//--> //--> //--> //-->
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
~isPartOf:"Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen"
~isPartOf:"The journal of futures markets"
~subject:"Share price"
~subject:"Volatilität"
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:"Bond option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Share price
Volatilität
Interest rate derivative
140
Zinsderivat
140
USA
91
United States
87
Public bond
55
Öffentliche Anleihe
55
Hedging
33
Theorie
33
Theory
33
CAPM
14
Volatility
14
Yield curve
14
Zinsstruktur
14
Derivat
13
Derivative
13
Government securities
13
Staatspapier
13
Interest rate
10
Zins
10
Arbitrage
9
Currency derivative
8
Währungsderivat
8
Commodity exchange
7
Forecast
7
Prognose
7
Warenbörse
7
Börsenkurs
6
Deposit banking
6
Einlagengeschäft
6
Großbritannien
6
United Kingdom
6
Ankündigungseffekt
5
Announcement effect
5
Estimation
5
Option pricing theory
5
Optionspreistheorie
5
Schätzung
5
Estimation theory
4
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Aufsatz im Buch
1
Book section
1
Language
All
English
18
Author
All
Bortz, Gary A.
1
Brace, Alan
1
Camacho, Maximo
1
Chen, Carl R.
1
Chiarella, Carl
1
Christie-David, Rohan
1
Chuderewicz, Russell P.
1
Cummings, James Richard
1
Ederington, Louis H.
1
Edwards, Franklin R.
1
Ferland, René
1
Frino, Alex
1
Gauthier, Geneviève
1
Gellert, Karol
1
Gerhard, Frank
1
Gurrola, Pedro
1
Herrerías, Renata
1
Huang, Ying
1
Hwang, Injun
1
Kim, Changki
1
Kim, Myeong Hyeon
1
Koch, Timothy W.
1
Lalancette, Simon
1
Lee, Jae-ha
1
Liu, Xiaoxi
1
Pohlmeier, Winfried
1
Schlögl, Erik
1
Simon, David P.
1
Sultan, Jahangir
1
Thomakos, Dimitrios D.
1
Tô, Thuy-duong
1
Upper, Christian
1
Wang, T'ao
1
Werner, Thomas
1
Wu, Jingtao
1
Wu, Tao L.
1
Xie, Jinming
1
Xu, Shengqiang
1
more ...
less ...
Published in...
All
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
The journal of futures markets
International journal of theoretical and applied finance
8
Journal of banking & finance
6
The European journal of finance
6
The journal of fixed income
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
CoFE discussion papers
4
Finance and stochastics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Review of derivatives research
4
Review of futures markets
4
The journal of computational finance
4
Applied mathematical finance
3
Discussion paper
3
Discussion paper / Deutsche Bundesbank
3
Discussion paper / Tinbergen Institute
3
Economic modelling
3
International review of financial analysis
3
Journal of international financial markets, institutions & money
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Research paper series / Swiss Finance Institute
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Advances in Pacific Basin financial markets
2
Advances in investment analysis and portfolio management : a research annual
2
Applied financial economics
2
Applied financial economics letters
2
BIS working papers
2
Bundesbank Series 1 Discussion Paper
2
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
2
Discussion paper series / A / Institute of Economic Research
2
European journal of operational research : EJOR
2
Global finance journal
2
IMES discussion paper series
2
International finance
2
International journal of business
2
International review of finance
2
Journal of empirical finance
2
Journal of financial economics
2
Quantitative finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
SOFR term structure dynamics : discontinuous short rates and stochastic volatility forward rates
Brace, Alan
;
Gellert, Karol
;
Schlögl, Erik
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 936-985
Persistent link: https://www.econbiz.de/10014536708
Saved in:
2
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
3
The zero lower bound and economic determinants of the volatility surface in the interest cap markets
Kim, Myeong Hyeon
;
Kim, Changki
;
Hwang, Injun
- In:
The journal of futures markets
37
(
2017
)
6
,
pp. 578-598
Persistent link: https://www.econbiz.de/10011950845
Saved in:
4
The sensitivity of interest rate options to monetary policy decisions : a regime-shift pricing approach
Ferland, René
;
Gauthier, Geneviève
;
Lalancette, Simon
- In:
The journal of futures markets
36
(
2016
)
1
,
pp. 66-87
Persistent link: https://www.econbiz.de/10011567568
Saved in:
5
A random field LIBOR market model
Wu, Tao L.
;
Xu, Shengqiang
- In:
The journal of futures markets
34
(
2014
)
6
,
pp. 580-606
Persistent link: https://www.econbiz.de/10010371410
Saved in:
6
Options on federal funds futures and interest rate volatility
Sultan, Jahangir
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 330-359
Persistent link: https://www.econbiz.de/10010218777
Saved in:
7
Maturity effects in the Mexican interest rate futures market
Gurrola, Pedro
;
Herrerías, Renata
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 371-393
Persistent link: https://www.econbiz.de/10008908357
Saved in:
8
Further analysis of the speed of response to large trades in interest rate futures
Cummings, James Richard
;
Frino, Alex
- In:
The journal of futures markets
30
(
2010
)
8
,
pp. 705-724
Persistent link: https://www.econbiz.de/10003985081
Saved in:
9
Determinants of Japanese yen interest rate swap spreads : evidence from a smooth transition vector autoregressive model
Huang, Ying
;
Chen, Carl R.
;
Camacho, Maximo
- In:
The journal of futures markets
28
(
2008
)
1
,
pp. 82-107
Persistent link: https://www.econbiz.de/10003746341
Saved in:
10
Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns
Thomakos, Dimitrios D.
;
Wang, T'ao
;
Wu, Jingtao
; …
- In:
The journal of futures markets
28
(
2008
)
9
,
pp. 815-844
Persistent link: https://www.econbiz.de/10003746355
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->