Mikhail
;
Schmid, Lukas
; …
-
2019
Persistent link: https://www.econbiz.de/10012136990
Saved in:
4
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Saved in:
5
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
Saved in:
6
Monetary policy and the stock market : time-series evidence
Neuhierl, Andreas
;
Weber, Michael
-
2016
Persistent link: https://www.econbiz.de/10011585385
Saved in:
7
Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Saved in:
8
Pricing interest-rate derivatives with piecewise multilinear interpolations and transition parameters
Ben-Ameur, Hatem
;
Karoui, Lotfi
;
Mnif, Walid
- In:
The journal of derivatives : the official publication …
22
(
2014
)
2
,
pp. 82-109
Persistent link: https://www.econbiz.de/10011311415
Saved in:
9
Interest rate forecasts, state price densities and risk premium from Euribor options
Ivanova, Vesela
;
Puigvert Gutiérrez, Josep Maria
- In:
Journal of banking & finance
48
(
2014
),
pp. 210-223
Persistent link: https://www.econbiz.de/10010508142
Saved in:
10
Interest rate derivatives use in banking: Market pricing implications of cash flow hedges
Akhigbe, Aigbe O.
;
Makar, Stephen D.
;
Wang, Li
;
Whyte, …
- In:
Journal of banking & finance
86
(
2018
),
pp. 113-126
Persistent link: https://www.econbiz.de/10011962425
Saved in:
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