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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The journal of futures markets"
~language:"eng"
~subject:"Theorie"
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Swap
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13
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11
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Discussion paper / Centre for Economic Policy Research
The journal of finance : the journal of the American Finance Association
The journal of futures markets
International journal of theoretical and applied finance
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
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13
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ECONIS (ZBW)
13
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1
Forecasting variance swap payoffs
Dark, Jonathan
;
Gao, Xin
;
Heijden, Thijs van der
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2135-2164
Persistent link: https://www.econbiz.de/10013465873
Saved in:
2
Saving the euro : self-fulfilling crisis and the 'Draghi put'
Miller, Marcus
;
Zhang, Lei
-
2014
Persistent link: https://www.econbiz.de/10010363256
Saved in:
3
Smart buyers
Burkart, Mike
;
Lee, Samuel
-
2012
Persistent link: https://www.econbiz.de/10009502428
Saved in:
4
Types of liquidity and limits to arbitrage : the case if credit default swaps
Bhanot, Karan
;
Guo, Liang
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 301-329
Persistent link: https://www.econbiz.de/10010218774
Saved in:
5
Capped equity swaps under the double-jump stochastic volatility model with stochastic interest rates
Guo, Jia-hau
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 340-370
Persistent link: https://www.econbiz.de/10008908378
Saved in:
6
Options on normal underlyings with an application to the pricing or survivor swaptions
Dawson, Paul
;
Dowd, Kevin
;
Cairns, Andrew
;
Blake, David
- In:
The journal of futures markets
29
(
2009
)
8
,
pp. 757-774
Persistent link: https://www.econbiz.de/10003900592
Saved in:
7
Copula sensitivity in collateralized debt obligations and basket default swaps
Meneguzzo, Davide
;
Vecchiato, Walter
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10001850813
Saved in:
8
Pricing models of equity swaps
Wang, Ming-Chieh
;
Liao, Szu-Lang
- In:
The journal of futures markets
23
(
2002
)
8
,
pp. 751-772
Persistent link: https://www.econbiz.de/10001780620
Saved in:
9
The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
Saved in:
10
Swap rates and credit quality
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
51
(
1996
)
3
,
pp. 921-949
Persistent link: https://www.econbiz.de/10001203636
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