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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Review of derivatives research"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Government securities"
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Government securities
Interest rate derivative
36
Zinsderivat
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Theorie
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Zinsstruktur
19
Option pricing theory
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Optionspreistheorie
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Collin-Dufresne, Pierre
1
Johannes, Michael
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Solnik, Bruno
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Journal of economic dynamics & control
Review of derivatives research
The journal of finance : the journal of the American Finance Association
The journal of futures markets
13
Advances in Pacific Basin financial markets
3
Journal of international financial markets, institutions & money
3
Selected writings on futures markets : explorations in financial futures markets
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Advances in investment analysis and portfolio management : a research annual
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Applied financial economics
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Journal of financial economics
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Review of futures markets
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Advances in futures and options research : a research annual
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Discussion papers / National Institute of Economic and Social Research
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Economic bulletin : a quarterly economic review
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European journal of operational research : EJOR
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Les cahiers de recherche / HEC Paris
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Macroeconomics and finance in emerging market economies
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NBER working paper series
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ECONIS (ZBW)
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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
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2
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
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