//--> //--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"The journal of futures markets"
~subject:"Derivat"
~subject:"Kreditrisiko"
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:"Zinsswap"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Kreditrisiko
Interest rate derivative
163
Zinsderivat
163
USA
94
United States
90
Public bond
57
Öffentliche Anleihe
57
Theorie
45
Theory
45
Hedging
35
Yield curve
26
Zinsstruktur
26
Derivative
17
Volatility
17
Volatilität
17
Interest rate
16
Zins
16
CAPM
14
Government securities
13
Staatspapier
13
Option pricing theory
11
Optionspreistheorie
11
Arbitrage
9
Börsenkurs
8
Currency derivative
8
Estimation
8
Forecast
8
Prognose
8
Schätzung
8
Share price
8
Währungsderivat
8
Ankündigungseffekt
7
Announcement effect
7
Commodity exchange
7
Warenbörse
7
Deposit banking
6
Einlagengeschäft
6
Geldmarkt
6
Großbritannien
6
Money market
6
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
20
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Reprint
1
Sammelwerk
1
more ...
less ...
Language
All
English
21
Author
All
Castelino, Mark G.
2
Chance, Don M.
2
Kawaller, Ira G.
2
Akemann, Charles A.
1
Akhigbe, Aigbe O.
1
Alexander, Carol
1
Batlin, Carl A.
1
Brooks, Robert
1
Chen, Zhanyu
1
Cline, Brandon N.
1
Duyvesteyn, Johan
1
Edwards, Franklin R.
1
Gallitschke, Janek
1
Hill, Joanne M.
1
Kaeck, Andreas
1
Kim, Raymond
1
Lang, Larry H. P.
1
Litzenberger, Robert H.
1
Liu, Andy Luchuan
1
Lotz, Christopher
1
Makar, Stephen D.
1
Schlögl, Lutz
1
Schneeweis, Thomas
1
Seifried, Frank Thomas
1
Seifried, Stefanie
1
Stapleton, Richard C.
1
Subrahmanyam, Marti G.
1
Sultan, Jahangir
1
Sutrick, Kenneth H.
1
Teterin, Pavel
1
Wang, Li
1
Webb, Robert I.
1
Whyte, Ann Marie
1
Yau, Jot
1
You, Yu
1
Zhang, Kai
1
Zhao, Hongbiao
1
Zwart, Gerben Jacobus de
1
more ...
less ...
Institution
All
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Published in...
All
Journal of banking & finance
The journal of futures markets
International journal of theoretical and applied finance
11
The journal of computational finance
8
Applied mathematical finance
7
Quantitative finance
6
Journal of financial economics
5
Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Review of derivatives research
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of fixed income
4
Annual review of financial economics
3
European journal of operational research : EJOR
3
Europäische Hochschulschriften / 5
3
International journal of financial engineering
3
International review of financial analysis
3
Journal of mathematical finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
NBER working paper series
3
SAFE working paper
3
SpringerLink / Bücher
3
The European journal of finance
3
The handbook of fixed income securities
3
The journal of credit risk : published quarterly by Incisive Media
3
Working paper / National Bureau of Economic Research, Inc.
3
Applied economics
2
Bank- und finanzwirtschaftliche Forschungen
2
Finance and economics discussion series
2
Finance and stochastics
2
Finance research letters
2
Financial engineering explained
2
Financial markets and portfolio management
2
Finanzmarkt und Portfolio-Management
2
Gabler Edition Wissenschaft
2
Harvard Business School Finance Case
2
IES working paper
2
IMES discussion paper series / Englische Ausgabe
2
Interest rate modelling after the financial crisis
2
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging securities and Silicon Valley Bank idiosyncrasies
Kim, Raymond
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 653-672
Persistent link: https://www.econbiz.de/10014536665
Saved in:
2
A Skellam market model for loan prime rate options
Chen, Zhanyu
;
Zhang, Kai
;
Zhao, Hongbiao
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10012817951
Saved in:
3
The information in global interest rate futures contracts
Brooks, Robert
;
Cline, Brandon N.
;
Teterin, Pavel
;
You, Yu
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1135-1166
Persistent link: https://www.econbiz.de/10013287935
Saved in:
4
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:
5
Interbank interest rates : funding liquidity risk and XIBOR basis spreads
Gallitschke, Janek
;
Seifried, Stefanie
;
Seifried, Frank …
- In:
Journal of banking & finance
78
(
2017
),
pp. 142-152
Persistent link: https://www.econbiz.de/10011815126
Saved in:
6
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:
7
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:
8
Regime dependent determinants of credit dafault swap spreads
Alexander, Carol
;
Kaeck, Andreas
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 1008-1021
Persistent link: https://www.econbiz.de/10003733793
Saved in:
9
Reply to A comment on "A hedging deficiency in eurodollar futures"
Chance, Don M.
- In:
The journal of futures markets
27
(
2007
)
2
,
pp. 195-201
Persistent link: https://www.econbiz.de/10010190354
Saved in:
10
A comment on "A hedging deficiency in eurodollar futures"
Kawaller, Ira G.
- In:
The journal of futures markets
27
(
2007
)
2
,
pp. 187-193
Persistent link: https://www.econbiz.de/10010190355
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->