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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:"United States"
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Search: subject_exact:"Zinsforward"
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Interest rate derivative
36
Zinsderivat
36
Theorie
19
Theory
19
Yield curve
19
Zinsstruktur
19
Option pricing theory
15
Optionspreistheorie
15
USA
9
CAPM
7
Volatility
7
Volatilität
7
Swap
6
Derivat
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Derivative
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Estimation
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Schätzung
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Stochastic process
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Stochastischer Prozess
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Interest rate
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Swaptions
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Zins
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Ankündigungseffekt
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Credit risk
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Currency derivative
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Government securities
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Interest rate derivatives
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Interest rate swaps
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Kreditrisiko
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Markov chain
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Markov-Kette
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Option trading
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Optionsgeschäft
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2
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Ritchken, Peter H.
2
Christiansen, Charlotte
1
Collin-Dufresne, Pierre
1
Duffie, Darrell
1
Ederington, Louis H.
1
Fan, Rong
1
Faulkender, Michael
1
Goldstein, Robert S.
1
Gupta, Anurag
1
Hemler, Michael Lee
1
Jarrow, Robert A.
1
Lee, Jae-ha
1
Li, Anlong
1
Li, Haitao
1
Sankarasubramanian, L.
1
Singleton, Kenneth J.
1
Strunk Hansen, Charlotte
1
Zhao, Feng
1
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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
87
Advances in futures and options research : a research annual
15
Review of futures markets
10
The journal of fixed income
10
The review of financial studies
7
Journal of financial and quantitative analysis : JFQA
6
Applied financial economics
4
Economic policy review
4
Journal of financial economics
4
Selected writings on futures markets : explorations in financial futures markets
4
The journal of business : B
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Working paper / National Bureau of Economic Research, Inc.
4
Advances in investment analysis and portfolio management : a research annual
3
International review of financial analysis
3
Journal of banking & finance
3
Journal of international money and finance
3
The journal of financial research
3
CoFE discussion papers
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DNB working paper
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Discussion paper
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
Economic perspectives
2
Economic review : publ. monthly
2
Economics letters
2
Financial analysts' journal : FAJ
2
Interest rate futures : concepts and issues
2
Journal of financial services research : JFSR
2
Journal of money, credit and banking : JMCB
2
Journal of securities operations & custody
2
Proceedings of a Conference on Bank Structure and Competition
2
Research in finance
2
Research paper / Federal Reserve Bank of New York
2
Review of financial economics : RFE
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working paper
2
Working paper series / European Central Bank
2
Advances in risk management
1
American economic review
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ECONIS (ZBW)
9
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1
Interest rate caps "smile" too! : but can the LIBOR market models capture the smile?
Jarrow, Robert A.
;
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 345-382
Persistent link: https://www.econbiz.de/10003425910
Saved in:
2
Hedging or market timing? : Selecting the interest rate exposure of corporate debt
Faulkender, Michael
- In:
The journal of finance : the journal of the American …
60
(
2005
)
2
,
pp. 931-962
Persistent link: https://www.econbiz.de/10002730702
Saved in:
3
Hedging in the possible presence of unspanned stochastic volatility : evidence from swaption markets
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 2219-2248
Persistent link: https://www.econbiz.de/10001797838
Saved in:
4
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
- In:
Review of derivatives research
5
(
2002
)
1
,
pp. 51-80
Persistent link: https://www.econbiz.de/10001652021
Saved in:
5
Do bonds span the fixed income markets? : Theory and evidence for unspanned stochastic volatility
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
4
,
pp. 1685-1730
Persistent link: https://www.econbiz.de/10001696255
Saved in:
6
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:
7
Lattice models for pricing American interest rate claims
Li, Anlong
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 719-737
Persistent link: https://www.econbiz.de/10001184823
Saved in:
8
How markets process information : news releases and volatility
Ederington, Louis H.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1161-1191
Persistent link: https://www.econbiz.de/10001152163
Saved in:
9
The quality delivery option in treasury bond futures contracts
Hemler, Michael Lee
- In:
The journal of finance : the journal of the American …
45
(
1990
)
5
,
pp. 1565-1586
Persistent link: https://www.econbiz.de/10001103793
Saved in:
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