//--> //--> //-->
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:"Interest rate futures : concepts and issues"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~isPartOf:"The journal of computational finance"
~person:"Andersen, Leif B. G."
~person:"Chiang, Raymond"
~person:"Kennedy, Joanne"
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:"Zinstermingeschäft"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Interest rate derivative
4
Zinsderivat
4
Hedging
2
Interest rate
2
Zins
2
Arbitrage Pricing
1
Arbitrage pricing
1
Derivat
1
Derivative
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz im Buch
2
Book section
2
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
4
Author
All
Andersen, Leif B. G.
Chiang, Raymond
Kennedy, Joanne
Pelsser, Antoon André Jean
5
Rebonato, Riccardo
3
Joshi, Mark S.
2
Kennedy, Joanne E.
2
Kolb, Robert W.
2
Korn, Ralf
2
Moraleda Novo, Juan Manuel
2
Piterbarg, Vladimir V.
2
Schoenmakers, John
2
Vorst, Ton
2
Arak, Marcelle V.
1
Aspremont, Alexandre d'
1
Bacon, Peter W.
1
Benninga, Simon
1
Bhuruth, Muddun
1
Bouwknegt, Pieter
1
Bouwman, Tony
1
Brotherton-Ratcliffe, Rupert
1
Carabini, Christopher E.
1
Coonjobeharry, Radha Krishn
1
Coskun, Sema
1
Dale, Charles J.
1
Denson, Nick
1
Desmettre, Sascha
1
Driessen, Joost
1
Franses, Philip Hans
1
Glasserman, Paul
1
Gogala, Jaka
1
Hunt, Philip A.
1
Jaeckel, Peter
1
Jong, Frank de
1
Kaisajuntti, Linus
1
Kiesel, Rüdiger
1
Kofman, Paul
1
Kurbanmuradov, O.
1
Liang, Qian
1
Lopes, Sara Dutra
1
more ...
less ...
Published in...
All
Interest rate futures : concepts and issues
Report / Erasmus Center for Financial Research, Erasmus University
The journal of computational finance
Applied mathematical finance
1
Finance and stochastics
1
Quantitative Finance, Vol.14, Issue 3, 2014
1
Selected writings on futures markets : explorations in financial futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Extended Libor market models with stochastic volatility
Andersen, Leif B. G.
;
Brotherton-Ratcliffe, Rupert
- In:
The journal of computational finance
9
(
2005
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10003191097
Saved in:
2
Markov-functional interest rate models
Hunt, Philip A.
;
Kennedy, Joanne
;
Pelsser, Antoon …
-
1998
Persistent link: https://www.econbiz.de/10000988115
Saved in:
3
Duration, immunization, and hedging with interest rate futures
Kolb, Robert W.
- In:
Interest rate futures : concepts and issues
,
(pp. 353-364)
.
1986
Persistent link: https://www.econbiz.de/10001258089
Saved in:
4
Improving hedging performance using interest rate futures
Kolb, Robert W.
- In:
Interest rate futures : concepts and issues
,
(pp. 339-352)
.
1982
Persistent link: https://www.econbiz.de/10001258065
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->