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~isPartOf:"Journal of business economics : JBE"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Staatspapier"
~subject:"Theory"
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Search: subject_exact:"Zinsforward"
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Staatspapier
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Interest rate derivative
20
Zinsderivat
20
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10
Zinsstruktur
10
Theorie
9
USA
8
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8
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6
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4
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4
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3
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1990-1993
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11
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English
7
German
4
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Adam, Dietrich
2
Hering, Thomas
2
Johannes, Michael
2
Johannwille, Ulrich
2
Sandmann, Klaus
2
Sondermann, Dieter
2
Briys, Eric
1
Collin-Dufresne, Pierre
1
Crouhy, Michel
1
Duffie, Darrell
1
Gischer, Horst
1
Hemler, Michael Lee
1
Miltersen, Kristian R.
1
Schöbel, Rainer
1
Singleton, Kenneth J.
1
Solnik, Bruno
1
Sundaresan, Suresh M.
1
Uhrig, Marliese
1
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Journal of business economics : JBE
The journal of finance : the journal of the American Finance Association
The journal of futures markets
42
Advances in futures and options research : a research annual
17
The journal of fixed income
17
International journal of theoretical and applied finance
14
Finance and stochastics
13
Journal of banking & finance
13
The journal of computational finance
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Review of futures markets
9
The review of financial studies
9
Review of derivatives research
8
SSE EFI working paper series in economics and finance
8
Journal of financial and quantitative analysis : JFQA
7
Applied mathematical finance
6
Journal of economic dynamics & control
6
Journal of financial economics
6
Discussion paper / B
5
Europäische Hochschulschriften / 5
5
Finance : revue de l'Association Française de Finance
5
Gabler Edition Wissenschaft
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Report / Erasmus Center for Financial Research, Erasmus University
5
SFB 649 discussion paper
5
Working paper
5
Advances in Pacific Basin financial markets
4
Discussion paper / Tinbergen Institute
4
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
4
Economics letters
4
Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
4
Selected writings on futures markets : explorations in financial futures markets
4
SpringerLink / Bücher
4
The European journal of finance
4
Working paper series / Centre for Practical Quantitative Finance
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advances in investment analysis and portfolio management : a research annual
3
Bonn Econ Discussion Papers / BGSE
3
CoFE discussion papers
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ECONIS (ZBW)
11
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1
The impact of collateralization on swap rates
Johannes, Michael
;
Sundaresan, Suresh M.
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 383-410
Persistent link: https://www.econbiz.de/10003425912
Saved in:
2
The statistical and economic role of jumps in continuous-time interest rate models
Johannes, Michael
- In:
The journal of finance : the journal of the American …
59
(
2004
)
1
,
pp. 227-260
Persistent link: https://www.econbiz.de/10001932051
Saved in:
3
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 1095-1115
Persistent link: https://www.econbiz.de/10001593029
Saved in:
4
Der Erklärungsgehalt impliziter Terminzinsen : Ergänzungen zu Adam, Hering und Johannwille
Gischer, Horst
- In:
Journal of business economics : JBE
68
(
1998
)
1
,
pp. 71-82
Persistent link: https://www.econbiz.de/10001231148
Saved in:
5
An econometric model of the term structure of interest-rate swap yields
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1287-1321
Persistent link: https://www.econbiz.de/10001227656
Saved in:
6
Bewertung von Zinsoptionen bei stochastischer Volatilität : empirische Ergebnisse
Uhrig, Marliese
- In:
Journal of business economics : JBE
67
(
1997
)
3
,
pp. 285-309
Persistent link: https://www.econbiz.de/10001217246
Saved in:
7
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10001217780
Saved in:
8
Analyse der Prognosequalität impliziter Terminzinssätze
Adam, Dietrich
- In:
Journal of business economics : JBE
65
(
1995
)
12
,
pp. 1405-1422
Persistent link: https://www.econbiz.de/10001193114
Saved in:
9
The pricing of default-free interest rate cap, floor, and collar agreements
Briys, Eric
- In:
The journal of finance : the journal of the American …
46
(
1991
)
5
,
pp. 1879-1892
Persistent link: https://www.econbiz.de/10001115509
Saved in:
10
Zur Bewertung von Caps und Floors
Sondermann, Dieter
- In:
Journal of business economics : JBE
60
(
1990
)
11
,
pp. 1205-1238
Persistent link: https://www.econbiz.de/10001094434
Saved in:
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