//--> //--> //--> //-->
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:"Finance research letters"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Credit"
~subject:"Insolvency"
~subject:"Zinsstruktur"
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:"Swap"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Credit
Insolvency
Zinsstruktur
Swap
40
Theorie
16
Theory
16
Credit risk
12
Kreditrisiko
12
Credit derivative
11
Kreditderivat
11
Option pricing theory
10
Optionspreistheorie
10
Insolvenz
8
Derivat
6
Derivative
6
Yield curve
6
Financial analysis
5
Finanzanalyse
5
Volatility
5
Volatilität
5
Hedging
4
Interest rate
4
Interest rate derivative
4
USA
4
United States
4
Zins
4
Zinsderivat
4
Credit default swaps
3
Option trading
3
Optionsgeschäft
3
Aktie
2
Bewertung
2
Black-Scholes model
2
Black-Scholes-Modell
2
Börsenkurs
2
Debt maturity
2
Estimation
2
Evaluation
2
Fälligkeit
2
Geldpolitik
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Hull, John
3
White, Alan
3
Berd, Arthur M.
1
Brigo, Damiano
1
Chen, Son-nan
1
Collin-Dufresne, Pierre
1
Gan, Liu
1
Goldstein, Robert S.
1
Javadi, Siamak
1
Kan, Yu Hang
1
Kapoor, Vivek
1
Kijima, Masaaki
1
Lloyd, Simon
1
Luo, Pengfei
1
Mollagholamali, Mohsen
1
Morini, Massimo
1
Muromachi, Yukio
1
Pedersen, Claus
1
Weigel, Peter
1
Wu, Ting-pin
1
Yang, Zhaojun
1
Zheng, C. K.
1
more ...
less ...
Published in...
All
Finance research letters
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
18
Journal of banking & finance
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
International review of financial analysis
9
Journal of financial economics
8
Research paper series / Swiss Finance Institute
8
The journal of fixed income
8
The journal of computational finance
7
Journal of financial and quantitative analysis : JFQA
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of derivatives research
6
The journal of futures markets
6
Applied mathematical finance
5
Journal of international financial markets, institutions & money
5
The journal of finance : the journal of the American Finance Association
5
HKIMR working paper
4
International journal of financial engineering
4
Quantitative finance
4
Review of finance : journal of the European Finance Association
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of credit risk : published quarterly by Incisive Media
4
Working paper / National Bureau of Economic Research, Inc.
4
Working papers / The Levy Economics Institute
4
Discussion papers / CEPR
3
Finance and economics discussion series
3
Finance and stochastics
3
International review of economics & finance : IREF
3
Journal of economic dynamics & control
3
NBER Working Paper
3
NBER working paper series
3
Staff working papers / Bank of England
3
Swiss Finance Institute Research Paper
3
The journal of corporate finance : contracting, governance and organization
3
Working papers / Bank for International Settlements
3
Applied financial economics letters
2
Cambridge working papers in economics
2
Cambridge-INET working papers
2
Credit risk models and management
2
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Overnight indexed swap-implied interest rate expectations
Lloyd, Simon
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485496
Saved in:
2
Debt market illiquidity and correlated default risk
Javadi, Siamak
;
Mollagholamali, Mohsen
- In:
Finance research letters
26
(
2018
),
pp. 266-273
Persistent link: https://www.econbiz.de/10012005695
Saved in:
3
Real option, debt maturity and equity default swaps under negotiation
Gan, Liu
;
Luo, Pengfei
;
Yang, Zhaojun
- In:
Finance research letters
18
(
2016
),
pp. 278-284
Persistent link: https://www.econbiz.de/10011657215
Saved in:
4
The impact of margin interest on the valuation of credit default swaps
Kan, Yu Hang
;
Pedersen, Claus
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 60-79
Persistent link: https://www.econbiz.de/10009671707
Saved in:
5
Valuation of CMS spread options with nonzero strike rates in the LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 41-55
Persistent link: https://www.econbiz.de/10009316812
Saved in:
6
Efficient analytical cascade calibration of the LIBOR market model with endogenous interpolation
Brigo, Damiano
;
Morini, Massimo
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 40-60
Persistent link: https://www.econbiz.de/10003379121
Saved in:
7
Optimal calibration of LIBOR market models to correlations
Weigel, Peter
- In:
The journal of derivatives : the official publication …
12
(
2004
)
2
,
pp. 43-50
Persistent link: https://www.econbiz.de/10002535971
Saved in:
8
The valuation of credit default swap options
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 40-50
Persistent link: https://www.econbiz.de/10001770070
Saved in:
9
Digital premium
Berd, Arthur M.
;
Kapoor, Vivek
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 66-76
Persistent link: https://www.econbiz.de/10001770081
Saved in:
10
Pricing swaptions within an affine framework
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10001718682
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->